LYPS.DE vs. EFRW.DE

Last updated Jun 5, 2026

LYPS.DE (Amundi S&P 500 II UCITS ETF EUR Dist) and EFRW.DE (iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc) are both S&P 500 funds - LYPS.DE tracks the S&P 500 Index while EFRW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past year, LYPS.DE returned 25.66% vs 17.03% for EFRW.DE. A 0.58 correlation means they provide meaningful diversification when combined. LYPS.DE charges 0.07%/yr vs 0.17%/yr for EFRW.DE.

Performance

LYPS.DE vs. EFRW.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 iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.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 EFRW.DE's 8.09% 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%

EFRW.DE

• 1D: 0.36%
• 1M: 2.58%
• YTD: 8.09%
• 6M: 8.98%
• 1Y: 17.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LYPS.DE vs. EFRW.DE - Yearly Performance Comparison

	2026 (YTD)	2025
LYPS.DE Amundi S&P 500 II UCITS ETF EUR Dist	11.42%	13.17%
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc	8.09%	9.95%

Correlation

The correlation between LYPS.DE and EFRW.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (All Time) Calculated using the full available price history since May 13, 2025	0.58

The correlation between LYPS.DE and EFRW.DE has been stable across timeframes, ranging from 0.56 to 0.58 - a consistent structural relationship.

Return for Risk

LYPS.DE vs. EFRW.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

EFRW.DE

EFRW.DE Risk / Return Rank: 47
EFRW.DE Sharpe Ratio Rank: 45
EFRW.DE Sortino Ratio Rank: 49
EFRW.DE Omega Ratio Rank: 44
EFRW.DE Calmar Ratio Rank: 49
EFRW.DE Martin Ratio Rank: 50

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. EFRW.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 iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.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	EFRW.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.21	1.55	+0.66
Sortino ratio: Return per unit of downside risk	3.01	2.38	+0.63
Omega ratio: Gain probability vs. loss probability	1.41	1.27	+0.14
Calmar ratio: Return relative to maximum drawdown	3.60	2.37	+1.23
Martin ratio: Return relative to average drawdown	12.84	8.32	+4.52
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. EFRW.DE - Sharpe Ratio Comparison

The current LYPS.DE Sharpe Ratio is 2.21, which is higher than the EFRW.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of LYPS.DE and EFRW.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	EFRW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	1.55	+0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	—	—
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	1.55	-0.57

Drawdowns

LYPS.DE vs. EFRW.DE - Drawdown Comparison

The maximum LYPS.DE drawdown since its inception was -33.81%, which is greater than EFRW.DE's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for LYPS.DE and EFRW.DE.

Drawdown Indicators

	LYPS.DE	EFRW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.81%	-7.12%	-26.69%
Max Drawdown (1Y) Largest decline over 1 year	-7.12%	-7.12%	0.00%
Max Drawdown (3Y) Largest decline over 3 years	-23.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.37%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.81%	—	—
Current Drawdown Current decline from peak	-0.48%	0.00%	-0.48%
Average Drawdown Average peak-to-trough decline	-4.01%	-1.35%	-2.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	2.03%	-0.03%

Volatility

LYPS.DE vs. EFRW.DE - Volatility Comparison

Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) and iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) have volatilities of 2.63% and 2.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYPS.DE	EFRW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	2.64%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	7.58%	7.67%	-0.09%
Volatility (1Y) Calculated over the trailing 1-year period	11.58%	10.91%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	11.32%	+3.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.10%	11.32%	+4.78%

LYPS.DE vs. EFRW.DE - Expense Ratio Comparison

LYPS.DE has a 0.07% expense ratio, which is lower than EFRW.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. EFRW.DE - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged 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

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

LYPS.DE and EFRW.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYPS.DE or EFRW.DE?

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.

Which ETF is cheaper, LYPS.DE or EFRW.DE?

LYPS.DE is cheaper with a 0.07% expense ratio, compared with 0.17% for EFRW.DE.

What is the main difference between LYPS.DE and EFRW.DE?

LYPS.DE tracks S&P 500 Index, while EFRW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for LYPS.DE and 0.17% for EFRW.DE.