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

SP5L.L vs. IVV

Last updated Jun 5, 2026

SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) and IVV (iShares Core S&P 500 ETF) are both S&P 500 funds tracking the S&P 500 Index, from Amundi and iShares respectively. Both are passively managed. Over the past 5 years, SP5L.L returned 15.13%/yr vs 15.11%/yr for IVV. A 0.59 correlation means they provide meaningful diversification when combined. SP5L.L charges 0.07%/yr vs 0.03%/yr for IVV.

Performance

SP5L.L vs. IVV - 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 S&P 500 ETF (IVV). 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 IVV is traded in USD. To make them comparable, the IVV 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 lower than IVV's 11.26% 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*
—

IVV

1D
0.00%
1M
5.08%
YTD
11.26%
6M
9.97%
1Y
29.23%
3Y*
19.41%
5Y*
15.11%
10Y*
16.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SP5L.L vs. IVV - 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%
IVV
iShares Core S&P 500 ETF		11.83%9.45%27.12%19.99%-8.43%29.98%14.92%26.08%1.17%6.08%

Correlation

The correlation between SP5L.L and IVV is 0.64, 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

0.64

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

0.59

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

0.58

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

0.59

The correlation between SP5L.L and IVV has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.

SP5L.L vs. IVV - Sectors Allocation Comparison

Sectors
SP5L.L
IVV

Technology

35.6%
35.6%

Financial Services

11.8%
11.8%

Communication Services

11.2%
11.2%

Consumer Cyclical

10.1%
10.1%

Healthcare

8.5%
8.5%

Industrials

8.3%
8.3%

Consumer Defensive

4.9%
4.9%

Energy

3.5%
3.5%

Utilities

2.4%
2.4%

Real Estate

1.9%
1.9%

Basic Materials

1.8%
1.8%

Technology

SP5L.L
35.6%
IVV
35.6%

Financial Services

SP5L.L
11.8%
IVV
11.8%

Communication Services

SP5L.L
11.2%
IVV
11.2%

Consumer Cyclical

SP5L.L
10.1%
IVV
10.1%

Healthcare

SP5L.L
8.5%
IVV
8.5%

Industrials

SP5L.L
8.3%
IVV
8.3%

Consumer Defensive

SP5L.L
4.9%
IVV
4.9%

Energy

SP5L.L
3.5%
IVV
3.5%

Utilities

SP5L.L
2.4%
IVV
2.4%

Real Estate

SP5L.L
1.9%
IVV
1.9%

Basic Materials

SP5L.L
1.8%
IVV
1.8%

Compare stocks, funds, or ETFs

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

Lyxor S&P 500 UCITS ETF - Acc

iShares Core S&P 500 ETF

Often compared with SP5L.L:
SP5L.L vs. VWRP.LSP5L.L vs. WLDL.LSP5L.L vs. CW8G.LSP5L.L vs. BRK-BSP5L.L vs. SPYSP5L.L vs. SWDA.LSP5L.L vs. VOO
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

SP5L.L vs. IVV — 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
IVV
IVV Risk / Return Rank: 7474
Overall Rank
IVV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7575
Sortino Ratio Rank
IVV Omega Ratio Rank: 7575
Omega Ratio Rank
IVV Calmar Ratio Rank: 6666
Calmar Ratio Rank
IVV Martin Ratio Rank: 7979
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. IVV - 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 S&P 500 ETF (IVV). 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.LIVVDifference
Sharpe ratioReturn per unit of total volatility
2.79
2.56

+0.22

Sortino ratioReturn per unit of downside risk
3.72
3.32

+0.39

Omega ratioGain probability vs. loss probability

1.52

1.48

+0.04

Calmar ratioReturn relative to maximum drawdown

4.06

3.83

+0.23

Martin ratioReturn relative to average drawdown

14.64

14.70

-0.06

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. IVV - Sharpe Ratio Comparison

The current SP5L.L Sharpe Ratio is 2.79, which is comparable to the IVV Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of SP5L.L and IVV, 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.LIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.79

2.56

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.96

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.90

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.70

+0.24

Drawdowns

SP5L.L vs. IVV - Drawdown Comparison

The maximum SP5L.L drawdown since its inception was -25.47%, smaller than the maximum IVV drawdown of -34.69%. Use the drawdown chart below to compare losses from any high point for SP5L.L and IVV.

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Drawdown Indicators

SP5L.LIVVDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-34.69%

+9.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

-7.67%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-21.12%

-21.93%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-21.93%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.98%

—

Current Drawdown

Current decline from peak

-0.22%

-0.50%

+0.28%

Average Drawdown

Average peak-to-trough decline

-3.50%

-4.77%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.99%

+0.01%

Volatility

SP5L.L vs. IVV - Volatility Comparison

Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and iShares Core S&P 500 ETF (IVV) have volatilities of 2.61% and 2.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SP5L.LIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

2.69%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

8.16%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

10.49%

11.45%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

15.83%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

18.13%

-2.29%

SP5L.L vs. IVV - Expense Ratio Comparison

SP5L.L has a 0.07% expense ratio, which is higher than IVV's 0.03% expense ratio. However, 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. IVV - Dividend Comparison

SP5L.L has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.06%.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
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%0.00%

Frequently Asked Questions

SP5L.L and IVV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IVV is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IVV is cheaper with a 0.03% expense ratio, compared with 0.07% for SP5L.L.

Both ETFs track S&P 500 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for SP5L.L and 0.03% for IVV.

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