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LSPX.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LSPX.L and VOO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

LSPX.L vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.36%
9.33%
LSPX.L
VOO

Key characteristics

Sharpe Ratio

LSPX.L:

1.91

VOO:

1.89

Sortino Ratio

LSPX.L:

2.71

VOO:

2.54

Omega Ratio

LSPX.L:

1.37

VOO:

1.35

Calmar Ratio

LSPX.L:

3.44

VOO:

2.83

Martin Ratio

LSPX.L:

13.38

VOO:

11.83

Ulcer Index

LSPX.L:

1.64%

VOO:

2.02%

Daily Std Dev

LSPX.L:

11.60%

VOO:

12.66%

Max Drawdown

LSPX.L:

-25.47%

VOO:

-33.99%

Current Drawdown

LSPX.L:

-2.30%

VOO:

-0.42%

Returns By Period

In the year-to-date period, LSPX.L achieves a 2.16% return, which is significantly lower than VOO's 4.17% return. Over the past 10 years, LSPX.L has outperformed VOO with an annualized return of 15.37%, while VOO has yielded a comparatively lower 13.26% annualized return.


LSPX.L

YTD

2.16%

1M

-1.33%

6M

13.42%

1Y

24.21%

5Y*

15.01%

10Y*

15.37%

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LSPX.L vs. VOO - Expense Ratio Comparison

LSPX.L has a 0.09% expense ratio, which is higher than VOO's 0.03% 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%.


LSPX.L
Lyxor S&P 500 UCITS ETF - D-USD
Expense ratio chart for LSPX.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LSPX.L vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSPX.L
The Risk-Adjusted Performance Rank of LSPX.L is 8383
Overall Rank
The Sharpe Ratio Rank of LSPX.L is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of LSPX.L is 8080
Sortino Ratio Rank
The Omega Ratio Rank of LSPX.L is 8181
Omega Ratio Rank
The Calmar Ratio Rank of LSPX.L is 8787
Calmar Ratio Rank
The Martin Ratio Rank of LSPX.L is 8787
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LSPX.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for LSPX.L, currently valued at 1.89, compared to the broader market0.002.004.001.891.78
The chart of Sortino ratio for LSPX.L, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.0012.002.622.39
The chart of Omega ratio for LSPX.L, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.33
The chart of Calmar ratio for LSPX.L, currently valued at 2.86, compared to the broader market0.005.0010.0015.002.862.63
The chart of Martin ratio for LSPX.L, currently valued at 11.22, compared to the broader market0.0020.0040.0060.0080.00100.0011.2210.97
LSPX.L
VOO

The current LSPX.L Sharpe Ratio is 1.91, which is comparable to the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of LSPX.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.89
1.78
LSPX.L
VOO

Dividends

LSPX.L vs. VOO - Dividend Comparison

LSPX.L's dividend yield for the trailing twelve months is around 1.24%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
LSPX.L
Lyxor S&P 500 UCITS ETF - D-USD
1.24%1.27%1.02%2.05%1.10%1.55%1.70%1.93%1.73%1.89%1.95%1.16%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LSPX.L vs. VOO - Drawdown Comparison

The maximum LSPX.L drawdown since its inception was -25.47%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LSPX.L and VOO. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.32%
-0.42%
LSPX.L
VOO

Volatility

LSPX.L vs. VOO - Volatility Comparison

Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) has a higher volatility of 3.36% compared to Vanguard S&P 500 ETF (VOO) at 2.89%. This indicates that LSPX.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.36%
2.89%
LSPX.L
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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