LYYB.DE vs. F500.DE
LYYB.DE (Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist) and F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) are both exchange-traded funds - LYYB.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Broad Select, while F500.DE is a S&P 500 fund tracking the S&P 500 ESG+. Both are passively managed. Over the past 5 years, LYYB.DE returned 13.05%/yr vs 15.55%/yr for F500.DE. With a 0.98 correlation, they move nearly in lockstep. LYYB.DE charges 0.09%/yr vs 0.12%/yr for F500.DE.
Performance
LYYB.DE vs. F500.DE - Performance Comparison
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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*
- —
LYYB.DE vs. F500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
LYYB.DE vs. F500.DE — Risk / Return Rank
LYYB.DE
F500.DE
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.DE | F500.DE | Difference | |
|---|---|---|---|
| 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 |
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
| LYYB.DE | F500.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| LYYB.DE | F500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.38% | 0.00% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -4.64% | -4.57% |
Ulcer IndexDepth 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.
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Volatility by Period
| LYYB.DE | F500.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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