LYPS.DE vs. IVE
LYPS.DE (Amundi S&P 500 II UCITS ETF EUR Dist) and IVE (iShares S&P 500 Value ETF) are both exchange-traded funds - LYPS.DE is a S&P 500 fund tracking the S&P 500 Index, while IVE is a Large Cap Value Equities fund tracking the S&P 500 Value Index. Both are passively managed. Over the past 10 years, LYPS.DE returned 15.17%/yr vs 11.50%/yr for IVE. A 0.56 correlation means they provide meaningful diversification when combined. LYPS.DE charges 0.07%/yr vs 0.18%/yr for IVE.
Performance
LYPS.DE vs. IVE - Performance Comparison
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Different Trading Currencies
LYPS.DE is traded in EUR, while IVE is traded in USD. To make them comparable, the IVE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LYPS.DE achieves a 11.42% return, which is significantly higher than IVE's 9.70% return. Over the past 10 years, LYPS.DE has outperformed IVE with an annualized return of 15.17%, while IVE has yielded a comparatively lower 11.50% 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%
IVE
- 1D
- 0.00%
- 1M
- 3.13%
- YTD
- 9.70%
- 6M
- 9.28%
- 1Y
- 20.93%
- 3Y*
- 12.68%
- 5Y*
- 11.77%
- 10Y*
- 11.50%
LYPS.DE vs. IVE - 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% |
IVE iShares S&P 500 Value ETF | 9.32% | -0.40% | 19.43% | 18.41% | 0.45% | 34.05% | -7.13% | 34.59% | -4.96% | 1.08% |
Correlation
The correlation between LYPS.DE and IVE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2010 | 0.56 |
The correlation between LYPS.DE and IVE shifts across timeframes, from 0.45 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYPS.DE vs. IVE — Risk / Return Rank
LYPS.DE
IVE
LYPS.DE vs. IVE - 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 Value ETF (IVE). 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 | IVE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 4.17 | -0.57 |
| Martin ratioReturn relative to average drawdown | 12.84 | 14.03 | -1.18 |
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 | IVE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.00 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.81 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.66 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.46 | +0.51 |
Drawdowns
LYPS.DE vs. IVE - Drawdown Comparison
The maximum LYPS.DE drawdown since its inception was -33.81%, smaller than the maximum IVE drawdown of -56.71%. Use the drawdown chart below to compare losses from any high point for LYPS.DE and IVE.
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Drawdown Indicators
| LYPS.DE | IVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.81% | -56.71% | +22.90% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -5.04% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -22.14% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -22.14% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -33.81% | -36.41% | +2.60% |
Current DrawdownCurrent decline from peak | -0.48% | 0.00% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -10.03% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.50% | +0.50% |
Volatility
LYPS.DE vs. IVE - Volatility Comparison
Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) has a higher volatility of 2.63% compared to iShares S&P 500 Value ETF (IVE) at 1.81%. This indicates that LYPS.DE's price experiences larger fluctuations and is considered to be riskier than IVE 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 | IVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 1.81% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 7.48% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 10.54% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 14.51% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 17.61% | -1.51% |
LYPS.DE vs. IVE - Expense Ratio Comparison
LYPS.DE has a 0.07% expense ratio, which is lower than IVE's 0.18% 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. IVE - Dividend Comparison
LYPS.DE's dividend yield for the trailing twelve months is around 0.90%, less than IVE's 1.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 1.52% | 1.61% | 2.04% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% |
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 IVE have a correlation of 0.45, 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 0.18% for IVE.
LYPS.DE is categorized as S&P 500, while IVE is Large Cap Value Equities. LYPS.DE tracks S&P 500 Index, while IVE tracks S&P 500 Value Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for LYPS.DE and 0.18% for IVE.
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