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LYPS.DE vs. IS31.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYPS.DE vs. IS31.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 Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.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 12.33% return, which is significantly higher than IS31.DE's 3.24% return.


LYPS.DE

1D
0.24%
1M
0.64%
6M
13.03%
YTD
12.33%
1Y
24.23%
3Y*
18.55%
5Y*
13.90%
10Y*
15.09%

IS31.DE

1D
0.09%
1M
0.37%
6M
4.54%
YTD
3.24%
1Y
7.12%
3Y*
10.62%
5Y*
5.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYPS.DE vs. IS31.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYPS.DE
Amundi S&P 500 II UCITS ETF EUR Dist
12.33%4.88%32.54%22.69%-14.11%40.91%7.07%34.95%-1.01%1.95%
IS31.DE
iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)
3.24%9.27%16.79%6.75%-14.54%23.93%5.67%27.41%-8.01%10.34%

Correlation

The correlation between LYPS.DE and IS31.DE is 0.63, 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

0.63

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

0.66

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

0.74

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2017

0.72

The correlation between LYPS.DE and IS31.DE shifts across timeframes, from 0.63 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LYPS.DE vs. IS31.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: 7878
Overall Rank
LYPS.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
LYPS.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
LYPS.DE Omega Ratio Rank: 7878
Omega Ratio Rank
LYPS.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
LYPS.DE Martin Ratio Rank: 7878
Martin Ratio Rank

IS31.DE
IS31.DE Risk / Return Rank: 2626
Overall Rank
IS31.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IS31.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
IS31.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IS31.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
IS31.DE Martin Ratio Rank: 3232
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. IS31.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 Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LYPS.DEIS31.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.38

1.15

+0.23

Calmar ratioReturn relative to maximum drawdown

3.39

1.07

+2.32

Martin ratioReturn relative to average drawdown

11.99

4.05

+7.94

LYPS.DE vs. IS31.DE - Sharpe Ratio Comparison

The current LYPS.DE Sharpe Ratio is 2.04, which is higher than the IS31.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of LYPS.DE and IS31.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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Drawdowns

LYPS.DE vs. IS31.DE - Drawdown Comparison

The maximum LYPS.DE drawdown since its inception was -33.80%, roughly equal to the maximum IS31.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LYPS.DE and IS31.DE.


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Drawdown Indicators


LYPS.DEIS31.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-33.66%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-6.64%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-23.36%

-12.56%

-10.80%

Max Drawdown (5Y)

Largest decline over 5 years

-23.36%

-20.75%

-2.61%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

Current Drawdown

Current decline from peak

-0.66%

0.00%

-0.66%

Average Drawdown

Average peak-to-trough decline

-4.08%

-4.85%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.75%

+0.27%

Volatility

LYPS.DE vs. IS31.DE - Volatility Comparison

Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) has a higher volatility of 3.66% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) at 2.94%. This indicates that LYPS.DE's price experiences larger fluctuations and is considered to be riskier than IS31.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.DEIS31.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

2.94%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

6.51%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.86%

8.76%

+3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

12.78%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

14.38%

+1.70%

LYPS.DE vs. IS31.DE - Expense Ratio Comparison

LYPS.DE has a 0.07% expense ratio, which is lower than IS31.DE's 0.25% 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. IS31.DE - Dividend Comparison

LYPS.DE's dividend yield for the trailing twelve months is around 0.89%, while IS31.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS31.DE
iShares Edge S&P 500 Minimum Volatility 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
0.89%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 IS31.DE have a correlation of 0.63, 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 0.25% for IS31.DE.

LYPS.DE tracks S&P 500 Index, while IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for LYPS.DE and 0.25% for IS31.DE.

Portfolio Optimizer

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