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

10-Year Study

500U.PA · · FR · ETF

Executive Summary: Amundi Index Solutions - Amundi S&P 500 UCITS ETF C USD has compounded at 14.7% annually over the last 10 years, with a maximum drawdown of 22.5% and an annualized volatility of 13.0%.

1Y CAGR
+22.4%
3Y CAGR
+21.0%
5Y CAGR
+12.5%
10Y CAGR
+14.7%

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 →
22.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +31.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.7%
% 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.
20260.6-0.7-6.49.5————————2.4%
20253.2-3.6-5.6-0.77.34.93.41.13.13.00.00.917.6%
20242.84.03.6-3.22.75.70.61.22.60.05.5-1.726.0%
20235.8-1.42.71.80.66.63.2-1.1-4.6-3.29.24.726.3%
2022-6.5-1.75.0-8.0-2.3-8.18.3-2.5-7.95.92.2-3.2-18.7%
20210.13.03.85.20.42.42.53.2-3.95.8-0.24.329.7%
20200.8-9.7-9.410.53.62.25.68.0-3.4-3.110.33.918.1%
20198.63.61.53.8-5.46.22.9-2.92.11.74.22.431.8%
20185.5-2.9-3.91.81.71.12.93.10.8-6.81.0-8.9-5.6%
20171.04.60.20.81.10.92.1-0.12.22.52.81.721.6%
2016———-0.32.2-0.54.4-0.10.2-1.63.81.910.2%

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 13.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 103.4% of variance. Idiosyncratic stock-specific factors contribute 3.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019965.405773266035
2016-05-0110185.164180797368
2016-06-0110135.257755345094
2016-07-0110582.997788237964
2016-08-0110572.506096523564
2016-09-0110596.041513072081
2016-10-0110422.219701695685
2016-11-0110816.934157545513
2016-12-0111024.4995179493
2017-01-0111139.057449101118
2017-02-0111648.329836102763
2017-03-0111671.014574944707
2017-04-0111760.335734134862
2017-05-0111890.772982476039
2017-06-0111994.555662677933
2017-07-0112249.47541541428
2017-08-0112240.11796064198
2017-09-0112503.544490444054
2017-10-0112818.011682640505
2017-11-0113176.997674814269
2017-12-0113401.86014858504
2018-01-0114136.27856859298
2018-02-0113728.520387909035
2018-03-0113189.47428117734
2018-04-0113422.106278001476
2018-05-0113644.870413429366
2018-06-0113788.861793228607
2018-07-0114192.593432768106
2018-08-0114637.58294107639
2018-09-0114755.883854137131
2018-10-0113753.8138717178
2018-11-0113890.404355469858
2018-12-0112647.989565020132
2019-01-0113735.297453638064
2019-02-0114224.04015198775
2019-03-0114436.908070095844
2019-04-0114988.629274655475
2019-05-0114174.729200930075
2019-06-0115051.239153859242
2019-07-0115480.434412748824
2019-08-0115038.904327113936
2019-09-0115352.917824533544
2019-10-0115617.16667611864
2019-11-0116275.733000623832
2019-12-0116669.31321953156
2020-01-0116797.595417682754
2020-02-0115162.53615380253
2020-03-0113740.401519877503
2020-04-0115186.468553280783
2020-05-0115733.028979753872
2020-06-0116079.992060341407
2020-07-0116981.45522599671
2020-08-0118336.81165995577
2020-09-0117721.45976294448
2020-10-0117171.610049339306
2020-11-0118948.647422446546
2020-12-0119685.50445188
2021-01-0119699.42721034424
2021-02-0120291.47053819543
2021-03-0121070.74802926331
2021-04-0122172.602506663643
2021-05-0122267.736630182044
2021-06-0122797.028299211706
2021-07-0123358.44722962627
2021-08-0124112.82821981512
2021-09-0123182.5837917541
2021-10-0124518.317926614873
2021-11-0124477.967447399762
2021-12-0125530.142346736233
2022-01-0123868.598650258038
2022-02-0123463.165655305394
2022-03-0124625.418249872397
2022-04-0122665.428458004877
2022-05-0122138.745533942045
2022-06-0120346.651165428455
2022-07-0122039.272954120115
2022-08-0121492.939375035447
2022-09-0119792.71819883174
2022-10-0120951.312879260477
2022-11-0121422.61668462542
2022-12-0120743.804230703798
2023-01-0121953.723132762436
2023-02-0121654.5681392843
2023-03-0122236.54511427437
2023-04-0122637.044178528897
2023-05-0122777.29257641922
2023-06-0124275.506153235412
2023-07-0125046.758917937957
2023-08-0124777.406000113424
2023-09-0123647.422446549084
2023-10-0122890.3192876992
2023-11-0125004.253388532867
2023-12-0126189.530993024444
2024-01-0126919.951227811493
2024-02-0127998.638915669486
2024-03-0129001.814779107357
2024-04-0128059.802642772076
2024-05-0128823.28588442126
2024-06-0130469.17711109851
2024-07-0130666.534339023427
2024-08-0131046.56042647309
2024-09-0131845.885555492543
2024-10-0131849.571825554358
2024-11-0133585.663245051896
2024-12-0133002.353541654855
2025-01-0134059.490727612996
2025-02-0132820.64878353088
2025-03-0130987.409969942717
2025-04-0130785.941133102708
2025-05-0133032.26904100267
2025-06-0134653.88759711904
2025-07-0135818.493733340896
2025-08-0136209.862190211534
2025-09-0137347.13321612885
2025-10-0138451.31287926048
2025-11-0138458.82719900187
2025-12-0138814.07020926672
2026-01-0139034.339023422
2026-02-0138773.43617081609
2026-03-0136306.75438099019
2026-04-0139754.86304088924
Annual Return Matrix
YearAnnual Return
20170.21564340646621583
2018-0.056251190148742136
20190.31794172772192897
20200.1809427414690572
20210.29690059043917794
2022-0.18747792515321882
20230.26252305034098766
20240.2601353399740147
20250.17610006693239133
20260.02423844823668908
Total Factor Risk
0.13034589580501252
VTI.US Exposure
1.0336160668761314
VEA.US Exposure
0.027378127983007317
VWO.US Exposure
-0.00409138215588417
QQQ.US Exposure
-0.009228363904890246
VTV.US Exposure
0.006102785604609266
IJR.US Exposure
-0.05860158360925331
QUAL.US Exposure
-0.0383419097658595
SHV.US Exposure
0.04189390792870994
TLT.US Exposure
0.02003335624738518
LQD.US Exposure
-0.03525097079088234
HYG.US Exposure
-0.037901978607066025
GLD.US Exposure
0.0011026823381920057
USO.US Exposure
-0.002255569908716442
VNQ.US Exposure
-0.003357845601546853
BTC-USD.CC Exposure
-0.0072099885891502985
CPER.US Exposure
0.005645324938922655
VIX.INDX Exposure
0.006051653296217793
UUP.US Exposure
-0.0036312247039421474
TIP.US Exposure
0.024888437565602026
Idiosyncratic Exposure
0.03315847485841394
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
13.0%

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 →
+4.2%
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 →
+5.8%
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 →
0.0% 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 →
0.98
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 (500U.PA) has an annualized volatility of 13.0% and experienced a maximum drawdown of 22.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, 500U.PA has generated a Compound Annual Growth Rate (CAGR) of 14.7%. 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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