LEMB.L vs. 500U.L
LEMB.L (Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist) and 500U.L (Amundi S&P 500 Swap UCITS ETF USD Acc) are both exchange-traded funds - LEMB.L is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while 500U.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LEMB.L returned 2.19%/yr vs 15.69%/yr for 500U.L. At a 0.31 correlation, their price movements are largely independent. LEMB.L charges 0.30%/yr vs 0.15%/yr for 500U.L.
Performance
LEMB.L vs. 500U.L - Performance Comparison
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Returns By Period
In the year-to-date period, LEMB.L achieves a 1.79% return, which is significantly lower than 500U.L's 10.41% return. Over the past 10 years, LEMB.L has underperformed 500U.L with an annualized return of 2.19%, while 500U.L has yielded a comparatively higher 15.69% annualized return.
LEMB.L
- 1D
- 0.25%
- 1M
- 0.96%
- YTD
- 1.79%
- 6M
- 2.28%
- 1Y
- 10.73%
- 3Y*
- 7.40%
- 5Y*
- 1.16%
- 10Y*
- 2.19%
500U.L
- 1D
- -0.02%
- 1M
- 4.52%
- YTD
- 10.41%
- 6M
- 11.24%
- 1Y
- 27.98%
- 3Y*
- 22.30%
- 5Y*
- 13.83%
- 10Y*
- 15.69%
LEMB.L vs. 500U.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LEMB.L Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist | 1.79% | 12.48% | 0.66% | 9.26% | -16.61% | -2.23% | 4.28% | 13.91% | -4.52% | 8.55% |
500U.L Amundi S&P 500 Swap UCITS ETF USD Acc | 10.41% | 17.98% | 24.83% | 26.85% | -19.06% | 30.19% | 18.05% | 32.02% | -5.58% | 21.10% |
Correlation
The correlation between LEMB.L and 500U.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 17, 2011 | 0.31 |
Over the past year, LEMB.L and 500U.L have become more correlated (0.61) than their long-term average of 0.31, meaning their price movements have been converging.
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Return for Risk
LEMB.L vs. 500U.L — Risk / Return Rank
LEMB.L
500U.L
LEMB.L vs. 500U.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500U.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.
| LEMB.L | 500U.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.44 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 3.34 | -0.48 |
| Martin ratioReturn relative to average drawdown | 11.44 | 14.61 | -3.17 |
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
| LEMB.L | 500U.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 2.41 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.88 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 1.12 | -0.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.23 | -0.92 |
Drawdowns
LEMB.L vs. 500U.L - Drawdown Comparison
The maximum LEMB.L drawdown since its inception was -27.40%, smaller than the maximum 500U.L drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for LEMB.L and 500U.L.
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Drawdown Indicators
| LEMB.L | 500U.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.40% | -34.04% | +6.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.74% | -8.34% | +4.60% |
Max Drawdown (3Y)Largest decline over 3 years | -8.59% | -18.29% | +9.70% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | -24.22% | -2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -27.40% | -34.04% | +6.64% |
Current DrawdownCurrent decline from peak | -0.02% | -0.51% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -4.73% | -3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.91% | -0.97% |
Volatility
LEMB.L vs. 500U.L - Volatility Comparison
The current volatility for Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) is 2.05%, while Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) has a volatility of 3.21%. This indicates that LEMB.L experiences smaller price fluctuations and is considered to be less risky than 500U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEMB.L | 500U.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 3.21% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 4.20% | 8.54% | -4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.25% | 11.57% | -6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 15.79% | -6.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.18% | 18.26% | -8.08% |
LEMB.L vs. 500U.L - Expense Ratio Comparison
LEMB.L has a 0.30% expense ratio, which is higher than 500U.L's 0.15% expense ratio.
Dividends
LEMB.L vs. 500U.L - Dividend Comparison
LEMB.L's dividend yield for the trailing twelve months is around 5.20%, while 500U.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
500U.L Amundi S&P 500 Swap UCITS ETF USD 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% |
LEMB.L Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist | 5.20% | 5.29% | 3.59% | 5.90% | 5.73% | 4.49% | 4.12% | 5.12% | 5.18% | 5.14% | 5.41% | 6.69% |
Frequently Asked Questions
LEMB.L and 500U.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 500U.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
500U.L is cheaper with a 0.15% expense ratio, compared with 0.30% for LEMB.L.
LEMB.L is categorized as Emerging Markets Bonds, while 500U.L is S&P 500. LEMB.L tracks JPM EMBI Global Diversified TR USD, while 500U.L tracks S&P 500 Index. Their fees differ too: 0.30% for LEMB.L and 0.15% for 500U.L.
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