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U10G.L vs. 500G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

U10G.L vs. 500G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, U10G.L achieves a -0.78% return, which is significantly lower than 500G.L's 10.57% return. Over the past 10 years, U10G.L has underperformed 500G.L with an annualized return of -3.32%, while 500G.L has yielded a comparatively higher 16.24% annualized return.


U10G.L

1D
0.33%
1M
1.53%
YTD
-0.78%
6M
-4.85%
1Y
1.76%
3Y*
-6.24%
5Y*
-6.94%
10Y*
-3.32%

500G.L

1D
-0.04%
1M
5.53%
YTD
10.57%
6M
10.49%
1Y
29.21%
3Y*
19.12%
5Y*
15.05%
10Y*
16.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

U10G.L vs. 500G.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
-0.78%-5.06%-7.24%-5.81%-22.57%-5.74%10.21%8.17%0.97%-4.47%
500G.L
Amundi S&P 500 Swap UCITS ETF USD Acc
10.57%9.44%27.44%19.89%-8.86%31.35%13.81%27.01%0.05%10.79%

Correlation

The correlation between U10G.L and 500G.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since May 6, 2016

0.05

The correlation between U10G.L and 500G.L shifts across timeframes, from 0.01 (5 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

U10G.L vs. 500G.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

U10G.L
U10G.L Risk / Return Rank: 1111
Overall Rank
U10G.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
U10G.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
U10G.L Omega Ratio Rank: 1111
Omega Ratio Rank
U10G.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
U10G.L Martin Ratio Rank: 1111
Martin Ratio Rank

500G.L
500G.L Risk / Return Rank: 8282
Overall Rank
500G.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
500G.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
500G.L Omega Ratio Rank: 8585
Omega Ratio Rank
500G.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
500G.L Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

U10G.L vs. 500G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


U10G.L500G.LDifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-3.29

Omega ratioGain probability vs. loss probability

1.04

1.51

-0.48

Calmar ratioReturn relative to maximum drawdown

0.17

4.08

-3.92

Martin ratioReturn relative to average drawdown

0.32

15.27

-14.95

U10G.L vs. 500G.L - Sharpe Ratio Comparison

The current U10G.L Sharpe Ratio is 0.18, which is lower than the 500G.L Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of U10G.L and 500G.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


U10G.L500G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

2.76

-2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

1.05

-1.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.21

1.05

-1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

1.07

-1.27

Drawdowns

U10G.L vs. 500G.L - Drawdown Comparison

The maximum U10G.L drawdown since its inception was -52.98%, which is greater than 500G.L's maximum drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for U10G.L and 500G.L.


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Drawdown Indicators


U10G.L500G.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.98%

-25.52%

-27.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-7.12%

-3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-20.41%

-21.12%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-41.90%

-21.12%

-20.78%

Max Drawdown (10Y)

Largest decline over 10 years

-52.98%

-25.52%

-27.46%

Current Drawdown

Current decline from peak

-51.32%

-0.22%

-51.10%

Average Drawdown

Average peak-to-trough decline

-27.54%

-3.29%

-24.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

1.91%

+3.57%

Volatility

U10G.L vs. 500G.L - Volatility Comparison

The current volatility for Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.L) is 2.19%, while Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) has a volatility of 2.65%. This indicates that U10G.L experiences smaller price fluctuations and is considered to be less risky than 500G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


U10G.L500G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

2.65%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

7.13%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

9.77%

10.55%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

14.31%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

15.54%

+0.57%

U10G.L vs. 500G.L - Expense Ratio Comparison

U10G.L has a 0.06% expense ratio, which is lower than 500G.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

U10G.L vs. 500G.L - Dividend Comparison

U10G.L's dividend yield for the trailing twelve months is around 0.04%, while 500G.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
500G.L
Amundi S&P 500 Swap UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
0.04%0.03%0.03%0.03%0.03%0.02%0.02%0.03%0.03%0.03%0.04%

Frequently Asked Questions


U10G.L and 500G.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, U10G.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

U10G.L is cheaper with a 0.06% expense ratio, compared with 0.15% for 500G.L.

U10G.L is categorized as Government Bonds, while 500G.L is S&P 500. U10G.L tracks Bloomberg US Long Treasury Index, while 500G.L tracks S&P 500. Their fees differ too: 0.06% for U10G.L and 0.15% for 500G.L.

Portfolio Optimizer

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