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PRIJ.L vs. SP5L.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIJ.L vs. SP5L.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and Lyxor S&P 500 UCITS ETF - Acc (SP5L.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PRIJ.L is traded in GBp, while SP5L.L is traded in GBP. To make them comparable, the SP5L.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRIJ.L achieves a 16.89% return, which is significantly higher than SP5L.L's 9.56% return.


PRIJ.L

1D
-0.60%
1M
2.79%
YTD
16.89%
6M
17.38%
1Y
35.53%
3Y*
17.11%
5Y*
10.28%
10Y*

SP5L.L

1D
0.03%
1M
-0.15%
YTD
9.56%
6M
9.71%
1Y
26.48%
3Y*
19.25%
5Y*
14.16%
10Y*
13.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIJ.L vs. SP5L.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
16.89%17.80%9.02%13.78%-6.35%2.49%12.24%11.21%
SP5L.L
Lyxor S&P 500 UCITS ETF - Acc
9.56%9.50%27.60%19.99%-8.84%31.19%13.92%16.04%

Correlation

The correlation between PRIJ.L and SP5L.L is 0.50, 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

0.50

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

0.46

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

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2019

0.56

The correlation between PRIJ.L and SP5L.L has been stable across timeframes, ranging from 0.46 to 0.56 - a consistent structural relationship.

PRIJ.L vs. SP5L.L - Sectors Allocation Comparison


Sectors
PRIJ.L
SP5L.L

Industrials

24.0%
7.8%

Technology

21.2%
39.0%

Financial Services

17.4%
11.1%

Consumer Cyclical

12.0%
9.9%

Communication Services

8.4%
10.6%

Healthcare

5.3%
8.3%

Consumer Defensive

3.7%
4.5%

Basic Materials

3.6%
1.7%

Real Estate

2.6%
1.8%

Utilities

1.1%
2.1%

Energy

0.8%
3.1%

Industrials

PRIJ.L
24.0%
SP5L.L
7.8%

Technology

PRIJ.L
21.2%
SP5L.L
39.0%

Financial Services

PRIJ.L
17.4%
SP5L.L
11.1%

Consumer Cyclical

PRIJ.L
12.0%
SP5L.L
9.9%

Communication Services

PRIJ.L
8.4%
SP5L.L
10.6%

Healthcare

PRIJ.L
5.3%
SP5L.L
8.3%

Consumer Defensive

PRIJ.L
3.7%
SP5L.L
4.5%

Basic Materials

PRIJ.L
3.6%
SP5L.L
1.7%

Real Estate

PRIJ.L
2.6%
SP5L.L
1.8%

Utilities

PRIJ.L
1.1%
SP5L.L
2.1%

Energy

PRIJ.L
0.8%
SP5L.L
3.1%

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Return for Risk

PRIJ.L vs. SP5L.L — Risk / Return Rank

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

PRIJ.L
PRIJ.L Risk / Return Rank: 6868
Overall Rank
PRIJ.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PRIJ.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
PRIJ.L Omega Ratio Rank: 6969
Omega Ratio Rank
PRIJ.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
PRIJ.L Martin Ratio Rank: 6666
Martin Ratio Rank

SP5L.L
SP5L.L Risk / Return Rank: 8282
Overall Rank
SP5L.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SP5L.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
SP5L.L Omega Ratio Rank: 8585
Omega Ratio Rank
SP5L.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
SP5L.L 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.

PRIJ.L vs. SP5L.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and Lyxor S&P 500 UCITS ETF - Acc (SP5L.L). 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.


PRIJ.LSP5L.LDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.09

Calmar ratioReturn relative to maximum drawdown

3.22

3.66

-0.44

Martin ratioReturn relative to average drawdown

10.27

12.94

-2.67

PRIJ.L vs. SP5L.L - Sharpe Ratio Comparison

The current PRIJ.L Sharpe Ratio is 1.87, which is comparable to the SP5L.L Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of PRIJ.L and SP5L.L, 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

PRIJ.L vs. SP5L.L - Drawdown Comparison

The maximum PRIJ.L drawdown since its inception was -24.45%, roughly equal to the maximum SP5L.L drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for PRIJ.L and SP5L.L.


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Drawdown Indicators


PRIJ.LSP5L.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.45%

-25.47%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-7.20%

-3.79%

Max Drawdown (3Y)

Largest decline over 3 years

-12.98%

-21.12%

+8.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.16%

-21.12%

+2.96%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

Current Drawdown

Current decline from peak

-3.04%

-1.51%

-1.53%

Average Drawdown

Average peak-to-trough decline

-4.97%

-5.16%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.04%

+1.40%

Volatility

PRIJ.L vs. SP5L.L - Volatility Comparison

Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) has a higher volatility of 5.54% compared to Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) at 3.70%. This indicates that PRIJ.L's price experiences larger fluctuations and is considered to be riskier than SP5L.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRIJ.LSP5L.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

3.70%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

15.37%

7.80%

+7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

10.97%

+7.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

18.79%

-3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

17.97%

-1.33%

PRIJ.L vs. SP5L.L - Expense Ratio Comparison

PRIJ.L has a 0.05% expense ratio, which is lower than SP5L.L's 0.07% 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

PRIJ.L vs. SP5L.L - Dividend Comparison

PRIJ.L's dividend yield for the trailing twelve months is around 1.51%, while SP5L.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
1.51%1.76%1.89%1.89%2.17%1.81%1.71%1.89%
SP5L.L
Lyxor S&P 500 UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PRIJ.L and SP5L.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRIJ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIJ.L is cheaper with a 0.05% expense ratio, compared with 0.07% for SP5L.L.

PRIJ.L is categorized as Japan Equities, while SP5L.L is S&P 500. PRIJ.L tracks TOPIX TR JPY, while SP5L.L tracks S&P 500 Index. Their fees differ too: 0.05% for PRIJ.L and 0.07% for SP5L.L.

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