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D500.DE vs. LYPS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D500.DE vs. LYPS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 UCITS ETF Dist (D500.DE) and Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with D500.DE having a 11.58% return and LYPS.DE slightly lower at 11.42%. Both investments have delivered pretty close results over the past 10 years, with D500.DE having a 15.85% annualized return and LYPS.DE not far behind at 15.17%.


D500.DE

1D
-0.31%
1M
5.37%
YTD
11.58%
6M
11.67%
1Y
25.88%
3Y*
19.34%
5Y*
15.48%
10Y*
15.85%

LYPS.DE

1D
-0.17%
1M
5.20%
YTD
11.42%
6M
11.46%
1Y
25.72%
3Y*
19.02%
5Y*
14.95%
10Y*
15.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D500.DE vs. LYPS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
D500.DE
Invesco S&P 500 UCITS ETF Dist
11.58%4.86%32.62%22.70%-13.34%43.50%9.36%35.52%-0.84%6.73%
LYPS.DE
Amundi S&P 500 II UCITS ETF EUR Dist
11.42%4.89%32.52%22.69%-14.10%40.92%7.06%34.95%-1.02%6.97%

Correlation

The correlation between D500.DE and LYPS.DE is 1.00 - 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

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2015

1.00

The correlation between D500.DE and LYPS.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

D500.DE vs. LYPS.DE — Risk / Return Rank

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

D500.DE
D500.DE Risk / Return Rank: 7070
Overall Rank
D500.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
D500.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
D500.DE Omega Ratio Rank: 7171
Omega Ratio Rank
D500.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
D500.DE Martin Ratio Rank: 7070
Martin Ratio Rank

LYPS.DE
LYPS.DE Risk / Return Rank: 6969
Overall Rank
LYPS.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LYPS.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
LYPS.DE Omega Ratio Rank: 7070
Omega Ratio Rank
LYPS.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LYPS.DE Martin Ratio Rank: 7070
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.

D500.DE vs. LYPS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF Dist (D500.DE) and Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE). 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.


D500.DELYPS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.42

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.60

3.60

0.00

Martin ratioReturn relative to average drawdown

12.88

12.84

+0.04

D500.DE vs. LYPS.DE - Sharpe Ratio Comparison

The current D500.DE Sharpe Ratio is 2.24, which is comparable to the LYPS.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of D500.DE and LYPS.DE, 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


D500.DELYPS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.21

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.97

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.94

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.98

-0.09

Drawdowns

D500.DE vs. LYPS.DE - Drawdown Comparison

The maximum D500.DE drawdown since its inception was -33.57%, roughly equal to the maximum LYPS.DE drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for D500.DE and LYPS.DE.


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Drawdown Indicators


D500.DELYPS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.57%

-33.81%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-7.12%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-23.29%

-23.37%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.29%

-23.37%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.57%

-33.81%

+0.24%

Current Drawdown

Current decline from peak

-0.31%

-0.48%

+0.17%

Average Drawdown

Average peak-to-trough decline

-4.25%

-4.01%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.00%

0.00%

Volatility

D500.DE vs. LYPS.DE - Volatility Comparison

Invesco S&P 500 UCITS ETF Dist (D500.DE) and Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) have volatilities of 2.66% and 2.63%, 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


D500.DELYPS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.63%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

7.58%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.59%

11.58%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

15.21%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

16.10%

-0.02%

D500.DE vs. LYPS.DE - Expense Ratio Comparison

D500.DE has a 0.05% expense ratio, which is lower than LYPS.DE's 0.07% 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

D500.DE vs. LYPS.DE - Dividend Comparison

D500.DE's dividend yield for the trailing twelve months is around 1.08%, more than LYPS.DE's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
D500.DE
Invesco S&P 500 UCITS ETF Dist
1.08%1.18%1.27%1.54%2.63%2.72%3.53%2.34%2.08%1.67%1.70%0.29%
LYPS.DE
Amundi S&P 500 II UCITS ETF EUR Dist
0.90%1.00%1.21%1.04%2.11%1.09%1.54%1.63%1.93%1.75%1.88%2.02%

Frequently Asked Questions


With a correlation of 1.00, D500.DE and LYPS.DE 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, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D500.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for LYPS.DE.

Both ETFs track S&P 500 Index. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.05% for D500.DE and 0.07% for LYPS.DE.

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