F500.DE vs. LYPG.DE
F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) are both exchange-traded funds - F500.DE is a S&P 500 fund tracking the S&P 500 ESG+, while LYPG.DE is a Technology Equities fund tracking the MSCI World Information Technology. Both are passively managed. Over the past 5 years, F500.DE returned 15.55%/yr vs 22.18%/yr for LYPG.DE. Their correlation of 0.88 suggests significant overlap in exposure. F500.DE charges 0.12%/yr vs 0.30%/yr for LYPG.DE.
Performance
F500.DE vs. LYPG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, F500.DE achieves a 11.02% return, which is significantly lower than LYPG.DE's 25.00% return.
F500.DE
- 1D
- 0.66%
- 1M
- 4.22%
- YTD
- 11.02%
- 6M
- 11.00%
- 1Y
- 28.38%
- 3Y*
- 18.57%
- 5Y*
- 15.55%
- 10Y*
- —
LYPG.DE
- 1D
- -2.08%
- 1M
- 12.62%
- YTD
- 25.00%
- 6M
- 23.20%
- 1Y
- 47.39%
- 3Y*
- 28.91%
- 5Y*
- 22.18%
- 10Y*
- 23.74%
F500.DE vs. LYPG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.02% | 5.41% | 31.71% | 24.10% | -14.24% | 43.57% | 6.01% | 34.18% | -11.70% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 25.00% | 9.20% | 41.03% | 49.19% | -28.32% | 41.72% | 30.66% | 51.20% | -15.08% |
Correlation
The correlation between F500.DE and LYPG.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018 | 0.88 |
The correlation between F500.DE and LYPG.DE has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
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Return for Risk
F500.DE vs. LYPG.DE — Risk / Return Rank
F500.DE
LYPG.DE
F500.DE vs. LYPG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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.
| F500.DE | LYPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.38 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 3.09 | +0.79 |
| Martin ratioReturn relative to average drawdown | 14.92 | 8.18 | +6.74 |
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
| F500.DE | LYPG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.35 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.97 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.02 | -0.15 |
Drawdowns
F500.DE vs. LYPG.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, which is greater than LYPG.DE's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for F500.DE and LYPG.DE.
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Drawdown Indicators
| F500.DE | LYPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -31.83% | -1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -15.58% | +8.25% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -29.64% | +6.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -29.64% | +6.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.83% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.70% | +2.70% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -5.69% | +1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 5.91% | -4.00% |
Volatility
F500.DE vs. LYPG.DE - Volatility Comparison
The current volatility for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) is 2.88%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.17%. This indicates that F500.DE experiences smaller price fluctuations and is considered to be less risky than LYPG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| F500.DE | LYPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 7.17% | -4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 15.06% | -7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 20.52% | -8.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 22.56% | -7.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 21.45% | -4.45% |
F500.DE vs. LYPG.DE - Expense Ratio Comparison
F500.DE has a 0.12% expense ratio, which is lower than LYPG.DE's 0.30% expense ratio.
Dividends
F500.DE vs. LYPG.DE - Dividend Comparison
Neither F500.DE nor LYPG.DE has paid dividends to shareholders.
Frequently Asked Questions
F500.DE and LYPG.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F500.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F500.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for LYPG.DE.
F500.DE is categorized as S&P 500, while LYPG.DE is Technology Equities. F500.DE tracks S&P 500 ESG+, while LYPG.DE tracks MSCI World Information Technology. Their fees differ too: 0.12% for F500.DE and 0.30% for LYPG.DE.
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