LYPS.DE vs. CSPX.L
LYPS.DE (Amundi S&P 500 II UCITS ETF EUR Dist) and CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) are both S&P 500 funds tracking the S&P 500 Index, from Amundi and BlackRock respectively. Both are passively managed. Over the past 10 years, LYPS.DE returned 15.17%/yr vs 14.97%/yr for CSPX.L. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.
Performance
LYPS.DE vs. CSPX.L - Performance Comparison
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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%
LYPS.DE vs. CSPX.L - 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% |
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
LYPS.DE
CSPX.L
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.DE | CSPX.L | Difference | |
|---|---|---|---|
| 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 |
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 | CSPX.L | Difference | |
|---|---|---|---|
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.DE | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.48% | -0.38% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -4.12% | +0.11% |
Ulcer IndexDepth 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.DE | CSPX.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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