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LYPS.DE vs. IBCF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYPS.DE vs. IBCF.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 EUR Hedged UCITS ETF (Acc) (IBCF.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LYPS.DE achieves a 11.42% return, which is significantly higher than IBCF.DE's 8.84% return. Over the past 10 years, LYPS.DE has outperformed IBCF.DE with an annualized return of 15.17%, while IBCF.DE has yielded a comparatively lower 12.48% 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%

IBCF.DE

1D
-0.02%
1M
3.14%
YTD
8.84%
6M
9.31%
1Y
24.23%
3Y*
19.50%
5Y*
11.10%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYPS.DE vs. IBCF.DE - 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%
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (Acc)
8.84%15.42%22.97%23.21%-21.83%28.51%14.47%27.13%-8.40%18.78%

Correlation

The correlation between LYPS.DE and IBCF.DE is 0.83, 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

0.83

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

0.81

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

0.85

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

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2011

0.80

The correlation between LYPS.DE and IBCF.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

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Return for Risk

LYPS.DE vs. IBCF.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: 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

IBCF.DE
IBCF.DE Risk / Return Rank: 6464
Overall Rank
IBCF.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IBCF.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBCF.DE Omega Ratio Rank: 6363
Omega Ratio Rank
IBCF.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
IBCF.DE Martin Ratio Rank: 6767
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. IBCF.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 EUR Hedged UCITS ETF (Acc) (IBCF.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.DEIBCF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

3.60

2.81

+0.78

Martin ratioReturn relative to average drawdown

12.84

12.07

+0.77

LYPS.DE vs. IBCF.DE - Sharpe Ratio Comparison

The current LYPS.DE Sharpe Ratio is 2.21, which is comparable to the IBCF.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of LYPS.DE and IBCF.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.


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Sharpe Ratios by Period


LYPS.DEIBCF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.08

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.69

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.76

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.72

+0.26

Drawdowns

LYPS.DE vs. IBCF.DE - Drawdown Comparison

The maximum LYPS.DE drawdown since its inception was -33.81%, roughly equal to the maximum IBCF.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for LYPS.DE and IBCF.DE.


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Drawdown Indicators


LYPS.DEIBCF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.81%

-35.06%

+1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-8.72%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-18.34%

-5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-26.23%

+2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.81%

-35.06%

+1.25%

Current Drawdown

Current decline from peak

-0.48%

-0.55%

+0.07%

Average Drawdown

Average peak-to-trough decline

-4.01%

-4.41%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.04%

-0.04%

Volatility

LYPS.DE vs. IBCF.DE - Volatility Comparison

The current volatility for Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) is 2.63%, while iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a volatility of 3.08%. This indicates that LYPS.DE experiences smaller price fluctuations and is considered to be less risky than IBCF.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.DEIBCF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

3.08%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

8.63%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

11.79%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

16.02%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

16.34%

-0.24%

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

LYPS.DE has a 0.07% expense ratio, which is lower than IBCF.DE's 0.20% 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. IBCF.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
IBCF.DE
iShares S&P 500 EUR Hedged UCITS 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


LYPS.DE and IBCF.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.20% for IBCF.DE.

LYPS.DE tracks S&P 500 Index, while IBCF.DE tracks S&P 500 EUR Hedged Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for LYPS.DE and 0.20% for IBCF.DE.

Portfolio Optimizer

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