LYPS.DE vs. 4AB.DE

Last updated Jun 5, 2026

LYPS.DE (Amundi S&P 500 II UCITS ETF EUR Dist) is S&P 500 fund tracking the S&P 500 Index, while 4AB.DE (AbbVie Inc) is a stock. Over the past 10 years, LYPS.DE returned 15.17%/yr vs 17.39%/yr for 4AB.DE. At a 0.37 correlation, their price movements are largely independent.

Performance

LYPS.DE vs. 4AB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) and AbbVie Inc (4AB.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYPS.DE achieves a 11.42% return, which is significantly higher than 4AB.DE's -1.65% return. Over the past 10 years, LYPS.DE has underperformed 4AB.DE with an annualized return of 15.17%, while 4AB.DE has yielded a comparatively higher 17.39% annualized return.

LYPS.DE

• 1D: -0.17%
• 1M: 4.38%
• YTD: 11.42%
• 6M: 10.87%
• 1Y: 25.66%
• 3Y*: 19.02%
• 5Y*: 14.95%
• 10Y*: 15.17%

4AB.DE

• 1D: 1.19%
• 1M: 9.41%
• YTD: -1.65%
• 6M: -0.54%
• 1Y: 18.94%
• 3Y*: 17.60%
• 5Y*: 19.27%
• 10Y*: 17.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYPS.DE vs. 4AB.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYPS.DE Amundi S&P 500 II UCITS ETF EUR Dist	11.42%	4.89%	32.52%	22.69%	-14.10%	40.92%	7.06%	34.95%	-1.02%	6.97%
4AB.DE AbbVie Inc	-1.65%	19.11%	25.18%	-4.70%	31.71%	45.18%	14.59%	4.23%	-0.28%	40.02%

Correlation

The correlation between LYPS.DE and 4AB.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jan 4, 2013	0.37

Over the past year, the correlation between LYPS.DE and 4AB.DE has dropped to 0.02 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Return for Risk

LYPS.DE vs. 4AB.DE — Risk / Return Rank

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

LYPS.DE

LYPS.DE Risk / Return Rank: 69
LYPS.DE Sharpe Ratio Rank: 68
LYPS.DE Sortino Ratio Rank: 66
LYPS.DE Omega Ratio Rank: 70
LYPS.DE Calmar Ratio Rank: 73
LYPS.DE Martin Ratio Rank: 70

4AB.DE

4AB.DE Risk / Return Rank: 61
4AB.DE Sharpe Ratio Rank: 64
4AB.DE Sortino Ratio Rank: 57
4AB.DE Omega Ratio Rank: 56
4AB.DE Calmar Ratio Rank: 64
4AB.DE Martin Ratio Rank: 65

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.

LYPS.DE vs. 4AB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) and AbbVie Inc (4AB.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.

	LYPS.DE	4AB.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.21	0.70	+1.52
Sortino ratio: Return per unit of downside risk	3.01	1.13	+1.88
Omega ratio: Gain probability vs. loss probability	1.41	1.14	+0.27
Calmar ratio: Return relative to maximum drawdown	3.60	1.11	+2.48
Martin ratio: Return relative to average drawdown	12.84	2.72	+10.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYPS.DE vs. 4AB.DE - Sharpe Ratio Comparison

The current LYPS.DE Sharpe Ratio is 2.21, which is higher than the 4AB.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of LYPS.DE and 4AB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LYPS.DE	4AB.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	0.70	+1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	0.76	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.94	0.62	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	0.66	+0.32

Drawdowns

LYPS.DE vs. 4AB.DE - Drawdown Comparison

The maximum LYPS.DE drawdown since its inception was -33.81%, smaller than the maximum 4AB.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for LYPS.DE and 4AB.DE.

Drawdown Indicators

	LYPS.DE	4AB.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.81%	-37.67%	+3.86%
Max Drawdown (1Y) Largest decline over 1 year	-7.12%	-16.62%	+9.50%
Max Drawdown (3Y) Largest decline over 3 years	-23.37%	-25.69%	+2.32%
Max Drawdown (5Y) Largest decline over 5 years	-23.37%	-25.69%	+2.32%
Max Drawdown (10Y) Largest decline over 10 years	-33.81%	-37.67%	+3.86%
Current Drawdown Current decline from peak	-0.48%	-5.68%	+5.20%
Average Drawdown Average peak-to-trough decline	-4.01%	-9.34%	+5.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	6.81%	-4.81%

Volatility

LYPS.DE vs. 4AB.DE - Volatility Comparison

The current volatility for Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) is 2.63%, while AbbVie Inc (4AB.DE) has a volatility of 7.69%. This indicates that LYPS.DE experiences smaller price fluctuations and is considered to be less risky than 4AB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYPS.DE	4AB.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	7.69%	-5.06%
Volatility (6M) Calculated over the trailing 6-month period	7.58%	20.40%	-12.82%
Volatility (1Y) Calculated over the trailing 1-year period	11.58%	26.63%	-15.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	25.25%	-10.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.10%	28.41%	-12.31%

Dividends

LYPS.DE vs. 4AB.DE - Dividend Comparison

LYPS.DE's dividend yield for the trailing twelve months is around 0.90%, less than 4AB.DE's 2.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
4AB.DE AbbVie Inc	2.61%	2.57%	2.89%	3.33%	3.04%	3.16%	4.20%	4.31%	3.30%	2.42%	3.02%	0.00%
LYPS.DE Amundi S&P 500 II UCITS ETF EUR Dist	0.90%	1.00%	1.21%	1.04%	2.11%	1.09%	1.54%	1.63%	1.93%	1.75%	1.88%	2.02%

Frequently Asked Questions

Can I hold both LYPS.DE and 4AB.DE in my portfolio?

LYPS.DE and 4AB.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.