CRPX.L vs. SP5L.L
CRPX.L (Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc) and SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) are both exchange-traded funds - CRPX.L is a European Corporate Bonds fund tracking the Bloomberg Euro Corp TR EUR, while SP5L.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, CRPX.L returned -0.70%/yr vs 13.61%/yr for SP5L.L. At a 0.16 correlation, their price movements are largely independent. CRPX.L charges 0.14%/yr vs 0.07%/yr for SP5L.L.
Performance
CRPX.L vs. SP5L.L - Performance Comparison
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Different Trading Currencies
CRPX.L is traded in GBp, while SP5L.L is traded in GBP. To make them comparable, the SP5L.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CRPX.L achieves a -0.23% return, which is significantly lower than SP5L.L's 9.53% return. Over the past 10 years, CRPX.L has underperformed SP5L.L with an annualized return of -0.70%, while SP5L.L has yielded a comparatively higher 13.61% annualized return.
CRPX.L
- 1D
- 0.01%
- 1M
- 0.39%
- YTD
- -0.23%
- 6M
- 0.06%
- 1Y
- 3.30%
- 3Y*
- 4.71%
- 5Y*
- 0.10%
- 10Y*
- -0.70%
SP5L.L
- 1D
- -1.07%
- 1M
- -0.10%
- YTD
- 9.53%
- 6M
- 9.69%
- 1Y
- 26.05%
- 3Y*
- 19.28%
- 5Y*
- 14.16%
- 10Y*
- 13.61%
CRPX.L vs. SP5L.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRPX.L Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc | -0.23% | 8.33% | -0.65% | 4.98% | -8.55% | -7.58% | 8.23% | 0.81% | -11.73% | 1.12% |
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 9.53% | 9.50% | 27.60% | 19.99% | -8.84% | 31.19% | 13.92% | 26.93% | 1.00% | -5.12% |
Correlation
The correlation between CRPX.L and SP5L.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2014 | 0.16 |
The correlation between CRPX.L and SP5L.L shifts across timeframes, from 0.13 (3 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CRPX.L vs. SP5L.L — Risk / Return Rank
CRPX.L
SP5L.L
CRPX.L vs. SP5L.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.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.
| CRPX.L | SP5L.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.44 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 3.60 | -2.76 |
| Martin ratioReturn relative to average drawdown | 2.03 | 12.74 | -10.71 |
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Drawdowns
CRPX.L vs. SP5L.L - Drawdown Comparison
The maximum CRPX.L drawdown since its inception was -23.36%, smaller than the maximum SP5L.L drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for CRPX.L and SP5L.L.
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Drawdown Indicators
| CRPX.L | SP5L.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.36% | -25.47% | +2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -3.94% | -7.20% | +3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -3.94% | -21.12% | +17.18% |
Max Drawdown (5Y)Largest decline over 5 years | -16.71% | -21.12% | +4.41% |
Max Drawdown (10Y)Largest decline over 10 years | -23.36% | -25.47% | +2.11% |
Current DrawdownCurrent decline from peak | -8.95% | -1.54% | -7.41% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -5.16% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.04% | -0.42% |
Volatility
CRPX.L vs. SP5L.L - Volatility Comparison
The current volatility for Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L) is 1.17%, while Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) has a volatility of 3.75%. This indicates that CRPX.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
| CRPX.L | SP5L.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 3.75% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 3.61% | 7.80% | -4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.67% | 10.97% | -6.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 18.80% | -12.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.41% | 17.97% | -10.56% |
CRPX.L vs. SP5L.L - Expense Ratio Comparison
CRPX.L has a 0.14% 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
CRPX.L vs. SP5L.L - Dividend Comparison
Neither CRPX.L nor SP5L.L has paid dividends to shareholders.
Frequently Asked Questions
CRPX.L and SP5L.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.14% for CRPX.L.
CRPX.L is categorized as European Corporate Bonds, while SP5L.L is S&P 500. CRPX.L tracks Bloomberg Euro Corp TR EUR, while SP5L.L tracks S&P 500 Index. Their fees differ too: 0.14% for CRPX.L and 0.07% for SP5L.L.
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