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LCUS.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCUS.L and VOO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

LCUS.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Core Morningstar US (DR) UCITS ETF (LCUS.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
10.36%
10.20%
LCUS.L
VOO

Key characteristics

Sharpe Ratio

LCUS.L:

0.84

VOO:

1.92

Sortino Ratio

LCUS.L:

1.35

VOO:

2.58

Omega Ratio

LCUS.L:

1.34

VOO:

1.35

Calmar Ratio

LCUS.L:

1.39

VOO:

2.88

Martin Ratio

LCUS.L:

7.13

VOO:

12.03

Ulcer Index

LCUS.L:

3.25%

VOO:

2.02%

Daily Std Dev

LCUS.L:

27.61%

VOO:

12.69%

Max Drawdown

LCUS.L:

-26.00%

VOO:

-33.99%

Current Drawdown

LCUS.L:

-16.60%

VOO:

0.00%

Returns By Period

In the year-to-date period, LCUS.L achieves a 3.57% return, which is significantly lower than VOO's 4.36% return.


LCUS.L

YTD

3.57%

1M

-0.81%

6M

13.93%

1Y

23.14%

5Y*

29.14%

10Y*

N/A

VOO

YTD

4.36%

1M

2.34%

6M

10.20%

1Y

24.11%

5Y*

14.50%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LCUS.L vs. VOO - Expense Ratio Comparison

LCUS.L has a 0.04% expense ratio, which is higher than VOO's 0.03% 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%.


LCUS.L
Lyxor Core Morningstar US (DR) UCITS ETF
Expense ratio chart for LCUS.L: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LCUS.L vs. VOO — Risk-Adjusted Performance Rank

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

LCUS.L
The Risk-Adjusted Performance Rank of LCUS.L is 4949
Overall Rank
The Sharpe Ratio Rank of LCUS.L is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of LCUS.L is 3131
Sortino Ratio Rank
The Omega Ratio Rank of LCUS.L is 7575
Omega Ratio Rank
The Calmar Ratio Rank of LCUS.L is 4949
Calmar Ratio Rank
The Martin Ratio Rank of LCUS.L is 6161
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LCUS.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core Morningstar US (DR) UCITS ETF (LCUS.L) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for LCUS.L, currently valued at 0.77, compared to the broader market0.002.004.000.771.81
The chart of Sortino ratio for LCUS.L, currently valued at 1.27, compared to the broader market0.005.0010.001.272.42
The chart of Omega ratio for LCUS.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.34
The chart of Calmar ratio for LCUS.L, currently valued at 1.27, compared to the broader market0.005.0010.0015.0020.001.272.66
The chart of Martin ratio for LCUS.L, currently valued at 6.03, compared to the broader market0.0020.0040.0060.0080.00100.006.0311.10
LCUS.L
VOO

The current LCUS.L Sharpe Ratio is 0.84, which is lower than the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of LCUS.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
0.77
1.81
LCUS.L
VOO

Dividends

LCUS.L vs. VOO - Dividend Comparison

LCUS.L's dividend yield for the trailing twelve months is around 0.80%, less than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
LCUS.L
Lyxor Core Morningstar US (DR) UCITS ETF
0.80%0.83%0.77%0.69%0.48%0.02%0.01%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LCUS.L vs. VOO - Drawdown Comparison

The maximum LCUS.L drawdown since its inception was -26.00%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LCUS.L and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-15.34%
0
LCUS.L
VOO

Volatility

LCUS.L vs. VOO - Volatility Comparison

Lyxor Core Morningstar US (DR) UCITS ETF (LCUS.L) has a higher volatility of 26.22% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that LCUS.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
26.22%
3.01%
LCUS.L
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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