LYPS.DE vs. 5ESG.DE
LYPS.DE (Amundi S&P 500 II UCITS ETF EUR Dist) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds - LYPS.DE tracks the S&P 500 Index while 5ESG.DE tracks the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, LYPS.DE returned 14.95%/yr vs 15.67%/yr for 5ESG.DE. With a 0.99 correlation, they move nearly in lockstep. LYPS.DE charges 0.07%/yr vs 0.17%/yr for 5ESG.DE.
Performance
LYPS.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LYPS.DE having a 11.42% return and 5ESG.DE slightly lower at 11.18%.
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%
5ESG.DE
- 1D
- 0.62%
- 1M
- 4.19%
- YTD
- 11.18%
- 6M
- 11.17%
- 1Y
- 28.56%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
LYPS.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LYPS.DE Amundi S&P 500 II UCITS ETF EUR Dist | 11.42% | 4.89% | 32.52% | 22.69% | -14.10% | 40.92% | 34.55% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -13.76% | 43.86% | 35.05% |
Correlation
The correlation between LYPS.DE and 5ESG.DE is 0.96 - 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 | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.99 |
The correlation between LYPS.DE and 5ESG.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.
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Return for Risk
LYPS.DE vs. 5ESG.DE — Risk / Return Rank
LYPS.DE
5ESG.DE
LYPS.DE vs. 5ESG.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 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.
| LYPS.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.46 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 4.12 | -0.52 |
| Martin ratioReturn relative to average drawdown | 12.84 | 15.77 | -2.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYPS.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.47 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 1.02 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 1.21 | -0.24 |
Drawdowns
LYPS.DE vs. 5ESG.DE - Drawdown Comparison
The maximum LYPS.DE drawdown since its inception was -33.81%, 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 LYPS.DE and 5ESG.DE.
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Drawdown Indicators
| LYPS.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.81% | -23.40% | -10.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -6.93% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -23.40% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -23.40% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.81% | — | — |
Current DrawdownCurrent decline from peak | -0.48% | 0.00% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -3.89% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.81% | +0.19% |
Volatility
LYPS.DE vs. 5ESG.DE - Volatility Comparison
The current volatility for Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) is 2.63%, while Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) has a volatility of 2.77%. This indicates that LYPS.DE experiences smaller price fluctuations and is considered to be less risky than 5ESG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYPS.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 2.77% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 7.54% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 11.53% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 15.20% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 16.81% | -0.71% |
LYPS.DE vs. 5ESG.DE - Expense Ratio Comparison
LYPS.DE has a 0.07% expense ratio, which is lower than 5ESG.DE's 0.17% 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
LYPS.DE vs. 5ESG.DE - Dividend Comparison
LYPS.DE's dividend yield for the trailing twelve months is around 0.90%, while 5ESG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 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
With a correlation of 0.96, LYPS.DE and 5ESG.DE 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.
On fees, LYPS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYPS.DE is cheaper with a 0.07% expense ratio, compared with 0.17% for 5ESG.DE.
LYPS.DE tracks S&P 500 Index, 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 LYPS.DE and 0.17% for 5ESG.DE.
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