F500.DE vs. LYYB.DE

Last updated Jun 5, 2026

F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and LYYB.DE (Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist) are both exchange-traded funds - F500.DE is a S&P 500 fund tracking the S&P 500 ESG+, while LYYB.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Broad Select. Both are passively managed. Over the past 5 years, F500.DE returned 15.55%/yr vs 13.05%/yr for LYYB.DE. With a 0.98 correlation, they move nearly in lockstep. F500.DE charges 0.12%/yr vs 0.09%/yr for LYYB.DE.

Performance

F500.DE vs. LYYB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, F500.DE achieves a 11.02% return, which is significantly higher than LYYB.DE's 10.39% return.

F500.DE

• 1D: 0.66%
• 1M: 5.52%
• YTD: 11.02%
• 6M: 11.61%
• 1Y: 28.59%
• 3Y*: 18.57%
• 5Y*: 15.55%
• 10Y*: —

LYYB.DE

• 1D: -0.05%
• 1M: 5.38%
• YTD: 10.39%
• 6M: 10.27%
• 1Y: 23.26%
• 3Y*: 17.52%
• 5Y*: 13.05%
• 10Y*: 14.30%

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

F500.DE vs. LYYB.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%
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist	10.39%	2.83%	31.27%	22.21%	-17.02%	38.79%	9.55%	34.69%	-11.74%

Correlation

The correlation between F500.DE and LYYB.DE is 0.96 - 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	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018	0.98

The correlation between F500.DE and LYYB.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Return for Risk

F500.DE vs. LYYB.DE — Risk / Return Rank

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

F500.DE

F500.DE Risk / Return Rank: 77
F500.DE Sharpe Ratio Rank: 77
F500.DE Sortino Ratio Rank: 75
F500.DE Omega Ratio Rank: 77
F500.DE Calmar Ratio Rank: 78
F500.DE Martin Ratio Rank: 78

LYYB.DE

LYYB.DE Risk / Return Rank: 57
LYYB.DE Sharpe Ratio Rank: 58
LYYB.DE Sortino Ratio Rank: 56
LYYB.DE Omega Ratio Rank: 59
LYYB.DE Calmar Ratio Rank: 57
LYYB.DE Martin Ratio Rank: 55

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.

F500.DE vs. LYYB.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 USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.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	LYYB.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.44	1.93	+0.51
Sortino ratio: Return per unit of downside risk	3.34	2.64	+0.70
Omega ratio: Gain probability vs. loss probability	1.45	1.36	+0.09
Calmar ratio: Return relative to maximum drawdown	3.88	2.79	+1.10
Martin ratio: Return relative to average drawdown	14.92	9.46	+5.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

F500.DE vs. LYYB.DE - Sharpe Ratio Comparison

The current F500.DE Sharpe Ratio is 2.44, which is comparable to the LYYB.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of F500.DE and LYYB.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.

Sharpe Ratios by Period

	F500.DE	LYYB.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	1.93	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.00	0.83	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.62	+0.25

Drawdowns

F500.DE vs. LYYB.DE - Drawdown Comparison

The maximum F500.DE drawdown since its inception was -33.80%, smaller than the maximum LYYB.DE drawdown of -53.38%. Use the drawdown chart below to compare losses from any high point for F500.DE and LYYB.DE.

Drawdown Indicators

	F500.DE	LYYB.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.80%	-53.38%	+19.58%
Max Drawdown (1Y) Largest decline over 1 year	-7.33%	-8.32%	+0.99%
Max Drawdown (3Y) Largest decline over 3 years	-23.49%	-24.11%	+0.62%
Max Drawdown (5Y) Largest decline over 5 years	-23.49%	-24.11%	+0.62%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.12%	—
Current Drawdown Current decline from peak	0.00%	-0.38%	+0.38%
Average Drawdown Average peak-to-trough decline	-4.64%	-9.21%	+4.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	2.45%	-0.54%

Volatility

F500.DE vs. LYYB.DE - Volatility Comparison

Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a higher volatility of 2.88% compared to Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) at 2.66%. This indicates that F500.DE's price experiences larger fluctuations and is considered to be riskier than LYYB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	F500.DE	LYYB.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	2.66%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	7.78%	7.84%	-0.06%
Volatility (1Y) Calculated over the trailing 1-year period	11.68%	11.99%	-0.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.31%	15.62%	-0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.00%	16.31%	+0.69%

F500.DE vs. LYYB.DE - Expense Ratio Comparison

F500.DE has a 0.12% expense ratio, which is higher than LYYB.DE'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

F500.DE vs. LYYB.DE - Dividend Comparison

F500.DE has not paid dividends to shareholders, while LYYB.DE's dividend yield for the trailing twelve months is around 0.81%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
F500.DE Amundi S&P 500 ESG UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist	0.81%	0.99%	0.78%	0.00%	1.12%	0.95%	1.31%	1.14%	1.81%	1.64%	1.88%	2.03%

Frequently Asked Questions

Can I hold both F500.DE and LYYB.DE in my portfolio?

With a correlation of 0.96, F500.DE and LYYB.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.

Which ETF is better, F500.DE or LYYB.DE?

On fees, LYYB.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, F500.DE or LYYB.DE?

LYYB.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for F500.DE.

What is the main difference between F500.DE and LYYB.DE?

F500.DE is categorized as S&P 500, while LYYB.DE is Large Cap Blend Equities. F500.DE tracks S&P 500 ESG+, while LYYB.DE tracks MSCI USA ESG Broad Select. Their fees differ too: 0.12% for F500.DE and 0.09% for LYYB.DE.