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

10-Year Study

500G.LSE · · GB · ETF

Executive Summary: Amundi Index Solutions - Amundi S&P 500 UCITS ETF C USD has compounded at 15.2% annually over the last 10 years, with a maximum drawdown of 15.7% and an annualized volatility of 16.0%.

1Y CAGR
+18.3%
3Y CAGR
+16.3%
5Y CAGR
+12.8%
10Y CAGR
+15.2%

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 →
15.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.9%
% 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.
2026-1.31.1-4.53.8————————-1.0%
20254.0-5.0-7.9-3.76.03.46.2-0.14.04.8-0.6-0.89.4%
20242.44.83.5-2.31.06.5-1.0-1.00.64.16.8-0.327.4%
20233.40.20.50.12.14.12.10.3-0.9-2.74.84.519.9%
2022-6.2-1.26.7-3.6-2.6-4.78.11.7-3.93.0-1.6-3.9-8.9%
2021-0.11.15.44.6-1.74.81.74.3-1.84.03.71.931.4%
20200.7-6.8-7.29.45.82.1-0.66.10.0-3.37.21.213.8%
20194.92.33.63.8-2.35.47.0-2.71.3-3.24.20.527.0%
2018-0.20.4-5.73.85.31.83.54.20.3-4.81.0-8.40.0%
2017-1.35.7-0.6-2.41.40.10.72.3-2.03.61.02.110.8%
2016———-1.92.68.94.61.20.94.81.53.829.4%

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 16.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 56.4% of variance. Idiosyncratic stock-specific factors contribute 4.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019810.184712725788
2016-05-0110068.374323910602
2016-06-0110964.384120828656
2016-07-0111472.5992448209
2016-08-0111607.306868047759
2016-09-0111717.522196142463
2016-10-0112282.886008776406
2016-11-0112472.701296050616
2016-12-0112942.136952750281
2017-01-0112770.690886825187
2017-02-0113497.29564241249
2017-03-0113411.572609449944
2017-04-0113093.172772731912
2017-05-0113276.864986223085
2017-06-0113289.111133789162
2017-07-0113380.957240534748
2017-08-0113693.23400346974
2017-09-0113423.818757016023
2017-10-0113905.500561281762
2017-11-0114048.372282886008
2017-12-0114338.197775283192
2018-01-0114309.623430962343
2018-02-0114360.649045821001
2018-03-0113538.116134299418
2018-04-0114048.372282886008
2018-05-0114796.407796713951
2018-06-0115056.638432493113
2018-07-0115581.181753240127
2018-08-0116233.289111133789
2018-09-0116289.417287478314
2018-10-0115512.807429329523
2018-11-0115668.945810797019
2018-12-0114345.341361363404
2019-01-0115048.474334115726
2019-02-0115391.366465965915
2019-03-0115949.586692519644
2019-04-0116553.729972446166
2019-05-0116170.017348709052
2019-06-0117038.473313603427
2019-07-0118231.45218899888
2019-08-0117738.544749464232
2019-09-0117971.221553219715
2019-10-0117394.63210531687
2019-11-0118123.277885498523
2019-12-0118220.22655372997
2020-01-0118341.66751709358
2020-02-0117096.642514542298
2020-03-0115859.781610368404
2020-04-0117348.709051944075
2020-05-0118352.893152362485
2020-06-0118732.52372691091
2020-07-0118624.349423410553
2020-08-0119761.200122461476
2020-09-0119768.343708541688
2020-10-0119113.174813756505
2020-11-0120485.76385345443
2020-12-0120736.809878559037
2021-01-0120708.235534238185
2021-02-0120934.789264210634
2021-03-0122065.516889478517
2021-04-0123090.111235840395
2021-05-0122694.152464537197
2021-06-0123775.89549954077
2021-07-0124173.89529543831
2021-08-0125218.89988774365
2021-09-0124775.997550770484
2021-10-0125763.853454434127
2021-11-0126721.09398918257
2021-12-0127238.49372384937
2022-01-0125558.730482702318
2022-02-0125260.740891927748
2022-03-0126963.975915909785
2022-04-0126001.632819675477
2022-05-0125317.889580569445
2022-06-0124130.013266659862
2022-07-0126092.458414123892
2022-08-0126538.42228798857
2022-09-0125507.70486784366
2022-10-0126271.048066129195
2022-11-0125840.391876722115
2022-12-0124826.002653331972
2023-01-0125673.027859985712
2023-02-0125736.29962241045
2023-03-0125864.88417185427
2023-04-0125893.45851617512
2023-05-0126434.330033676906
2023-06-0127507.908970303095
2023-07-0128072.252270639863
2023-08-0128160.016328196754
2023-09-0127917.134401469535
2023-10-0127167.057863047252
2023-11-0128470.252066537403
2023-12-0129764.261659352997
2024-01-0130465.35360751097
2024-02-0131927.747729360137
2024-03-0133037.044596387386
2024-04-0132286.968057965096
2024-05-0132601.28584549444
2024-06-0134713.746300642924
2024-07-0134358.60802122665
2024-08-0134030.00306153689
2024-09-0134224.92091029697
2024-10-0135641.39197877335
2024-11-0138049.80100010205
2024-12-0137932.442085927134
2025-01-0139445.861822634964
2025-02-0137483.416675170934
2025-03-0134521.88998877436
2025-04-0133242.1675681192
2025-05-0135226.043473823855
2025-06-0136411.878763139095
2025-07-0138655.13623839167
2025-08-0138622.81049086641
2025-09-0140169.331564445354
2025-10-0142114.623941218495
2025-11-0141856.271048066126
2025-12-0141514.440249005
2026-01-0140984.79436677212
2026-02-0141432.79926523115
2026-03-0139577.50790897031
2026-04-0141086.84559648943
Annual Return Matrix
YearAnnual Return
20170.10786942122693577
20180.00049822064056948
20190.2701145336842854
20200.13812030917441476
20210.3135334645669292
2022-0.08856918062268182
20230.1989147860402023
20240.2744291298086814
20250.09443099273607758
2026-0.010299901671583123
Total Factor Risk
0.1601742499314631
VTI.US Exposure
0.5644303383066135
VEA.US Exposure
-0.005246374644718947
VWO.US Exposure
-0.014396369684366821
QQQ.US Exposure
0.06742953480118954
VTV.US Exposure
0.030948681751382868
IJR.US Exposure
-0.04621121744709
QUAL.US Exposure
-0.08360805616032535
SHV.US Exposure
0.22344462321834938
TLT.US Exposure
0.0031527446000489674
LQD.US Exposure
0.0470928132065864
HYG.US Exposure
-0.019281219097675203
GLD.US Exposure
-0.0016653227663710542
USO.US Exposure
0.000019259973290038618
VNQ.US Exposure
0.04807734485642438
BTC-USD.CC Exposure
-0.00029297590678248895
CPER.US Exposure
0.0025285179133529875
VIX.INDX Exposure
-0.01014653523798602
UUP.US Exposure
0.14747808953479377
TIP.US Exposure
0.005313818180914032
Idiosyncratic Exposure
0.040932304602370025
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
16.0%

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 →
+0.3%
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 →
+3.0%
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 →
2.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Amundi Index Solutions - Amundi S&P 500 UCITS ETF C USD (500G.LSE) has an annualized volatility of 16.0% and experienced a maximum drawdown of 15.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 500G.LSE?

Over the past 10 years, 500G.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.2%. 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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