LSPU.L vs. FWWFX

Last updated Jun 5, 2026

LSPU.L (Lyxor S&P 500 UCITS ETF - D-USD) and FWWFX (Fidelity Worldwide Fund) are both funds - LSPU.L is a S&P 500 fund tracking the Russell 1000 TR USD, while FWWFX is a Global Equities fund managed by Fidelity. Over the past 10 years, LSPU.L returned 15.44%/yr vs 15.06%/yr for FWWFX. A 0.54 correlation means they provide meaningful diversification when combined. LSPU.L charges 0.09%/yr vs 1.00%/yr for FWWFX.

Performance

LSPU.L vs. FWWFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor S&P 500 UCITS ETF - D-USD (LSPU.L) and Fidelity Worldwide Fund (FWWFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LSPU.L achieves a 10.38% return, which is significantly lower than FWWFX's 20.58% return. Both investments have delivered pretty close results over the past 10 years, with LSPU.L having a 15.44% annualized return and FWWFX not far behind at 15.06%.

LSPU.L

• 1D: -0.07%
• 1M: 4.45%
• YTD: 10.38%
• 6M: 11.18%
• 1Y: 27.94%
• 3Y*: 22.35%
• 5Y*: 13.90%
• 10Y*: 15.44%

FWWFX

• 1D: -0.18%
• 1M: 6.01%
• YTD: 20.58%
• 6M: 20.41%
• 1Y: 40.22%
• 3Y*: 25.42%
• 5Y*: 12.33%
• 10Y*: 15.06%

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

LSPU.L vs. FWWFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSPU.L Lyxor S&P 500 UCITS ETF - D-USD	10.38%	17.50%	25.55%	26.94%	-18.54%	29.55%	17.97%	30.76%	-5.29%	21.93%
FWWFX Fidelity Worldwide Fund	20.58%	16.16%	27.65%	24.96%	-25.74%	18.49%	30.91%	28.97%	-4.53%	28.72%

Correlation

The correlation between LSPU.L and FWWFX is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since May 19, 2010	0.54

The correlation between LSPU.L and FWWFX has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.

Return for Risk

LSPU.L vs. FWWFX — Risk / Return Rank

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

LSPU.L

LSPU.L Risk / Return Rank: 76
LSPU.L Sharpe Ratio Rank: 75
LSPU.L Sortino Ratio Rank: 80
LSPU.L Omega Ratio Rank: 76
LSPU.L Calmar Ratio Rank: 70
LSPU.L Martin Ratio Rank: 77

FWWFX

FWWFX Risk / Return Rank: 67
FWWFX Sharpe Ratio Rank: 64
FWWFX Sortino Ratio Rank: 55
FWWFX Omega Ratio Rank: 57
FWWFX Calmar Ratio Rank: 78
FWWFX Martin Ratio Rank: 81

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.

LSPU.L vs. FWWFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - D-USD (LSPU.L) and Fidelity Worldwide Fund (FWWFX). 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.

	LSPU.L	FWWFX	Difference
Sharpe ratio: Return per unit of total volatility	2.40	2.36	+0.04
Sortino ratio: Return per unit of downside risk	3.53	3.14	+0.39
Omega ratio: Gain probability vs. loss probability	1.44	1.42	+0.02
Calmar ratio: Return relative to maximum drawdown	3.43	3.50	-0.07
Martin ratio: Return relative to average drawdown	14.72	15.14	-0.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSPU.L vs. FWWFX - Sharpe Ratio Comparison

The current LSPU.L Sharpe Ratio is 2.40, which is comparable to the FWWFX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of LSPU.L and FWWFX, 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

	LSPU.L	FWWFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	2.36	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.66	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.95	0.80	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	0.56	+0.33

Drawdowns

LSPU.L vs. FWWFX - Drawdown Comparison

The maximum LSPU.L drawdown since its inception was -33.99%, smaller than the maximum FWWFX drawdown of -56.54%. Use the drawdown chart below to compare losses from any high point for LSPU.L and FWWFX.

Drawdown Indicators

	LSPU.L	FWWFX	Difference
Max Drawdown Largest peak-to-trough decline	-33.99%	-56.54%	+22.55%
Max Drawdown (1Y) Largest decline over 1 year	-8.11%	-11.74%	+3.63%
Max Drawdown (3Y) Largest decline over 3 years	-18.43%	-22.61%	+4.18%
Max Drawdown (5Y) Largest decline over 5 years	-24.18%	-33.72%	+9.54%
Max Drawdown (10Y) Largest decline over 10 years	-33.99%	-33.72%	-0.27%
Current Drawdown Current decline from peak	-0.57%	-0.18%	-0.39%
Average Drawdown Average peak-to-trough decline	-3.90%	-9.43%	+5.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	2.71%	-0.82%

Volatility

LSPU.L vs. FWWFX - Volatility Comparison

The current volatility for Lyxor S&P 500 UCITS ETF - D-USD (LSPU.L) is 3.13%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 6.01%. This indicates that LSPU.L experiences smaller price fluctuations and is considered to be less risky than FWWFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSPU.L	FWWFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.13%	6.01%	-2.88%
Volatility (6M) Calculated over the trailing 6-month period	8.52%	13.70%	-5.18%
Volatility (1Y) Calculated over the trailing 1-year period	11.60%	17.39%	-5.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.93%	18.88%	-2.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.28%	18.79%	-2.51%

LSPU.L vs. FWWFX - Expense Ratio Comparison

LSPU.L has a 0.09% expense ratio, which is lower than FWWFX's 1.00% expense ratio.

Dividends

LSPU.L vs. FWWFX - Dividend Comparison

LSPU.L's dividend yield for the trailing twelve months is around 0.90%, less than FWWFX's 9.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FWWFX Fidelity Worldwide Fund	9.57%	11.54%	14.64%	0.94%	6.29%	12.76%	8.08%	4.87%	9.63%	6.24%	1.22%	3.38%
LSPU.L Lyxor S&P 500 UCITS ETF - D-USD	0.90%	0.99%	1.29%	1.00%	2.05%	1.11%	1.47%	1.64%	1.96%	1.68%	1.96%	2.01%

Frequently Asked Questions

Can I hold both LSPU.L and FWWFX in my portfolio?

LSPU.L and FWWFX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.