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LSPU.L vs. IGUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LSPU.L vs. IGUS.L

Last updated Jun 5, 2026

LSPU.L (Lyxor S&P 500 UCITS ETF - D-USD) and IGUS.L (iShares S&P 500 GBP Hedged UCITS ETF) are both S&P 500 funds - LSPU.L tracks the Russell 1000 TR USD while IGUS.L tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, LSPU.L returned 15.44%/yr vs 12.66%/yr for IGUS.L. A 0.80 correlation means they provide meaningful diversification when combined. LSPU.L charges 0.09%/yr vs 0.20%/yr for IGUS.L.

Performance

LSPU.L vs. IGUS.L - 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 iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LSPU.L is traded in USD, while IGUS.L is traded in GBp. To make them comparable, the IGUS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LSPU.L achieves a 10.38% return, which is significantly higher than IGUS.L's 9.55% return. Over the past 10 years, LSPU.L has outperformed IGUS.L with an annualized return of 15.44%, while IGUS.L has yielded a comparatively lower 12.66% annualized return.

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%

IGUS.L

1D
0.11%
1M
3.81%
YTD
9.55%
6M
11.35%
1Y
25.90%
3Y*
24.45%
5Y*
11.27%
10Y*
12.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSPU.L vs. IGUS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF		9.55%26.25%22.56%31.05%-29.08%27.40%18.15%32.38%-12.71%31.25%

Correlation

The correlation between LSPU.L and IGUS.L is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2010

0.80

The correlation between LSPU.L and IGUS.L has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

LSPU.L vs. IGUS.L - Sectors Allocation Comparison

Sectors
LSPU.L
IGUS.L

Technology

35.6%
35.6%

Financial Services

11.8%
11.8%

Communication Services

11.2%
11.2%

Consumer Cyclical

10.1%
10.2%

Healthcare

8.5%
8.5%

Industrials

8.3%
8.3%

Consumer Defensive

4.9%
4.9%

Energy

3.5%
3.5%

Utilities

2.4%
2.3%

Real Estate

1.9%
1.9%

Basic Materials

1.8%
1.8%

Technology

LSPU.L
35.6%
IGUS.L
35.6%

Financial Services

LSPU.L
11.8%
IGUS.L
11.8%

Communication Services

LSPU.L
11.2%
IGUS.L
11.2%

Consumer Cyclical

LSPU.L
10.1%
IGUS.L
10.2%

Healthcare

LSPU.L
8.5%
IGUS.L
8.5%

Industrials

LSPU.L
8.3%
IGUS.L
8.3%

Consumer Defensive

LSPU.L
4.9%
IGUS.L
4.9%

Energy

LSPU.L
3.5%
IGUS.L
3.5%

Utilities

LSPU.L
2.4%
IGUS.L
2.3%

Real Estate

LSPU.L
1.9%
IGUS.L
1.9%

Basic Materials

LSPU.L
1.8%
IGUS.L
1.8%

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Lyxor S&P 500 UCITS ETF - D-USD

iShares S&P 500 GBP Hedged UCITS ETF

Often compared with LSPU.L:
LSPU.L vs. CSPX.LLSPU.L vs. VUAG.LLSPU.L vs. FXAIXLSPU.L vs. SP5L.LLSPU.L vs. VUAA.DELSPU.L vs. SPYLSPU.L vs. QGRW
Often compared with IGUS.L:
IGUS.L vs. VUAG.LIGUS.L vs. VUSA.LIGUS.L vs. CSP1.LIGUS.L vs. WENS.LIGUS.L vs. JPJP.LIGUS.L vs. SAEMXIGUS.L vs. GSPX.L

Return for Risk

LSPU.L vs. IGUS.L — 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: 7676
Overall Rank
LSPU.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LSPU.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
LSPU.L Omega Ratio Rank: 7676
Omega Ratio Rank
LSPU.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
LSPU.L Martin Ratio Rank: 7777
Martin Ratio Rank
IGUS.L
IGUS.L Risk / Return Rank: 7171
Overall Rank
IGUS.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IGUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IGUS.L Omega Ratio Rank: 7171
Omega Ratio Rank
IGUS.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IGUS.L Martin Ratio Rank: 7575
Martin Ratio Rank
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. IGUS.L - 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 iShares S&P 500 GBP Hedged UCITS ETF (IGUS.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.

LSPU.LIGUS.LDifference
Sharpe ratioReturn per unit of total volatility
2.40
1.73

+0.67

Sortino ratioReturn per unit of downside risk
3.53
2.59

+0.94

Omega ratioGain probability vs. loss probability

1.44

1.30

+0.14

Calmar ratioReturn relative to maximum drawdown

3.43

2.02

+1.41

Martin ratioReturn relative to average drawdown

14.72

8.01

+6.71

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. IGUS.L - Sharpe Ratio Comparison

The current LSPU.L Sharpe Ratio is 2.40, which is higher than the IGUS.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of LSPU.L and IGUS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

LSPU.LIGUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.73

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.55

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.60

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.60

+0.29

Drawdowns

LSPU.L vs. IGUS.L - Drawdown Comparison

The maximum LSPU.L drawdown since its inception was -33.99%, smaller than the maximum IGUS.L drawdown of -43.75%. Use the drawdown chart below to compare losses from any high point for LSPU.L and IGUS.L.

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Drawdown Indicators

LSPU.LIGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-43.75%

+9.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-12.78%

+4.67%

Max Drawdown (3Y)

Largest decline over 3 years

-18.43%

-18.55%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-24.18%

-40.12%

+15.94%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-43.75%

+9.76%

Current Drawdown

Current decline from peak

-0.57%

-0.78%

+0.21%

Average Drawdown

Average peak-to-trough decline

-3.90%

-7.80%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

3.23%

-1.34%

Volatility

LSPU.L vs. IGUS.L - Volatility Comparison

The current volatility for Lyxor S&P 500 UCITS ETF - D-USD (LSPU.L) is 3.13%, while iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) has a volatility of 3.82%. This indicates that LSPU.L experiences smaller price fluctuations and is considered to be less risky than IGUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LSPU.LIGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

3.82%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

11.07%

-2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

11.60%

14.88%

-3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

20.53%

-4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

21.11%

-4.83%

LSPU.L vs. IGUS.L - Expense Ratio Comparison

LSPU.L has a 0.09% expense ratio, which is lower than IGUS.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

LSPU.L vs. IGUS.L - Dividend Comparison

LSPU.L's dividend yield for the trailing twelve months is around 0.90%, while IGUS.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

LSPU.L and IGUS.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LSPU.L is cheaper with a 0.09% expense ratio, compared with 0.20% for IGUS.L.

LSPU.L tracks Russell 1000 TR USD, while IGUS.L tracks S&P 500 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.09% for LSPU.L and 0.20% for IGUS.L.

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