500D.L vs. SP5L.L
500D.L (Amundi S&P 500 Swap UCITS ETF USD Dist) and SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) are both S&P 500 funds from Amundi tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, 500D.L returned 19.92%/yr vs 19.69%/yr for SP5L.L. Their correlation of 0.90 suggests significant overlap in exposure. 500D.L charges 0.15%/yr vs 0.07%/yr for SP5L.L.
Performance
500D.L vs. SP5L.L - Performance Comparison
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Different Trading Currencies
500D.L is traded in USD, while SP5L.L is traded in GBP. To make them comparable, the SP5L.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, 500D.L achieves a 10.34% return, which is significantly higher than SP5L.L's 9.12% return.
500D.L
- 1D
- 0.00%
- 1M
- 0.76%
- 6M
- 9.33%
- YTD
- 10.34%
- 1Y
- 21.44%
- 3Y*
- 19.92%
- 5Y*
- —
- 10Y*
- —
SP5L.L
- 1D
- -1.12%
- 1M
- 0.37%
- 6M
- 8.22%
- YTD
- 9.12%
- 1Y
- 20.17%
- 3Y*
- 19.69%
- 5Y*
- 13.00%
- 10Y*
- 13.00%
500D.L vs. SP5L.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
500D.L Amundi S&P 500 Swap UCITS ETF USD Dist | 10.34% | 17.37% | 25.36% | 26.84% | -18.54% | 1.80% |
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 9.12% | 17.77% | 25.48% | 26.33% | -18.58% | 2.78% |
Correlation
The correlation between 500D.L and SP5L.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2021 | 0.90 |
The correlation between 500D.L and SP5L.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
500D.L vs. SP5L.L — Risk / Return Rank
500D.L
SP5L.L
500D.L vs. SP5L.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF USD Dist (500D.L) and Lyxor S&P 500 UCITS ETF - Acc (SP5L.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 500D.L | SP5L.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.30 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.27 | +0.29 |
| Martin ratioReturn relative to average drawdown | 10.52 | 9.35 | +1.17 |
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Drawdowns
500D.L vs. SP5L.L - Drawdown Comparison
The maximum 500D.L drawdown since its inception was -24.21%, smaller than the maximum SP5L.L drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for 500D.L and SP5L.L.
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Drawdown Indicators
| 500D.L | SP5L.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.21% | -33.49% | +9.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -8.86% | +0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -19.21% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.08% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.49% | — |
Current DrawdownCurrent decline from peak | -0.57% | -1.65% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -6.56% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.15% | -0.12% |
Volatility
500D.L vs. SP5L.L - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF USD Dist (500D.L) is 2.91%, while Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) has a volatility of 3.33%. This indicates that 500D.L experiences smaller price fluctuations and is considered to be less risky than SP5L.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 500D.L | SP5L.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 3.33% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 8.80% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 11.65% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 19.83% | -3.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.25% | 18.94% | -2.69% |
500D.L vs. SP5L.L - Expense Ratio Comparison
500D.L has a 0.15% expense ratio, which is higher than SP5L.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
500D.L vs. SP5L.L - Dividend Comparison
500D.L's dividend yield for the trailing twelve months is around 0.82%, while SP5L.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
500D.L Amundi S&P 500 Swap UCITS ETF USD Dist | 0.82% | 0.90% | 1.17% | 0.93% | 1.44% |
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, 500D.L and SP5L.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SP5L.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SP5L.L is cheaper with a 0.07% expense ratio, compared with 0.15% for 500D.L.
Both ETFs track S&P 500 Index. Their fees differ too: 0.15% for 500D.L and 0.07% for SP5L.L.
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