LYP2.DE vs. 5ESG.DE
LYP2.DE (Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist)) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds - LYP2.DE tracks the S&P 500 Index (EUR Hedged) while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, LYP2.DE returned 10.48%/yr vs 14.59%/yr for 5ESG.DE. Their correlation of 0.86 suggests significant overlap in exposure. LYP2.DE charges 0.07%/yr vs 0.09%/yr for 5ESG.DE.
Performance
LYP2.DE vs. 5ESG.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LYP2.DE achieves a 7.84% return, which is significantly lower than 5ESG.DE's 12.49% return.
LYP2.DE
- 1D
- 0.18%
- 1M
- -0.97%
- 6M
- 8.72%
- YTD
- 7.84%
- 1Y
- 17.76%
- 3Y*
- 17.85%
- 5Y*
- 10.48%
- 10Y*
- 12.62%
5ESG.DE
- 1D
- 0.33%
- 1M
- 1.81%
- 6M
- 13.08%
- YTD
- 12.49%
- 1Y
- 27.10%
- 3Y*
- 18.39%
- 5Y*
- 14.59%
- 10Y*
- —
LYP2.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LYP2.DE Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist) | 7.84% | 15.46% | 22.97% | 23.48% | -21.40% | 28.77% | 48.72% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 12.49% | 5.31% | 31.42% | 24.26% | -13.76% | 43.86% | 33.71% |
Correlation
The correlation between LYP2.DE and 5ESG.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2020 | 0.86 |
The correlation between LYP2.DE and 5ESG.DE has been stable across timeframes, ranging from 0.80 to 0.86 - 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
LYP2.DE vs. 5ESG.DE — Risk / Return Rank
LYP2.DE
5ESG.DE
LYP2.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist) (LYP2.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE). 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.
| LYP2.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.89 | -1.86 |
| Martin ratioReturn relative to average drawdown | 8.21 | 14.95 | -6.74 |
Loading charts...
Drawdowns
LYP2.DE vs. 5ESG.DE - Drawdown Comparison
The maximum LYP2.DE drawdown since its inception was -33.94%, which is greater than 5ESG.DE's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for LYP2.DE and 5ESG.DE.
Loading charts...
Drawdown Indicators
| LYP2.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.94% | -23.40% | -10.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -6.93% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -18.39% | -23.40% | +5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -23.40% | -2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.94% | — | — |
Current DrawdownCurrent decline from peak | -1.53% | -0.60% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -3.85% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.81% | +0.35% |
Volatility
LYP2.DE vs. 5ESG.DE - Volatility Comparison
Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist) (LYP2.DE) has a higher volatility of 4.05% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 3.45%. This indicates that LYP2.DE's price experiences larger fluctuations and is considered to be riskier than 5ESG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LYP2.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 3.45% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 7.96% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 11.80% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 15.24% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 16.75% | -0.59% |
LYP2.DE vs. 5ESG.DE - Expense Ratio Comparison
LYP2.DE has a 0.07% expense ratio, which is lower than 5ESG.DE's 0.09% 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
LYP2.DE vs. 5ESG.DE - Dividend Comparison
LYP2.DE's dividend yield for the trailing twelve months is around 0.92%, while 5ESG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYP2.DE Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist) | 0.92% | 0.99% | 1.27% | 1.04% | 2.05% | 1.11% | 1.43% | 1.67% | 1.99% | 1.69% |
Frequently Asked Questions
LYP2.DE and 5ESG.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYP2.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYP2.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for 5ESG.DE.
LYP2.DE tracks S&P 500 Index (EUR Hedged), while 5ESG.DE tracks S&P 500 ESG Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.07% for LYP2.DE and 0.09% for 5ESG.DE.
Find the right allocation for LYP2.DE and 5ESG.DE
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