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LSPX.L vs. SPX5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LSPX.L vs. SPX5.L

Last updated Jun 5, 2026

LSPX.L (Lyxor S&P 500 UCITS ETF - D-USD) and SPX5.L (SPDR S&P 500 UCITS ETF) are both S&P 500 funds tracking the S&P 500 Index, from Amundi and State Street respectively. Both are passively managed. Over the past 10 years, LSPX.L returned 16.37%/yr vs 16.17%/yr for SPX5.L. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.09% expense ratio.

Performance

LSPX.L vs. SPX5.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 SPDR S&P 500 UCITS ETF (SPX5.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 SPX5.L is traded in GBP. To make them comparable, the SPX5.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with LSPX.L having a 10.61% return and SPX5.L slightly lower at 10.53%. Both investments have delivered pretty close results over the past 10 years, with LSPX.L having a 16.37% annualized return and SPX5.L not far behind at 16.17%.

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%

SPX5.L

1D
0.05%
1M
5.53%
YTD
10.53%
6M
10.48%
1Y
29.15%
3Y*
19.03%
5Y*
14.92%
10Y*
16.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSPX.L vs. SPX5.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
SPX5.L
SPDR S&P 500 UCITS ETF		10.53%9.34%27.47%19.75%-9.01%30.96%13.52%26.74%-0.04%11.63%

Correlation

The correlation between LSPX.L and SPX5.L is 0.99 - 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

0.99

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

0.98

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

0.97

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

0.89

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2012

0.78

Over the past year, LSPX.L and SPX5.L have become more correlated (0.99) than their long-term average of 0.78, meaning their price movements have been converging.

LSPX.L vs. SPX5.L - Sectors Allocation Comparison

Sectors
LSPX.L
SPX5.L

Technology

35.6%
35.6%

Financial Services

11.8%
11.8%

Communication Services

11.2%
11.2%

Consumer Cyclical

10.1%
10.1%

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

LSPX.L
35.6%
SPX5.L
35.6%

Financial Services

LSPX.L
11.8%
SPX5.L
11.8%

Communication Services

LSPX.L
11.2%
SPX5.L
11.2%

Consumer Cyclical

LSPX.L
10.1%
SPX5.L
10.1%

Healthcare

LSPX.L
8.5%
SPX5.L
8.5%

Industrials

LSPX.L
8.3%
SPX5.L
8.3%

Consumer Defensive

LSPX.L
4.9%
SPX5.L
4.9%

Energy

LSPX.L
3.5%
SPX5.L
3.5%

Utilities

LSPX.L
2.4%
SPX5.L
2.3%

Real Estate

LSPX.L
1.9%
SPX5.L
1.9%

Basic Materials

LSPX.L
1.8%
SPX5.L
1.8%

Compare stocks, funds, or ETFs

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Lyxor S&P 500 UCITS ETF - D-USD

SPDR S&P 500 UCITS ETF

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 SPX5.L:
SPX5.L vs. SPYSPX5.L vs. SPXP.LSPX5.L vs. VUSA.DESPX5.L vs. VUSA.LSPX5.L vs. VOOSPX5.L vs. IUSA.LSPX5.L vs. EQQQ.L

Return for Risk

LSPX.L vs. SPX5.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: 8383
Overall Rank
LSPX.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LSPX.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
LSPX.L Omega Ratio Rank: 8686
Omega Ratio Rank
LSPX.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
LSPX.L Martin Ratio Rank: 7777
Martin Ratio Rank
SPX5.L
SPX5.L Risk / Return Rank: 8383
Overall Rank
SPX5.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SPX5.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
SPX5.L Omega Ratio Rank: 8686
Omega Ratio Rank
SPX5.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SPX5.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. SPX5.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 SPDR S&P 500 UCITS ETF (SPX5.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.LSPX5.LDifference
Sharpe ratioReturn per unit of total volatility
2.80
2.76

+0.03

Sortino ratioReturn per unit of downside risk
3.72
3.71

+0.02

Omega ratioGain probability vs. loss probability

1.52

1.52

0.00

Calmar ratioReturn relative to maximum drawdown

4.06

4.10

-0.04

Martin ratioReturn relative to average drawdown

14.65

15.08

-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.

LSPX.L vs. SPX5.L - Sharpe Ratio Comparison

The current LSPX.L Sharpe Ratio is 2.80, which is comparable to the SPX5.L Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of LSPX.L and SPX5.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

LSPX.LSPX5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

2.76

+0.03

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

1.04

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

1.04

+0.26

Drawdowns

LSPX.L vs. SPX5.L - Drawdown Comparison

The maximum LSPX.L drawdown since its inception was -25.47%, roughly equal to the maximum SPX5.L drawdown of -25.45%. Use the drawdown chart below to compare losses from any high point for LSPX.L and SPX5.L.

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Drawdown Indicators

LSPX.LSPX5.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-25.45%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-7.07%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-21.10%

-20.90%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

-20.90%

-0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

-25.45%

-0.02%

Current Drawdown

Current decline from peak

-0.24%

-0.22%

-0.02%

Average Drawdown

Average peak-to-trough decline

-3.29%

-3.18%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.93%

+0.07%

Volatility

LSPX.L vs. SPX5.L - Volatility Comparison

Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) and SPDR S&P 500 UCITS ETF (SPX5.L) have volatilities of 2.58% and 2.67%, 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.LSPX5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

2.67%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

7.16%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.50%

10.50%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

14.22%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

15.52%

+1.53%

LSPX.L vs. SPX5.L - Expense Ratio Comparison

Both LSPX.L and SPX5.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

LSPX.L vs. SPX5.L - Dividend Comparison

LSPX.L's dividend yield for the trailing twelve months is around 0.91%, more than SPX5.L's 0.89% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
SPX5.L
SPDR S&P 500 UCITS ETF		0.89%0.98%1.04%1.21%1.39%0.98%1.40%1.76%1.71%2.36%1.49%1.68%

Frequently Asked Questions

With a correlation of 0.99, LSPX.L and SPX5.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.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LSPX.L and SPX5.L have the same expense ratio: 0.09% per year.

Both ETFs track S&P 500 Index. They also come from different issuers: Amundi and State Street.

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