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500P.L vs. LSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

500P.L vs. LSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

500P.L vs. LSPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

500P.L
500P.L Risk / Return Rank: 6161
Overall Rank
500P.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
500P.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
500P.L Omega Ratio Rank: 7272
Omega Ratio Rank
500P.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
500P.L Martin Ratio Rank: 4545
Martin Ratio Rank

LSPX.L
LSPX.L Risk / Return Rank: 8383
Overall Rank
LSPX.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LSPX.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
LSPX.L Omega Ratio Rank: 8686
Omega Ratio Rank
LSPX.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
LSPX.L Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LLSPX.LDifference
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

500P.L vs. LSPX.L - Sharpe Ratio Comparison

The current 500P.L Sharpe Ratio is 2.30, which is comparable to the LSPX.L Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of 500P.L and LSPX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


500P.LLSPX.LDifference

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.LLSPX.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.10%

-0.24%

+0.14%

Average Drawdown

Average peak-to-trough decline

-4.18%

-3.29%

-0.89%

Ulcer Index

Depth 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.LLSPX.LDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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