SP5L.L vs. MWOZ.L

Last updated Jun 5, 2026

SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) and MWOZ.L (Amundi Prime Global UCITS ETF Dist) are both exchange-traded funds - SP5L.L is a S&P 500 fund tracking the S&P 500 Index, while MWOZ.L is a Global Equities fund tracking the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, SP5L.L returned 29.36% vs 27.68% for MWOZ.L. Their correlation of 0.95 suggests significant overlap in exposure. SP5L.L charges 0.07%/yr vs 0.05%/yr for MWOZ.L.

Performance

SP5L.L vs. MWOZ.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 Amundi Prime Global UCITS ETF Dist (MWOZ.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SP5L.L having a 10.62% return and MWOZ.L slightly lower at 10.17%.

SP5L.L

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

MWOZ.L

• 1D: 0.05%
• 1M: 5.09%
• YTD: 10.17%
• 6M: 10.38%
• 1Y: 27.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025
SP5L.L Lyxor S&P 500 UCITS ETF - Acc	10.62%	6.02%
MWOZ.L Amundi Prime Global UCITS ETF Dist	10.17%	8.44%

Correlation

The correlation between SP5L.L and MWOZ.L 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 (All Time) Calculated using the full available price history since Feb 7, 2025	0.95

The correlation between SP5L.L and MWOZ.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

SP5L.L vs. MWOZ.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: 82
SP5L.L Sharpe Ratio Rank: 85
SP5L.L Sortino Ratio Rank: 84
SP5L.L Omega Ratio Rank: 86
SP5L.L Calmar Ratio Rank: 80
SP5L.L Martin Ratio Rank: 77

MWOZ.L

MWOZ.L Risk / Return Rank: 83
MWOZ.L Sharpe Ratio Rank: 83
MWOZ.L Sortino Ratio Rank: 84
MWOZ.L Omega Ratio Rank: 85
MWOZ.L Calmar Ratio Rank: 81
MWOZ.L Martin Ratio Rank: 84

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. MWOZ.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 Prime Global UCITS ETF Dist (MWOZ.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.L	MWOZ.L	Difference
Sharpe ratio: Return per unit of total volatility	2.79	2.68	+0.11
Sortino ratio: Return per unit of downside risk	3.72	3.68	+0.03
Omega ratio: Gain probability vs. loss probability	1.52	1.51	+0.01
Calmar ratio: Return relative to maximum drawdown	4.06	4.16	-0.10
Martin ratio: Return relative to average drawdown	14.64	16.80	-2.16
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. MWOZ.L - Sharpe Ratio Comparison

The current SP5L.L Sharpe Ratio is 2.79, which is comparable to the MWOZ.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of SP5L.L and MWOZ.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.

Sharpe Ratios by Period

	SP5L.L	MWOZ.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.79	2.68	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	1.04	-0.10

Drawdowns

SP5L.L vs. MWOZ.L - Drawdown Comparison

The maximum SP5L.L drawdown since its inception was -25.47%, which is greater than MWOZ.L's maximum drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for SP5L.L and MWOZ.L.

Drawdown Indicators

	SP5L.L	MWOZ.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.47%	-18.50%	-6.97%
Max Drawdown (1Y) Largest decline over 1 year	-7.20%	-6.63%	-0.57%
Max Drawdown (3Y) Largest decline over 3 years	-21.12%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.12%	—	—
Current Drawdown Current decline from peak	-0.22%	-0.15%	-0.07%
Average Drawdown Average peak-to-trough decline	-3.50%	-3.16%	-0.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	1.64%	+0.36%

Volatility

SP5L.L vs. MWOZ.L - Volatility Comparison

Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.L) have volatilities of 2.61% and 2.54%, 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.

Volatility by Period

	SP5L.L	MWOZ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.61%	2.54%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	7.16%	7.27%	-0.11%
Volatility (1Y) Calculated over the trailing 1-year period	10.49%	10.29%	+0.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.26%	13.91%	+0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.84%	13.91%	+1.93%

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

SP5L.L has a 0.07% expense ratio, which is higher than MWOZ.L's 0.05% 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. MWOZ.L - Dividend Comparison

SP5L.L has not paid dividends to shareholders, while MWOZ.L's dividend yield for the trailing twelve months is around 1.20%.

Position	TTM	2025
MWOZ.L Amundi Prime Global UCITS ETF Dist	1.20%	1.60%
SP5L.L Lyxor S&P 500 UCITS ETF - Acc	0.00%	0.00%

Frequently Asked Questions

Can I hold both SP5L.L and MWOZ.L in my portfolio?

With a correlation of 0.93, SP5L.L and MWOZ.L 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.

Which ETF is better, SP5L.L or MWOZ.L?

On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SP5L.L or MWOZ.L?

MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.07% for SP5L.L.

What is the main difference between SP5L.L and MWOZ.L?

SP5L.L is categorized as S&P 500, while MWOZ.L is Global Equities. SP5L.L tracks S&P 500 Index, while MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index. Their fees differ too: 0.07% for SP5L.L and 0.05% for MWOZ.L.