LSPX.L vs. 500G.L
LSPX.L (Lyxor S&P 500 UCITS ETF - D-USD) and 500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) are both S&P 500 funds from Amundi - LSPX.L tracks the S&P 500 Index while 500G.L tracks the S&P 500. Both are passively managed. Over the past 10 years, LSPX.L returned 16.37%/yr vs 16.24%/yr for 500G.L. Their correlation of 0.86 suggests significant overlap in exposure. LSPX.L charges 0.09%/yr vs 0.15%/yr for 500G.L.
Performance
LSPX.L vs. 500G.L - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with LSPX.L having a 10.61% return and 500G.L slightly lower at 10.57%. Both investments have delivered pretty close results over the past 10 years, with LSPX.L having a 16.37% annualized return and 500G.L not far behind at 16.24%.
LSPX.L
- 1D
- -0.03%
- 1M
- 5.53%
- YTD
- 10.61%
- 6M
- 10.54%
- 1Y
- 29.34%
- 3Y*
- 19.22%
- 5Y*
- 15.13%
- 10Y*
- 16.37%
500G.L
- 1D
- -0.04%
- 1M
- 5.53%
- YTD
- 10.57%
- 6M
- 10.49%
- 1Y
- 29.21%
- 3Y*
- 19.12%
- 5Y*
- 15.05%
- 10Y*
- 16.24%
LSPX.L vs. 500G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSPX.L Lyxor S&P 500 UCITS ETF - D-USD | 10.61% | 9.48% | 27.64% | 20.51% | -9.65% | 30.18% | 15.43% | 29.10% | -2.11% | 10.31% |
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | 10.57% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 13.81% | 27.01% | 0.05% | 10.79% |
Correlation
The correlation between LSPX.L and 500G.L is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.86 |
The correlation between LSPX.L and 500G.L has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LSPX.L vs. 500G.L — Risk / Return Rank
LSPX.L
500G.L
LSPX.L vs. 500G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.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.
| LSPX.L | 500G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.51 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | 4.08 | -0.02 |
| Martin ratioReturn relative to average drawdown | 14.65 | 15.27 | -0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LSPX.L | 500G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 2.76 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.09 | 1.05 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.13 | 1.05 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 1.07 | +0.22 |
Drawdowns
LSPX.L vs. 500G.L - Drawdown Comparison
The maximum LSPX.L drawdown since its inception was -25.47%, roughly equal to the maximum 500G.L drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for LSPX.L and 500G.L.
Loading charts...
Drawdown Indicators
| LSPX.L | 500G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.47% | -25.52% | +0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -7.12% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -21.10% | -21.12% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | -21.12% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -25.47% | -25.52% | +0.05% |
Current DrawdownCurrent decline from peak | -0.24% | -0.22% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -3.29% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.91% | +0.09% |
Volatility
LSPX.L vs. 500G.L - Volatility Comparison
Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) have volatilities of 2.58% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LSPX.L | 500G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 2.65% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 7.13% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.50% | 10.55% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 14.31% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 15.54% | +1.51% |
LSPX.L vs. 500G.L - Expense Ratio Comparison
LSPX.L has a 0.09% expense ratio, which is lower than 500G.L's 0.15% 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
LSPX.L vs. 500G.L - Dividend Comparison
LSPX.L's dividend yield for the trailing twelve months is around 0.91%, while 500G.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
500G.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% |
LSPX.L Lyxor S&P 500 UCITS ETF - D-USD | 0.91% | 1.00% | 1.27% | 1.02% | 2.06% | 1.10% | 1.53% | 1.70% | 1.97% | 1.72% | 1.87% | 1.96% |
Frequently Asked Questions
LSPX.L and 500G.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LSPX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LSPX.L is cheaper with a 0.09% expense ratio, compared with 0.15% for 500G.L.
LSPX.L tracks S&P 500 Index, while 500G.L tracks S&P 500. Their fees differ too: 0.09% for LSPX.L and 0.15% for 500G.L.
Find the right allocation for LSPX.L and 500G.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer