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

10-Year Study

500H.PA · · FR · ETF

Executive Summary: Amundi Index Solutions - Amundi S&P 500 UCITS ETF C Hedged EUR has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 24.0% and an annualized volatility of 12.7%.

1Y CAGR
+19.3%
3Y CAGR
+18.3%
5Y CAGR
+9.8%
10Y CAGR
+12.0%

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 →
24.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +28.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.4%
% 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.
20260.5-0.8-6.89.3————————1.5%
20253.1-3.6-5.7-0.86.85.02.90.82.92.7-0.10.715.0%
20242.63.93.4-3.32.45.50.41.12.5-0.35.3-1.923.4%
20235.5-1.62.21.70.36.23.1-1.3-4.8-3.58.84.722.7%
2022-6.5-1.54.4-8.0-2.7-8.58.3-2.9-8.15.21.9-3.5-21.4%
2021-0.02.93.95.10.32.32.43.1-4.05.6-0.24.128.3%
20200.6-10.3-8.910.23.72.25.47.8-3.4-3.210.13.716.5%
20197.53.41.23.6-5.85.92.6-3.11.81.44.02.226.7%
20185.2-3.0-4.31.51.40.82.63.00.5-7.00.7-8.6-7.9%
20170.94.50.00.60.90.72.0-0.42.02.42.61.419.1%
2016———-0.52.2-0.74.2-0.1-0.0-1.83.71.68.8%

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 12.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 96.7% of variance. Idiosyncratic stock-specific factors contribute 3.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019952.856873467848
2016-05-0110173.48670563832
2016-06-0110098.057703186876
2016-07-0110522.34584197624
2016-08-0110514.802941731094
2016-09-0110512.91721666981
2016-10-0110318.687535357345
2016-11-0110705.261172920988
2016-12-0110880.633603620594
2017-01-0110976.80558174618
2017-02-0111467.09409768056
2017-03-0111472.751272864416
2017-04-0111538.75165000943
2017-05-0111648.123703564022
2017-06-0111732.981331321893
2017-07-0111968.69696398265
2017-08-0111923.439562511783
2017-09-0112159.155195172543
2017-10-0112447.671129549311
2017-11-0112772.015840090517
2017-12-0112956.816896096549
2018-01-0113633.792193098247
2018-02-0113224.58985479917
2018-03-0112658.87233641335
2018-04-0112852.59287195927
2018-05-0113036.111634923629
2018-06-0113135.017914388083
2018-07-0113471.619837827644
2018-08-0113872.034697341127
2018-09-0113948.10484631341
2018-10-0112965.736375636432
2018-11-0113054.931171035263
2018-12-0111938.525363002074
2019-01-0112828.832736187063
2019-02-0113259.343767678673
2019-03-0113420.44125966434
2019-04-0113905.33660192344
2019-05-0113099.113709221196
2019-06-0113867.018668678105
2019-07-0114224.589854799173
2019-08-0113779.558740335659
2019-09-0114024.137280784462
2019-10-0114224.91042805959
2019-11-0114794.191966811237
2019-12-0115121.478408448049
2020-01-0115212.690929662453
2020-02-0113643.729964171223
2020-03-0112436.017348670563
2020-04-0113709.22119554969
2020-05-0114210.824061851781
2020-06-0114518.19724684141
2020-07-0115299.113709221197
2020-08-0116499.453139732228
2020-09-0115935.3384876485
2020-10-0115423.08127475014
2020-11-0116986.61135206487
2020-12-0117611.93663963794
2021-01-0117611.54063737507
2021-02-0118115.180086743356
2021-03-0118830.473316990385
2021-04-0119787.290213086933
2021-05-0119853.158589477654
2021-06-0120314.010937205356
2021-07-0120802.413728078445
2021-08-0121457.30718461248
2021-09-0120600.433716764095
2021-10-0121758.08033188761
2021-11-0121713.784650198002
2021-12-0122594.7199698284
2022-01-0121131.416179521024
2022-02-0120811.710352630587
2022-03-0121720.460116914954
2022-04-0119976.767867244955
2022-05-0119434.112766358663
2022-06-0117778.597020554404
2022-07-0119247.59570054686
2022-08-0118691.23137846502
2022-09-0117173.58099189138
2022-10-0118071.9969828399
2022-11-0118416.48123703564
2022-12-0117770.186686781068
2023-01-0118744.107109183482
2023-02-0118449.933999622855
2023-03-0118863.266075806147
2023-04-0119181.16160663775
2023-05-0119247.576843296247
2023-06-0120450.537431642468
2023-07-0121083.066188949648
2023-08-0120812.106354893454
2023-09-0119815.40637375071
2023-10-0119127.512728644164
2023-11-0120816.669809541767
2023-12-0121797.49198566849
2024-01-0122354.836884782202
2024-02-0123236.5076371865
2024-03-0124026.268150103715
2024-04-0123227.343013388647
2024-05-0123781.519894399396
2024-06-0125089.64736941354
2024-07-0125198.133132189327
2024-08-0125478.747878559305
2024-09-0126111.314350367713
2024-10-0126045.0122572129
2024-11-0127413.369790684515
2024-12-0126889.157080897603
2025-01-0127722.04412596643
2025-02-0126711.27663586649
2025-03-0125192.645672260984
2025-04-0125001.037148783707
2025-05-0126703.073731849898
2025-06-0128029.473882707898
2025-07-0128855.94946256836
2025-08-0129094.833113332075
2025-09-0129951.404865170658
2025-10-0130766.848953422592
2025-11-0130727.984159909483
2025-12-0130933.264190081085
2026-01-0131088.64793513106
2026-02-0130835.583631906466
2026-03-0128729.30416745238
2026-04-0131402.960588346217
Annual Return Matrix
YearAnnual Return
20170.19081455805892533
2018-0.07859118032309698
20190.2666119096509241
20200.1646967422046859
20210.282920807185739
2022-0.21352480975598365
20230.22663269496674832
20240.2335894927075466
20250.15039917752038656
20260.01518418474619776
Total Factor Risk
0.12722050055815146
VTI.US Exposure
0.9669948883694987
VEA.US Exposure
0.032198599764163775
VWO.US Exposure
-0.007016087874984918
QQQ.US Exposure
0.05326702787588281
VTV.US Exposure
0.02877940218990491
IJR.US Exposure
-0.057299440762157455
QUAL.US Exposure
-0.06244598386078873
SHV.US Exposure
0.04020687536929708
TLT.US Exposure
0.024416862707107086
LQD.US Exposure
-0.036317032911734694
HYG.US Exposure
-0.04075406812829216
GLD.US Exposure
0.0010248133879994146
USO.US Exposure
-0.002339334421484952
VNQ.US Exposure
0.0037780612740146422
BTC-USD.CC Exposure
-0.0051914818717921675
CPER.US Exposure
0.008269651464412829
VIX.INDX Exposure
0.0005695279733456105
UUP.US Exposure
-0.00309100844229405
TIP.US Exposure
0.021586966528292874
Idiosyncratic Exposure
0.033361761369609534
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
12.7%

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 →
+3.6%
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 →
+4.5%
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 →
0.0% 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 Hedged EUR a high-risk investment?

Amundi Index Solutions - Amundi S&P 500 UCITS ETF C Hedged EUR (500H.PA) has an annualized volatility of 12.7% and experienced a maximum drawdown of 24.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, 500H.PA has generated a Compound Annual Growth Rate (CAGR) of 12.0%. 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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