Amundi Index Solutions - Amundi S&P 500 UCITS ETF C EUR

10-Year Study

500.PA · · FR · ETF

Executive Summary: Amundi Index Solutions - Amundi S&P 500 UCITS ETF C EUR has compounded at 14.1% annually over the last 10 years, with a maximum drawdown of 17.7% and an annualized volatility of 14.2%.

1Y CAGR
+17.8%
3Y CAGR
+17.0%
5Y CAGR
+13.4%
10Y CAGR
+14.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +40.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.3-0.3-3.87.0————————2.2%
20253.1-3.6-9.2-5.16.81.66.1-1.12.84.7-0.5-0.54.0%
20244.64.43.6-2.01.17.0-0.4-0.81.72.78.5-0.334.0%
20234.21.00.30.24.14.42.00.5-2.2-3.05.73.422.2%
2022-5.5-1.96.2-3.1-4.0-5.811.2-1.4-5.24.8-2.0-6.7-14.0%
20211.13.47.12.6-1.15.62.53.7-2.16.02.33.940.6%
20201.9-9.1-9.411.22.01.10.56.8-1.6-2.47.61.27.9%
20197.74.22.94.0-5.04.15.2-1.73.0-0.55.40.833.6%
20181.9-1.2-4.63.75.21.02.73.90.7-4.30.9-9.2-0.2%
2017-1.26.4-0.6-1.1-2.0-0.6-1.2-0.82.64.10.50.86.8%
2016———-0.95.1-0.23.90.1-0.60.97.72.019.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 63.2% of variance. Idiosyncratic stock-specific factors contribute 3.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019911.816008786098
2016-05-0110413.14038374572
2016-06-0110389.237030815942
2016-07-0110799.147231733317
2016-08-0110805.607597390012
2016-09-0110741.64997738872
2016-10-0110833.387169713806
2016-11-0111664.190193164934
2016-12-0111901.285612765683
2017-01-0111753.020220944505
2017-02-0112503.068673686932
2017-03-0112430.712578331933
2017-04-0112296.01395438982
2017-05-0112054.719297112217
2017-06-0111979.133018928871
2017-07-0111838.620065895731
2017-08-0111742.360617610957
2017-09-0112050.8430777182
2017-10-0112541.507849344272
2017-11-0112609.018670456746
2017-12-0112713.35357581239
2018-01-0112956.909361069836
2018-02-0112807.674914400155
2018-03-0112222.882615156017
2018-04-0112673.62232702371
2018-05-0113330.738419794561
2018-06-0113459.784223787066
2018-07-0113817.494670198335
2018-08-0114363.00794624976
2018-09-0114469.926997868079
2018-10-0113851.50849538084
2018-11-0113972.123522191358
2018-12-0112685.477098003748
2019-01-0113658.052845791073
2019-02-0114237.256928742167
2019-03-0114648.168486336328
2019-04-0115235.480328186575
2019-05-0114475.289101363138
2019-06-0115065.60501324375
2019-07-0115843.142321855417
2019-08-0115581.72362555721
2019-09-0116045.965501647395
2019-10-0115964.24187609019
2019-11-0116818.592932359974
2019-12-0116945.183797402933
2020-01-0117267.136119904386
2020-02-0115689.967052135153
2020-03-0114217.003682408424
2020-04-0115806.8027650365
2020-05-0116116.5449964468
2020-06-0116288.196911945217
2020-07-0116369.920537502423
2020-08-0117487.240777828025
2020-09-0117200.52974998385
2020-10-0116788.552232056336
2020-11-0118068.027650365013
2020-12-0118277.601912268234
2021-01-0118477.61483299955
2021-02-0119103.947283416244
2021-03-0120457.68460494864
2021-04-0120981.329543252145
2021-05-0120751.0821112475
2021-06-0121910.81465210931
2021-07-0122448.607791200982
2021-08-0123281.44582983397
2021-09-0122792.170036824085
2021-10-0124168.841656437755
2021-11-0124727.598682085405
2021-12-0125690.29007041799
2022-01-0124279.120098197563
2022-02-0123808.837780218368
2022-03-0125280.70288778345
2022-04-0124496.414497060534
2022-05-0123512.823825828542
2022-06-0122157.47141288197
2022-07-0124631.50074294205
2022-08-0124298.727307965633
2022-09-0123038.85909942503
2022-10-0124145.810452871636
2022-11-0123671.748820983266
2022-12-0122089.282253375542
2023-01-0123023.128109050973
2023-02-0123248.756379611088
2023-03-0123316.751728147814
2023-04-0123357.61354092642
2023-05-0124317.462368370052
2023-06-0125387.460430260355
2023-07-0125902.803798695008
2023-08-0126045.093352283737
2023-09-0125482.91233283804
2023-10-0124709.283545448674
2023-11-0126119.258350022614
2023-12-0126997.803475676727
2024-01-0128249.24090703534
2024-02-0129506.105045545577
2024-03-0130570.482589314557
2024-04-0129944.537760837262
2024-05-0130279.184701854127
2024-06-0132385.74843336133
2024-07-0132266.167065055888
2024-08-0132009.044511919376
2024-09-0132549.45409910201
2024-10-0133420.44059693779
2024-11-0136267.1038180761
2024-12-0136176.077265973254
2025-01-0137311.51883196589
2025-02-0135962.59448284773
2025-03-0132666.515924801348
2025-04-0130999.58007623232
2025-05-0133097.71303055753
2025-06-0133622.48853285096
2025-07-0135675.36662575102
2025-08-0135276.342140965186
2025-09-0136267.36223270237
2025-10-0137986.98236320176
2025-11-0137786.87253698559
2025-12-0137613.31481361845
2026-01-0137482.0078816461
2026-02-0137365.78590348214
2026-03-0135939.33716648362
2026-04-0138448.73699851412
Annual Return Matrix
YearAnnual Return
20170.06823363369883828
2018-0.0021926927181257216
20190.335793968684829
20200.07863108071271019
20210.4055613090672596
2022-0.14016999446763567
20230.22221279831539542
20240.3399637232919914
20250.03972894952314365
20260.02221080989631874
Total Factor Risk
0.14199251903984628
VTI.US Exposure
0.6317969083532518
VEA.US Exposure
-0.002134147719257699
VWO.US Exposure
-0.007077675504978578
QQQ.US Exposure
0.028708384086242267
VTV.US Exposure
0.017594851532922156
IJR.US Exposure
-0.013723522283006705
QUAL.US Exposure
-0.009161556531521226
SHV.US Exposure
0.09623399830550698
TLT.US Exposure
0.0069713710057734656
LQD.US Exposure
-0.005388924588174753
HYG.US Exposure
-0.020006331453519228
GLD.US Exposure
-0.00022536782709388248
USO.US Exposure
0.0002697159761007209
VNQ.US Exposure
-0.0005523227631752942
BTC-USD.CC Exposure
-0.0030060457698000286
CPER.US Exposure
0.0010129962973772753
VIX.INDX Exposure
0.005598931650098314
UUP.US Exposure
0.21758203825772018
TIP.US Exposure
0.0257679022052848
Idiosyncratic Exposure
0.02973879677024959
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amundi Index Solutions - Amundi S&P 500 UCITS ETF C EUR a high-risk investment?

Amundi Index Solutions - Amundi S&P 500 UCITS ETF C EUR (500.PA) has an annualized volatility of 14.2% and experienced a maximum drawdown of 17.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 500.PA?

Over the past 10 years, 500.PA has generated a Compound Annual Growth Rate (CAGR) of 14.1%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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