PortfoliosLab logoPortfoliosLab logo
LYYB.DE vs. F500.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYYB.DE vs. F500.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LYYB.DE achieves a 10.39% return, which is significantly lower than F500.DE's 11.02% return.


LYYB.DE

1D
-0.05%
1M
5.38%
YTD
10.39%
6M
10.27%
1Y
23.26%
3Y*
17.52%
5Y*
13.05%
10Y*
14.30%

F500.DE

1D
0.66%
1M
4.22%
YTD
11.02%
6M
11.00%
1Y
28.38%
3Y*
18.57%
5Y*
15.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYYB.DE vs. F500.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LYYB.DE
Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist
10.39%2.83%31.27%22.21%-17.02%38.79%9.55%34.69%-11.74%
F500.DE
Amundi S&P 500 ESG UCITS ETF Acc
11.02%5.41%31.71%24.10%-14.24%43.57%6.01%34.18%-11.70%

Correlation

The correlation between LYYB.DE and F500.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2018

0.98

The correlation between LYYB.DE and F500.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LYYB.DE vs. F500.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYYB.DE
LYYB.DE Risk / Return Rank: 5757
Overall Rank
LYYB.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LYYB.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
LYYB.DE Omega Ratio Rank: 5959
Omega Ratio Rank
LYYB.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
LYYB.DE Martin Ratio Rank: 5555
Martin Ratio Rank

F500.DE
F500.DE Risk / Return Rank: 7777
Overall Rank
F500.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
F500.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
F500.DE Omega Ratio Rank: 7777
Omega Ratio Rank
F500.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
F500.DE Martin Ratio Rank: 7878
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.

LYYB.DE vs. F500.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.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.


LYYB.DEF500.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.36

1.45

-0.09

Calmar ratioReturn relative to maximum drawdown

2.79

3.88

-1.10

Martin ratioReturn relative to average drawdown

9.46

14.92

-5.46

LYYB.DE vs. F500.DE - Sharpe Ratio Comparison

The current LYYB.DE Sharpe Ratio is 1.93, which is comparable to the F500.DE Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of LYYB.DE and F500.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.


Loading charts...

Sharpe Ratios by Period


LYYB.DEF500.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.44

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.00

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.87

-0.25

Drawdowns

LYYB.DE vs. F500.DE - Drawdown Comparison

The maximum LYYB.DE drawdown since its inception was -53.38%, which is greater than F500.DE's maximum drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for LYYB.DE and F500.DE.


Loading charts...

Drawdown Indicators


LYYB.DEF500.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.38%

-33.80%

-19.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-7.33%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-24.11%

-23.49%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-23.49%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-0.38%

0.00%

-0.38%

Average Drawdown

Average peak-to-trough decline

-9.21%

-4.64%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

1.91%

+0.54%

Volatility

LYYB.DE vs. F500.DE - Volatility Comparison

The current volatility for Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) is 2.66%, while Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a volatility of 2.88%. This indicates that LYYB.DE experiences smaller price fluctuations and is considered to be less risky than F500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LYYB.DEF500.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.88%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

7.78%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

11.68%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.62%

15.31%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

17.00%

-0.69%

LYYB.DE vs. F500.DE - Expense Ratio Comparison

LYYB.DE has a 0.09% expense ratio, which is lower than F500.DE's 0.12% 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

LYYB.DE vs. F500.DE - Dividend Comparison

LYYB.DE's dividend yield for the trailing twelve months is around 0.81%, while F500.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
F500.DE
Amundi S&P 500 ESG 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%
LYYB.DE
Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist
0.81%0.99%0.78%0.00%1.12%0.95%1.31%1.14%1.81%1.64%1.88%2.03%

Frequently Asked Questions


With a correlation of 0.96, LYYB.DE and F500.DE 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.

On fees, LYYB.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYYB.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for F500.DE.

LYYB.DE is categorized as Large Cap Blend Equities, while F500.DE is S&P 500. LYYB.DE tracks MSCI USA ESG Broad Select, while F500.DE tracks S&P 500 ESG+. Their fees differ too: 0.09% for LYYB.DE and 0.12% for F500.DE.

Portfolio Optimizer

Find the right allocation for LYYB.DE and F500.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer