SP5L.L vs. AUM5.DE
SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both S&P 500 funds from Amundi tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SP5L.L returned 15.13%/yr vs 15.04%/yr for AUM5.DE. Their correlation of 0.93 suggests significant overlap in exposure. SP5L.L charges 0.07%/yr vs 0.15%/yr for AUM5.DE.
Performance
SP5L.L vs. AUM5.DE - Performance Comparison
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Different Trading Currencies
SP5L.L is traded in GBP, while AUM5.DE is traded in EUR. To make them comparable, the AUM5.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with SP5L.L having a 10.62% return and AUM5.DE slightly lower at 10.51%.
SP5L.L
- 1D
- -0.00%
- 1M
- 5.55%
- YTD
- 10.62%
- 6M
- 10.54%
- 1Y
- 29.36%
- 3Y*
- 19.21%
- 5Y*
- 15.13%
- 10Y*
- —
AUM5.DE
- 1D
- -0.04%
- 1M
- 5.44%
- YTD
- 10.51%
- 6M
- 10.34%
- 1Y
- 29.06%
- 3Y*
- 19.12%
- 5Y*
- 15.04%
- 10Y*
- 16.23%
SP5L.L vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 10.62% | 9.50% | 27.61% | 19.99% | -8.84% | 31.19% | 13.92% | 26.93% | 0.03% | 6.79% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 10.51% | 10.25% | 26.62% | 20.19% | -9.44% | 31.02% | 13.15% | 27.92% | 0.39% | 6.72% |
Correlation
The correlation between SP5L.L and AUM5.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2017 | 0.93 |
The correlation between SP5L.L and AUM5.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
SP5L.L vs. AUM5.DE — Risk / Return Rank
SP5L.L
AUM5.DE
SP5L.L vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| SP5L.L | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.48 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | 4.07 | -0.01 |
| Martin ratioReturn relative to average drawdown | 14.64 | 14.68 | -0.04 |
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
| SP5L.L | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 2.60 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 1.01 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.01 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 1.00 | -0.06 |
Drawdowns
SP5L.L vs. AUM5.DE - Drawdown Comparison
The maximum SP5L.L drawdown since its inception was -25.47%, roughly equal to the maximum AUM5.DE drawdown of -26.24%. Use the drawdown chart below to compare losses from any high point for SP5L.L and AUM5.DE.
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Drawdown Indicators
| SP5L.L | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.47% | -26.24% | +0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -7.10% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -22.05% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -22.05% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.24% | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.26% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -3.26% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.97% | +0.03% |
Volatility
SP5L.L vs. AUM5.DE - Volatility Comparison
The current volatility for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) is 2.61%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 3.01%. This indicates that SP5L.L experiences smaller price fluctuations and is considered to be less risky than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SP5L.L | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 3.01% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 7.46% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.49% | 11.15% | -0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 14.74% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 15.95% | -0.11% |
SP5L.L vs. AUM5.DE - Expense Ratio Comparison
SP5L.L has a 0.07% expense ratio, which is lower than AUM5.DE's 0.15% 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
SP5L.L vs. AUM5.DE - Dividend Comparison
Neither SP5L.L nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, SP5L.L and AUM5.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, SP5L.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SP5L.L is cheaper with a 0.07% expense ratio, compared with 0.15% for AUM5.DE.
Both ETFs track S&P 500 Index. Their fees differ too: 0.07% for SP5L.L and 0.15% for AUM5.DE.
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