(I500) SP500 Swap USD - Overview
Etf: Equity, Swap, USD, Accumulation
| Risk 5d forecast | |
|---|---|
| Volatility | 14.6% |
| Relative Tail Risk | 0.84% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.72 |
| Alpha | 8.45 |
| Character TTM | |
|---|---|
| Beta | 0.218 |
| Beta Downside | 0.274 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.41% |
| CAGR/Max DD | 1.18 |
Description: I500 SP500 Swap USD January 06, 2026
The iShares S&P 500 Swap UCITS ETF USD (Acc) (ticker I500) tracks the Morningstar US Large-Mid NR USD index, offering investors exposure to the broad U.S. large-cap blend equity market through a synthetic swap structure. The fund is domiciled in the Netherlands and classified under the “US Large-Cap Blend Equity” ETF category.
Key metrics (as of the latest reporting period) include an expense ratio of roughly 0.15 % p.a., total assets under management of about €5 billion, and a tracking error of under 5 bps versus its benchmark. The top holdings mirror the S&P 500 composition, with technology (≈ 25 % of assets) and health-care (≈ 13 %) driving performance, while the fund’s accumulation (Acc) share class reinvests dividends automatically.
Performance is closely linked to U.S. macro drivers such as Federal Reserve policy, corporate earnings growth, and GDP expansion; a sustained low-interest-rate environment and resilient consumer spending have historically supported the index’s upside.
For a deeper dive into the fund’s risk-adjusted performance, you might explore ValueRay’s analytics.
What is the price of I500 shares?
Over the past week, the price has changed by -0.52%, over one month by -0.23%, over three months by +2.83% and over the past year by +14.87%.
Is I500 a buy, sell or hold?
What are the forecasts/targets for the I500 price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 13.5 | 17.7% |
I500 Fundamental Data Overview February 03, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 12.26b USD (12.26b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 12.26b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 12.26b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.72% (E(12.26b)/V(12.26b) * Re(6.72%) + (debt-free company))
Discount Rate = 6.72% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)