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SP5.PA vs. LQQ.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SP5.PA vs. LQQ.PA

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA).

SP5.PA and LQQ.PA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SP5.PA is a passively managed fund by Amundi that tracks the performance of the S&P 500 Index. It was launched on Mar 24, 2021. LQQ.PA is a passively managed fund by Amundi that tracks the performance of the Nasdaq 100® Leverage (2x) index. It was launched on Jun 27, 2006. Both SP5.PA and LQQ.PA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SP5.PA vs. LQQ.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). The values are adjusted to include any dividend payments, if applicable.

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SP5.PA vs. LQQ.PA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SP5.PA
Amundi S&P 500 UCITS ETF - Dist EUR		-2.85%4.06%34.08%22.28%-13.91%40.50%7.97%33.38%-0.25%7.00%
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage		-10.77%14.16%57.02%112.33%-59.20%71.22%74.17%83.28%-3.57%48.53%

Returns By Period

In the year-to-date period, SP5.PA achieves a -2.85% return, which is significantly higher than LQQ.PA's -10.77% return. Over the past 10 years, SP5.PA has underperformed LQQ.PA with an annualized return of 13.88%, while LQQ.PA has yielded a comparatively higher 29.73% annualized return.

SP5.PA

1D
1.70%
1M
-3.04%
YTD
-2.85%
6M
0.11%
1Y
10.28%
3Y*
16.25%
5Y*
12.28%
10Y*
13.88%

LQQ.PA

1D
5.92%
1M
-6.08%
YTD
-10.77%
6M
-7.37%
1Y
30.50%
3Y*
34.50%
5Y*
16.68%
10Y*
29.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Amundi S&P 500 UCITS ETF - Dist EUR

Lyxor UCITS NASDAQ-100 Daily Leverage

Often compared with SP5.PA:
SP5.PA vs. XDWT.LSP5.PA vs. EQQQ.LSP5.PA vs. SP5L.LSP5.PA vs. PSP5.PASP5.PA vs. CSH.PASP5.PA vs. SPY5.DESP5.PA vs. SPY5.L
Often compared with LQQ.PA:
LQQ.PA vs. QQQ3.LLQQ.PA vs. QLDLQQ.PA vs. PUST.PALQQ.PA vs. QDVE.DELQQ.PA vs. NASL.LLQQ.PA vs. EQQQ.LLQQ.PA vs. SPY

SP5.PA vs. LQQ.PA - Expense Ratio Comparison

SP5.PA has a 0.05% expense ratio, which is lower than LQQ.PA's 0.60% expense ratio.

LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
SP5.PA
Amundi S&P 500 UCITS ETF - Dist EUR

Return for Risk

SP5.PA vs. LQQ.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SP5.PA
SP5.PA Risk / Return Rank: 5252
Overall Rank
SP5.PA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SP5.PA Sortino Ratio Rank: 2828
Sortino Ratio Rank
SP5.PA Omega Ratio Rank: 3030
Omega Ratio Rank
SP5.PA Calmar Ratio Rank: 8888
Calmar Ratio Rank
SP5.PA Martin Ratio Rank: 8484
Martin Ratio Rank
LQQ.PA
LQQ.PA Risk / Return Rank: 5757
Overall Rank
LQQ.PA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LQQ.PA Sortino Ratio Rank: 4343
Sortino Ratio Rank
LQQ.PA Omega Ratio Rank: 4242
Omega Ratio Rank
LQQ.PA Calmar Ratio Rank: 8686
Calmar Ratio Rank
LQQ.PA 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.

SP5.PA vs. LQQ.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). 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.

SP5.PALQQ.PADifference

Sharpe ratio

Return per unit of total volatility

0.59

0.77

-0.18

Sortino ratio

Return per unit of downside risk

0.91

1.27

-0.37

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

3.09

2.70

+0.39

Martin ratio

Return relative to average drawdown

10.65

8.75

+1.90

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SP5.PA vs. LQQ.PA - Sharpe Ratio Comparison

The current SP5.PA Sharpe Ratio is 0.59, which is comparable to the LQQ.PA Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SP5.PA and LQQ.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SP5.PALQQ.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.77

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.41

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.75

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.63

+0.23

Correlation

The correlation between SP5.PA and LQQ.PA is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SP5.PA vs. LQQ.PA - Dividend Comparison

SP5.PA's dividend yield for the trailing twelve months is around 1.03%, while LQQ.PA has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
SP5.PA
Amundi S&P 500 UCITS ETF - Dist EUR		1.03%1.00%1.20%1.05%2.12%1.09%1.55%1.64%1.93%1.76%1.89%2.03%
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SP5.PA vs. LQQ.PA - Drawdown Comparison

The maximum SP5.PA drawdown since its inception was -33.67%, smaller than the maximum LQQ.PA drawdown of -75.86%. Use the drawdown chart below to compare losses from any high point for SP5.PA and LQQ.PA.

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Drawdown Indicators

SP5.PALQQ.PADifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-75.86%

+42.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-24.34%

+10.85%

Max Drawdown (5Y)

Largest decline over 5 years

-23.28%

-61.21%

+37.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

-61.21%

+27.54%

Current Drawdown

Current decline from peak

-5.18%

-17.00%

+11.82%

Average Drawdown

Average peak-to-trough decline

-4.15%

-15.84%

+11.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

6.75%

-4.69%

Volatility

SP5.PA vs. LQQ.PA - Volatility Comparison

The current volatility for Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA) is 3.80%, while Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) has a volatility of 10.87%. This indicates that SP5.PA experiences smaller price fluctuations and is considered to be less risky than LQQ.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SP5.PALQQ.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

10.87%

-7.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

23.30%

-14.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

39.22%

-22.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

39.75%

-24.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

38.80%

-22.69%