SP5L.L vs. FEDF.L
SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) and FEDF.L (Amundi USD Fed Funds Rate UCITS ETF Acc) are both exchange-traded funds - SP5L.L is a S&P 500 fund tracking the S&P 500 Index, while FEDF.L is a Money Market fund tracking the Solactive Fed Funds Effective Rate Total Return Index. Both are passively managed. Over the past 10 years, SP5L.L returned 13.67%/yr vs 2.68%/yr for FEDF.L. At a 0.18 correlation, their price movements are largely independent. SP5L.L charges 0.07%/yr vs 0.10%/yr for FEDF.L.
Performance
SP5L.L vs. FEDF.L - Performance Comparison
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Different Trading Currencies
SP5L.L is traded in GBP, while FEDF.L is traded in USD. To make them comparable, the FEDF.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SP5L.L achieves a 10.72% return, which is significantly higher than FEDF.L's 3.99% return. Over the past 10 years, SP5L.L has outperformed FEDF.L with an annualized return of 13.67%, while FEDF.L has yielded a comparatively lower 2.68% annualized return.
SP5L.L
- 1D
- 0.92%
- 1M
- 1.21%
- YTD
- 10.72%
- 6M
- 10.87%
- 1Y
- 27.80%
- 3Y*
- 19.62%
- 5Y*
- 14.40%
- 10Y*
- 13.67%
FEDF.L
- 1D
- 0.22%
- 1M
- 2.21%
- YTD
- 3.99%
- 6M
- 4.37%
- 1Y
- 7.29%
- 3Y*
- 3.43%
- 5Y*
- 4.65%
- 10Y*
- 2.68%
SP5L.L vs. FEDF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 10.72% | 9.50% | 27.60% | 19.99% | -8.84% | 31.19% | 13.92% | 26.93% | 1.00% | -5.12% |
FEDF.L Amundi USD Fed Funds Rate UCITS ETF Acc | 3.99% | -3.17% | 7.07% | -0.16% | 13.68% | 0.92% | -2.67% | -1.76% | 7.77% | -7.80% |
Correlation
The correlation between SP5L.L and FEDF.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.18 |
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Return for Risk
SP5L.L vs. FEDF.L — Risk / Return Rank
SP5L.L
FEDF.L
SP5L.L vs. FEDF.L - 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 USD Fed Funds Rate UCITS ETF Acc (FEDF.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.
| SP5L.L | FEDF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.19 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 1.40 | +2.44 |
| Martin ratioReturn relative to average drawdown | 13.61 | 3.87 | +9.74 |
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Drawdowns
SP5L.L vs. FEDF.L - Drawdown Comparison
The maximum SP5L.L drawdown since its inception was -25.47%, which is greater than FEDF.L's maximum drawdown of -19.27%. Use the drawdown chart below to compare losses from any high point for SP5L.L and FEDF.L.
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Drawdown Indicators
| SP5L.L | FEDF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.47% | -19.27% | -6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -5.17% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -9.85% | -11.27% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -15.75% | -5.37% |
Max Drawdown (10Y)Largest decline over 10 years | -25.47% | -19.27% | -6.20% |
Current DrawdownCurrent decline from peak | -0.48% | -4.00% | +3.52% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -7.81% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.88% | +0.16% |
Volatility
SP5L.L vs. FEDF.L - Volatility Comparison
Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) has a higher volatility of 3.58% compared to Amundi USD Fed Funds Rate UCITS ETF Acc (FEDF.L) at 1.58%. This indicates that SP5L.L's price experiences larger fluctuations and is considered to be riskier than FEDF.L 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 | FEDF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 1.58% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 5.03% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.93% | 6.62% | +4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.79% | 8.49% | +10.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 8.92% | +9.05% |
SP5L.L vs. FEDF.L - Expense Ratio Comparison
SP5L.L has a 0.07% expense ratio, which is lower than FEDF.L's 0.10% 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. FEDF.L - Dividend Comparison
Neither SP5L.L nor FEDF.L has paid dividends to shareholders.
Frequently Asked Questions
SP5L.L and FEDF.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.10% for FEDF.L.
SP5L.L is categorized as S&P 500, while FEDF.L is Money Market. SP5L.L tracks S&P 500 Index, while FEDF.L tracks Solactive Fed Funds Effective Rate Total Return Index. Their fees differ too: 0.07% for SP5L.L and 0.10% for FEDF.L.
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