500U.L vs. TIPA.L
500U.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and TIPA.L (Lyxor Core US TIPS (DR) UCITS ETF - Acc) are both exchange-traded funds - 500U.L is a S&P 500 fund tracking the S&P 500 Index, while TIPA.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD. Both are passively managed. Over the past 5 years, 500U.L returned 13.83%/yr vs 0.93%/yr for TIPA.L. At a 0.10 correlation, their price movements are largely independent. 500U.L charges 0.15%/yr vs 0.09%/yr for TIPA.L.
Performance
500U.L vs. TIPA.L - Performance Comparison
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Returns By Period
In the year-to-date period, 500U.L achieves a 10.41% return, which is significantly higher than TIPA.L's 1.23% return.
500U.L
- 1D
- -0.02%
- 1M
- 3.27%
- YTD
- 10.41%
- 6M
- 10.80%
- 1Y
- 27.61%
- 3Y*
- 22.30%
- 5Y*
- 13.83%
- 10Y*
- 15.69%
TIPA.L
- 1D
- 0.03%
- 1M
- 0.03%
- YTD
- 1.23%
- 6M
- 1.23%
- 1Y
- 4.69%
- 3Y*
- 3.80%
- 5Y*
- 0.93%
- 10Y*
- —
500U.L vs. TIPA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
500U.L Amundi S&P 500 Swap UCITS ETF USD Acc | 10.41% | 17.98% | 24.83% | 26.85% | -19.06% | 30.19% | 18.05% | 4.49% |
TIPA.L Lyxor Core US TIPS (DR) UCITS ETF - Acc | 1.23% | 6.81% | 2.09% | 3.51% | -12.46% | 5.91% | 11.05% | 0.73% |
Correlation
The correlation between 500U.L and TIPA.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2019 | 0.10 |
The correlation between 500U.L and TIPA.L shifts across timeframes, from 0.10 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
500U.L vs. TIPA.L — Risk / Return Rank
500U.L
TIPA.L
500U.L vs. TIPA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) and Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.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.
| 500U.L | TIPA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.24 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 2.57 | +0.77 |
| Martin ratioReturn relative to average drawdown | 14.61 | 7.17 | +7.44 |
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
| 500U.L | TIPA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 1.33 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.16 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.23 | 0.42 | +0.81 |
Drawdowns
500U.L vs. TIPA.L - Drawdown Comparison
The maximum 500U.L drawdown since its inception was -34.04%, which is greater than TIPA.L's maximum drawdown of -15.11%. Use the drawdown chart below to compare losses from any high point for 500U.L and TIPA.L.
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Drawdown Indicators
| 500U.L | TIPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.04% | -15.11% | -18.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -1.84% | -6.50% |
Max Drawdown (3Y)Largest decline over 3 years | -18.29% | -4.61% | -13.68% |
Max Drawdown (5Y)Largest decline over 5 years | -24.22% | -15.11% | -9.11% |
Max Drawdown (10Y)Largest decline over 10 years | -34.04% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.79% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -4.73% | -5.44% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 0.66% | +1.25% |
Volatility
500U.L vs. TIPA.L - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) has a higher volatility of 3.21% compared to Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) at 1.28%. This indicates that 500U.L's price experiences larger fluctuations and is considered to be riskier than TIPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 500U.L | TIPA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 1.28% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.54% | 2.40% | +6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 3.57% | +8.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 5.95% | +9.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 6.30% | +11.96% |
500U.L vs. TIPA.L - Expense Ratio Comparison
500U.L has a 0.15% expense ratio, which is higher than TIPA.L's 0.09% 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
500U.L vs. TIPA.L - Dividend Comparison
Neither 500U.L nor TIPA.L has paid dividends to shareholders.
Frequently Asked Questions
500U.L and TIPA.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TIPA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TIPA.L is cheaper with a 0.09% expense ratio, compared with 0.15% for 500U.L.
500U.L is categorized as S&P 500, while TIPA.L is Inflation-Protected Bonds. 500U.L tracks S&P 500 Index, while TIPA.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. Their fees differ too: 0.15% for 500U.L and 0.09% for TIPA.L.
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