500P.L vs. LSPX.L
500P.L (Franklin S&P 500 Paris Aligned Climate UCITS ETF) and LSPX.L (Lyxor S&P 500 UCITS ETF - D-USD) are both S&P 500 funds - 500P.L tracks the S&P 500 Net Zero 2050 Paris-Aligned ESG Index while LSPX.L tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, 500P.L returned 14.50%/yr vs 15.13%/yr for LSPX.L. Their correlation of 0.95 suggests significant overlap in exposure. 500P.L charges 0.07%/yr vs 0.09%/yr for LSPX.L.
Performance
500P.L vs. LSPX.L - Performance Comparison
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Different Trading Currencies
500P.L is traded in GBP, while LSPX.L is traded in GBp. To make them comparable, the LSPX.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, 500P.L achieves a 8.20% return, which is significantly lower than LSPX.L's 10.61% return.
500P.L
- 1D
- 0.21%
- 1M
- 7.03%
- YTD
- 8.20%
- 6M
- 8.34%
- 1Y
- 24.84%
- 3Y*
- 18.32%
- 5Y*
- 14.50%
- 10Y*
- —
LSPX.L
- 1D
- -0.03%
- 1M
- 5.53%
- YTD
- 10.61%
- 6M
- 10.54%
- 1Y
- 29.34%
- 3Y*
- 19.22%
- 5Y*
- 15.13%
- 10Y*
- 16.37%
500P.L vs. LSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | 8.20% | 7.74% | 28.94% | 23.30% | -12.86% | 34.04% | 11.40% |
LSPX.L Lyxor S&P 500 UCITS ETF - D-USD | 10.61% | 9.48% | 27.64% | 20.51% | -9.65% | 30.18% | 12.78% |
Correlation
The correlation between 500P.L and LSPX.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2020 | 0.95 |
The correlation between 500P.L and LSPX.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
500P.L vs. LSPX.L — Risk / Return Rank
500P.L
LSPX.L
500P.L vs. LSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and Lyxor S&P 500 UCITS ETF - D-USD (LSPX.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.
| 500P.L | LSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.52 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 4.06 | -1.77 |
| Martin ratioReturn relative to average drawdown | 7.12 | 14.65 | -7.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 500P.L | LSPX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.80 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 1.09 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 1.30 | -0.21 |
Drawdowns
500P.L vs. LSPX.L - Drawdown Comparison
The maximum 500P.L drawdown since its inception was -20.32%, smaller than the maximum LSPX.L drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for 500P.L and LSPX.L.
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Drawdown Indicators
| 500P.L | LSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.32% | -25.47% | +5.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -7.22% | -3.59% |
Max Drawdown (3Y)Largest decline over 3 years | -20.32% | -21.10% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -20.32% | -21.10% | +0.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.47% | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.24% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -3.29% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 2.00% | +1.48% |
Volatility
500P.L vs. LSPX.L - Volatility Comparison
Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) have volatilities of 2.61% and 2.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 500P.L | LSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 2.58% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 7.13% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 10.50% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 14.53% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 17.05% | -1.98% |
500P.L vs. LSPX.L - Expense Ratio Comparison
500P.L has a 0.07% expense ratio, which is lower than LSPX.L's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
500P.L vs. LSPX.L - Dividend Comparison
500P.L has not paid dividends to shareholders, while LSPX.L's dividend yield for the trailing twelve months is around 0.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LSPX.L Lyxor S&P 500 UCITS ETF - D-USD | 0.91% | 1.00% | 1.27% | 1.02% | 2.06% | 1.10% | 1.53% | 1.70% | 1.97% | 1.72% | 1.87% | 1.96% |
Frequently Asked Questions
With a correlation of 0.95, 500P.L and LSPX.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, 500P.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
500P.L is cheaper with a 0.07% expense ratio, compared with 0.09% for LSPX.L.
500P.L tracks S&P 500 Net Zero 2050 Paris-Aligned ESG Index, while LSPX.L tracks S&P 500 Index. They also come from different issuers: Franklin and Amundi. Their fees differ too: 0.07% for 500P.L and 0.09% for LSPX.L.
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