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

Performance

LSPX.L vs. VERG.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 Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.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 VERG.L is traded in GBP. To make them comparable, the VERG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LSPX.L achieves a 10.64% return, which is significantly higher than VERG.L's 5.81% return.


LSPX.L

1D
-0.21%
1M
6.02%
YTD
10.64%
6M
10.66%
1Y
29.37%
3Y*
19.53%
5Y*
15.14%
10Y*
16.37%

VERG.L

1D
-0.73%
1M
3.06%
YTD
5.81%
6M
8.68%
1Y
18.84%
3Y*
13.43%
5Y*
9.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
LSPX.L
Lyxor S&P 500 UCITS ETF - D-USD
10.64%9.48%27.64%20.51%-9.65%30.18%15.43%2.10%
VERG.L
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating
5.81%27.17%1.89%15.33%-7.05%16.27%8.72%1.12%

Correlation

The correlation between LSPX.L and VERG.L is 0.59, 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

0.59

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

0.52

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2019

0.66

The correlation between LSPX.L and VERG.L shifts across timeframes, from 0.52 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.

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


Sectors
LSPX.L
VERG.L

Technology

35.6%
10.9%

Financial Services

11.8%
23.9%

Communication Services

11.2%
3.1%

Consumer Cyclical

10.1%
7.3%

Healthcare

8.5%
12.7%

Industrials

8.3%
21.4%

Consumer Defensive

4.9%
6.6%

Energy

3.5%
3.4%

Utilities

2.4%
4.9%

Real Estate

1.9%
1.2%

Basic Materials

1.8%
4.6%

Technology

LSPX.L
35.6%
VERG.L
10.9%

Financial Services

LSPX.L
11.8%
VERG.L
23.9%

Communication Services

LSPX.L
11.2%
VERG.L
3.1%

Consumer Cyclical

LSPX.L
10.1%
VERG.L
7.3%

Healthcare

LSPX.L
8.5%
VERG.L
12.7%

Industrials

LSPX.L
8.3%
VERG.L
21.4%

Consumer Defensive

LSPX.L
4.9%
VERG.L
6.6%

Energy

LSPX.L
3.5%
VERG.L
3.4%

Utilities

LSPX.L
2.4%
VERG.L
4.9%

Real Estate

LSPX.L
1.9%
VERG.L
1.2%

Basic Materials

LSPX.L
1.8%
VERG.L
4.6%

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Return for Risk

LSPX.L vs. VERG.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: 8282
Overall Rank
LSPX.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LSPX.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
LSPX.L Omega Ratio Rank: 8585
Omega Ratio Rank
LSPX.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
LSPX.L Martin Ratio Rank: 7777
Martin Ratio Rank

VERG.L
VERG.L Risk / Return Rank: 3838
Overall Rank
VERG.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VERG.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
VERG.L Omega Ratio Rank: 4141
Omega Ratio Rank
VERG.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
VERG.L Martin Ratio Rank: 3737
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. VERG.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 Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.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.LVERG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.66

Omega ratioGain probability vs. loss probability

1.52

1.27

+0.25

Calmar ratioReturn relative to maximum drawdown

4.07

1.67

+2.40

Martin ratioReturn relative to average drawdown

14.67

5.94

+8.73

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

The current LSPX.L Sharpe Ratio is 2.80, which is higher than the VERG.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of LSPX.L and VERG.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.LVERG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

1.43

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.63

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.58

+0.71

Drawdowns

LSPX.L vs. VERG.L - Drawdown Comparison

The maximum LSPX.L drawdown since its inception was -25.47%, smaller than the maximum VERG.L drawdown of -27.55%. Use the drawdown chart below to compare losses from any high point for LSPX.L and VERG.L.


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Drawdown Indicators


LSPX.LVERG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-27.55%

+2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-11.23%

+4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.10%

-13.10%

-8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

-20.39%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

Current Drawdown

Current decline from peak

-0.21%

-1.51%

+1.30%

Average Drawdown

Average peak-to-trough decline

-3.29%

-4.49%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

3.16%

-1.16%

Volatility

LSPX.L vs. VERG.L - Volatility Comparison

The current volatility for Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) is 2.57%, while Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.L) has a volatility of 4.17%. This indicates that LSPX.L experiences smaller price fluctuations and is considered to be less risky than VERG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSPX.LVERG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

4.17%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

10.86%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

13.14%

-2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

14.83%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

16.50%

+0.56%

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

LSPX.L has a 0.09% expense ratio, which is lower than VERG.L's 0.10% 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. VERG.L - Dividend Comparison

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


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%
VERG.L
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating
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


LSPX.L and VERG.L have a correlation of 0.59, 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 0.10% for VERG.L.

LSPX.L is categorized as S&P 500, while VERG.L is Europe Equities. LSPX.L tracks S&P 500 Index, while VERG.L tracks MSCI Europe Ex UK NR EUR. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.09% for LSPX.L and 0.10% for VERG.L.

Portfolio Optimizer

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