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

SP5L.L vs. ISFU.L

Last updated Jun 5, 2026

SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) and ISFU.L (iShares Core FTSE 100 UCITS ETF GBP (Dist)) are both exchange-traded funds - SP5L.L is a S&P 500 fund tracking the S&P 500 Index, while ISFU.L is a Europe Equities fund tracking the FTSE 100 Index. Both are passively managed. Over the past 5 years, SP5L.L returned 15.13%/yr vs 11.88%/yr for ISFU.L. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.

Performance

SP5L.L vs. ISFU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SP5L.L is traded in GBP, while ISFU.L is traded in USD. To make them comparable, the ISFU.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 10.62% return, which is significantly higher than ISFU.L's 6.23% return.

SP5L.L

1D
-0.00%
1M
5.55%
YTD
10.62%
6M
10.54%
1Y
29.36%
3Y*
19.21%
5Y*
15.13%
10Y*
—

ISFU.L

1D
0.15%
1M
1.63%
YTD
6.23%
6M
8.16%
1Y
21.18%
3Y*
14.93%
5Y*
11.88%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
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%
ISFU.L
iShares Core FTSE 100 UCITS ETF GBP (Dist)		6.23%25.61%9.40%8.08%5.13%17.05%-11.29%16.70%-8.92%6.40%

Correlation

The correlation between SP5L.L and ISFU.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

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

0.42

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

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2017

0.56

The correlation between SP5L.L and ISFU.L shifts across timeframes, from 0.41 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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

Sectors
SP5L.L
ISFU.L

Technology

35.6%
0.8%

Financial Services

11.8%
24.8%

Communication Services

11.2%
2.6%

Consumer Cyclical

10.1%
4.7%

Healthcare

8.5%
13.8%

Industrials

8.3%
13.8%

Consumer Defensive

4.9%
12.8%

Energy

3.5%
11.9%

Utilities

2.4%
5.3%

Real Estate

1.9%
0.9%

Basic Materials

1.8%
8.6%

Technology

SP5L.L
35.6%
ISFU.L
0.8%

Financial Services

SP5L.L
11.8%
ISFU.L
24.8%

Communication Services

SP5L.L
11.2%
ISFU.L
2.6%

Consumer Cyclical

SP5L.L
10.1%
ISFU.L
4.7%

Healthcare

SP5L.L
8.5%
ISFU.L
13.8%

Industrials

SP5L.L
8.3%
ISFU.L
13.8%

Consumer Defensive

SP5L.L
4.9%
ISFU.L
12.8%

Energy

SP5L.L
3.5%
ISFU.L
11.9%

Utilities

SP5L.L
2.4%
ISFU.L
5.3%

Real Estate

SP5L.L
1.9%
ISFU.L
0.9%

Basic Materials

SP5L.L
1.8%
ISFU.L
8.6%

Compare stocks, funds, or ETFs

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Lyxor S&P 500 UCITS ETF - Acc

iShares Core FTSE 100 UCITS ETF GBP (Dist)

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Often compared with ISFU.L:
ISFU.L vs. IUKD.LISFU.L vs. TDGB.LISFU.L vs. ANDR.VIISFU.L vs. SSEZYISFU.L vs. VEAISFU.L vs. NG.LISFU.L vs. FEUZ.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SP5L.L
SP5L.L Risk / Return Rank: 8282
Overall Rank
SP5L.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SP5L.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
SP5L.L Omega Ratio Rank: 8686
Omega Ratio Rank
SP5L.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
SP5L.L Martin Ratio Rank: 7777
Martin Ratio Rank
ISFU.L
ISFU.L Risk / Return Rank: 4242
Overall Rank
ISFU.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ISFU.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
ISFU.L Omega Ratio Rank: 4242
Omega Ratio Rank
ISFU.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
ISFU.L Martin Ratio Rank: 4444
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.

SP5L.L vs. ISFU.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 iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.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.

SP5L.LISFU.LDifference
Sharpe ratioReturn per unit of total volatility
2.79
1.73

+1.05

Sortino ratioReturn per unit of downside risk
3.72
2.41

+1.31

Omega ratioGain probability vs. loss probability

1.52

1.33

+0.19

Calmar ratioReturn relative to maximum drawdown

4.06

2.31

+1.74

Martin ratioReturn relative to average drawdown

14.64

8.22

+6.42

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

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

The current SP5L.L Sharpe Ratio is 2.79, which is higher than the ISFU.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SP5L.L and ISFU.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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Sharpe Ratios by Period

SP5L.LISFU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.79

1.73

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.85

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.52

+0.42

Drawdowns

SP5L.L vs. ISFU.L - Drawdown Comparison

The maximum SP5L.L drawdown since its inception was -25.47%, smaller than the maximum ISFU.L drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SP5L.L and ISFU.L.

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Drawdown Indicators

SP5L.LISFU.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-34.97%

+9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

-9.12%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-21.12%

-13.09%

-8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-13.09%

-8.03%

Current Drawdown

Current decline from peak

-0.22%

-3.77%

+3.55%

Average Drawdown

Average peak-to-trough decline

-3.50%

-4.54%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.57%

-0.57%

Volatility

SP5L.L vs. ISFU.L - Volatility Comparison

The current volatility for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) is 2.61%, while iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) has a volatility of 4.36%. This indicates that SP5L.L experiences smaller price fluctuations and is considered to be less risky than ISFU.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.LISFU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

4.36%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

10.61%

-3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

10.49%

12.17%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

14.00%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

16.11%

-0.27%

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

Both SP5L.L and ISFU.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

SP5L.L vs. ISFU.L - Dividend Comparison

SP5L.L has not paid dividends to shareholders, while ISFU.L's dividend yield for the trailing twelve months is around 2.89%.

PositionTTM2025202420232022202120202019201820172016
ISFU.L
iShares Core FTSE 100 UCITS ETF GBP (Dist)		2.89%3.01%3.80%3.80%3.78%3.85%2.91%4.33%4.61%3.81%0.72%
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%0.00%0.00%0.00%

Frequently Asked Questions

SP5L.L and ISFU.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SP5L.L and ISFU.L have the same expense ratio: 0.07% per year.

SP5L.L is categorized as S&P 500, while ISFU.L is Europe Equities. SP5L.L tracks S&P 500 Index, while ISFU.L tracks FTSE 100 Index. They also come from different issuers: Amundi and iShares.

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