PortfolioMetrics

LYP7 vs. F500 - ETF Comparison

LYP7 - Amundi S&P 500 II UCITS ETF Acc

The Amundi S&P 500 II UCITS ETF Acc tracks the S&P 500 index, providing exposure to the 500 largest US stocks. With a low expense ratio of 0.05%, this ETF offers a cost-effective way to invest in the US equity market. The fund is accumulating, meaning dividends are reinvested in the ETF, and has a long-only strategy.

F500 - Amundi S&P 500 ESG UCITS ETF Acc

The Amundi S&P 500 ESG UCITS ETF Acc is an equity ETF that tracks the S&P 500 ESG+ index, providing exposure to the largest US companies that meet environmental, social, and corporate governance (ESG) criteria. The ETF aims to replicate the performance of the underlying index by full replication, with a low expense ratio of 0.12% p.a..

LYP7F500
Fund NameAmundi S&P 500 II UCITS ETF AccAmundi S&P 500 ESG UCITS ETF Acc
Fund ProviderAmundiAmundi
IndexS&P 500S&P 500 ESG+
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.05%0.12%
Inception Date2014-12-092016-06-29
CurrencyEUREUR
Distribution PolicyAccumulatingAccumulating
RegionUnited StatesUnited States
Market CapLarge-CapLarge-Cap
LeveragedNon-leveragedNon-leveraged
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Key Metrics

Performance Metrics

Risk Metrics

Detailed Returns

Benchmark Comparison

Key Metrics

Performance Metrics

Risk Metrics

Detailed Returns

Benchmark Comparison

Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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