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LSPX.L vs. SP5L.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LSPX.L vs. SP5L.L

Last updated Jun 25, 2026

LSPX.L (Lyxor S&P 500 UCITS ETF - D-USD) and SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) are both S&P 500 funds from Amundi tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LSPX.L returned 15.91%/yr vs 13.67%/yr for SP5L.L. Their correlation of 0.84 suggests significant overlap in exposure. LSPX.L charges 0.09%/yr vs 0.07%/yr for SP5L.L.

Performance

LSPX.L vs. SP5L.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) and Lyxor S&P 500 UCITS ETF - Acc (SP5L.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LSPX.L is traded in GBp, while SP5L.L is traded in GBP. To make them comparable, the SP5L.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with LSPX.L having a 10.71% return and SP5L.L slightly higher at 10.72%. Over the past 10 years, LSPX.L has outperformed SP5L.L with an annualized return of 15.91%, while SP5L.L has yielded a comparatively lower 13.67% annualized return.

LSPX.L

1D
0.90%
1M
1.20%
YTD
10.71%
6M
10.86%
1Y
27.78%
3Y*
19.61%
5Y*
14.41%
10Y*
15.91%

SP5L.L

1D
0.92%
1M
1.21%
YTD
10.72%
6M
10.87%
1Y
27.80%
3Y*
19.62%
5Y*
14.40%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSPX.L vs. SP5L.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LSPX.L
Lyxor S&P 500 UCITS ETF - D-USD		10.71%9.48%27.63%20.00%-8.83%31.23%13.96%26.68%0.17%11.01%
SP5L.L
Lyxor S&P 500 UCITS ETF - Acc		10.72%9.50%27.60%19.99%-8.84%31.19%13.92%26.93%1.00%-5.12%

Correlation

The correlation between LSPX.L and SP5L.L is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

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

0.99

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

0.99

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

0.90

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2014

0.84

The correlation between LSPX.L and SP5L.L shifts across timeframes, from 0.84 (all time) to 1.00 (1 year), reflecting how their relationship changes across market environments.

LSPX.L vs. SP5L.L - Sectors Allocation Comparison

Sectors
LSPX.L
SP5L.L

Technology

39.0%
39.0%

Financial Services

11.1%
11.1%

Communication Services

10.6%
10.6%

Consumer Cyclical

9.9%
9.9%

Healthcare

8.3%
8.3%

Industrials

7.8%
7.8%

Consumer Defensive

4.5%
4.5%

Energy

3.1%
3.1%

Utilities

2.1%
2.1%

Real Estate

1.8%
1.8%

Basic Materials

1.7%
1.7%

Technology

LSPX.L
39.0%
SP5L.L
39.0%

Financial Services

LSPX.L
11.1%
SP5L.L
11.1%

Communication Services

LSPX.L
10.6%
SP5L.L
10.6%

Consumer Cyclical

LSPX.L
9.9%
SP5L.L
9.9%

Healthcare

LSPX.L
8.3%
SP5L.L
8.3%

Industrials

LSPX.L
7.8%
SP5L.L
7.8%

Consumer Defensive

LSPX.L
4.5%
SP5L.L
4.5%

Energy

LSPX.L
3.1%
SP5L.L
3.1%

Utilities

LSPX.L
2.1%
SP5L.L
2.1%

Real Estate

LSPX.L
1.8%
SP5L.L
1.8%

Basic Materials

LSPX.L
1.7%
SP5L.L
1.7%

Compare stocks, funds, or ETFs

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Lyxor S&P 500 UCITS ETF - D-USD

Lyxor S&P 500 UCITS ETF - Acc

Often compared with LSPX.L:
LSPX.L vs. VUAG.LLSPX.L vs. CSP1.LLSPX.L vs. XSTC.LLSPX.L vs. SPYLSPX.L vs. SPXP.LLSPX.L vs. VOOLSPX.L vs. VERG.L
Often compared with SP5L.L:
SP5L.L vs. VWRP.LSP5L.L vs. WLDL.LSP5L.L vs. BRK-BSP5L.L vs. CW8G.LSP5L.L vs. SPYSP5L.L vs. SWDA.LSP5L.L vs. VOO

Return for Risk

LSPX.L vs. SP5L.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LSPX.L
LSPX.L Risk / Return Rank: 8585
Overall Rank
LSPX.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
LSPX.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
LSPX.L Omega Ratio Rank: 8787
Omega Ratio Rank
LSPX.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
LSPX.L Martin Ratio Rank: 7979
Martin Ratio Rank
SP5L.L
SP5L.L Risk / Return Rank: 8484
Overall Rank
SP5L.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SP5L.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
SP5L.L Omega Ratio Rank: 8686
Omega Ratio Rank
SP5L.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SP5L.L Martin Ratio Rank: 7979
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.

LSPX.L vs. SP5L.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 Lyxor S&P 500 UCITS ETF - Acc (SP5L.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

LSPX.LSP5L.LDifference
Sharpe ratioReturn per unit of total volatility
2.53
2.54

0.00

Sortino ratioReturn per unit of downside risk
3.41
3.41

0.00

Omega ratioGain probability vs. loss probability

1.47

1.47

0.00

Calmar ratioReturn relative to maximum drawdown

3.83

3.84

-0.01

Martin ratioReturn relative to average drawdown

13.59

13.61

-0.02

LSPX.L vs. SP5L.L - Sharpe Ratio Comparison

The current LSPX.L Sharpe Ratio is 2.53, which is comparable to the SP5L.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of LSPX.L and SP5L.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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Drawdowns

LSPX.L vs. SP5L.L - Drawdown Comparison

The maximum LSPX.L drawdown since its inception was -44.92%, which is greater than SP5L.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for LSPX.L and SP5L.L.

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Drawdown Indicators

LSPX.LSP5L.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.92%

-25.47%

-19.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-7.20%

-0.02%

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%

-25.47%

0.00%

Current Drawdown

Current decline from peak

-0.51%

-0.48%

-0.03%

Average Drawdown

Average peak-to-trough decline

-9.07%

-5.16%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.04%

0.00%

Volatility

LSPX.L vs. SP5L.L - Volatility Comparison

Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) and Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) have volatilities of 3.62% and 3.58%, 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.

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Volatility by Period

LSPX.LSP5L.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

3.58%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

7.71%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

10.93%

10.93%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

18.79%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

17.97%

-2.37%

LSPX.L vs. SP5L.L - Expense Ratio Comparison

LSPX.L has a 0.09% expense ratio, which is higher than SP5L.L's 0.07% 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%.

Dividends

LSPX.L vs. SP5L.L - Dividend Comparison

LSPX.L's dividend yield for the trailing twelve months is around 0.91%, while SP5L.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
LSPX.L
Lyxor S&P 500 UCITS ETF - D-USD		0.91%1.00%1.26%1.02%2.05%1.10%1.55%1.70%1.93%1.73%1.89%1.95%
SP5L.L
Lyxor S&P 500 UCITS ETF - 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%

Frequently Asked Questions

With a correlation of 1.00, LSPX.L and SP5L.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SP5L.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SP5L.L is cheaper with a 0.07% expense ratio, compared with 0.09% for LSPX.L.

Both ETFs track S&P 500 Index. Their fees differ too: 0.09% for LSPX.L and 0.07% for SP5L.L.

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