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LYPS.DE vs. CSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYPS.DE vs. CSPX.L - 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 iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYPS.DE is traded in EUR, while CSPX.L is traded in USD. To make them comparable, the CSPX.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with LYPS.DE having a 11.42% return and CSPX.L slightly higher at 11.59%. Both investments have delivered pretty close results over the past 10 years, with LYPS.DE having a 15.17% annualized return and CSPX.L not far behind at 14.97%.


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%

CSPX.L

1D
-0.12%
1M
4.43%
YTD
11.59%
6M
11.08%
1Y
25.70%
3Y*
18.92%
5Y*
14.78%
10Y*
14.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYPS.DE vs. CSPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
11.59%3.52%33.52%22.94%-13.69%39.03%7.93%33.50%-1.02%6.66%

Correlation

The correlation between LYPS.DE and CSPX.L is 0.90, 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

0.90

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

0.91

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

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.85

The correlation between LYPS.DE and CSPX.L has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

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Return for Risk

LYPS.DE vs. CSPX.L — 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: 6969
Overall Rank
LYPS.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LYPS.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
LYPS.DE Omega Ratio Rank: 7070
Omega Ratio Rank
LYPS.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LYPS.DE Martin Ratio Rank: 7070
Martin Ratio Rank

CSPX.L
CSPX.L Risk / Return Rank: 7373
Overall Rank
CSPX.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 7272
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7777
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.

LYPS.DE vs. CSPX.L - 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 iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.


LYPS.DECSPX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.41

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

3.60

3.56

+0.03

Martin ratioReturn relative to average drawdown

12.84

12.34

+0.51

LYPS.DE vs. CSPX.L - Sharpe Ratio Comparison

The current LYPS.DE Sharpe Ratio is 2.21, which is comparable to the CSPX.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of LYPS.DE and CSPX.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


LYPS.DECSPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.02

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.92

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.90

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.92

+0.06

Drawdowns

LYPS.DE vs. CSPX.L - Drawdown Comparison

The maximum LYPS.DE drawdown since its inception was -33.81%, roughly equal to the maximum CSPX.L drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for LYPS.DE and CSPX.L.


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Drawdown Indicators


LYPS.DECSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.81%

-33.40%

-0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-7.09%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-22.56%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-22.56%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.81%

-33.40%

-0.41%

Current Drawdown

Current decline from peak

-0.48%

-0.38%

-0.10%

Average Drawdown

Average peak-to-trough decline

-4.01%

-4.12%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.06%

-0.06%

Volatility

LYPS.DE vs. CSPX.L - Volatility Comparison

The current volatility for Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) is 2.63%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 3.06%. This indicates that LYPS.DE experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYPS.DECSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

3.06%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

8.74%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

12.53%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

15.93%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

16.61%

-0.51%

LYPS.DE vs. CSPX.L - Expense Ratio Comparison

Both LYPS.DE and CSPX.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LYPS.DE vs. CSPX.L - Dividend Comparison

LYPS.DE's dividend yield for the trailing twelve months is around 0.90%, while CSPX.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSPX.L
iShares Core S&P 500 UCITS ETF USD (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 0.90, LYPS.DE and CSPX.L 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.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LYPS.DE and CSPX.L have the same expense ratio: 0.07% per year.

Both ETFs track S&P 500 Index. They also come from different issuers: Amundi and BlackRock.

Portfolio Optimizer

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