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

SP5L.L vs. NASD.L

Last updated Jun 25, 2026

SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) and NASD.L (Lyxor Nasdaq-100 Ucits ETF Acc USD) are both exchange-traded funds - SP5L.L is a S&P 500 fund tracking the S&P 500 Index, while NASD.L is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, SP5L.L returned 13.67%/yr vs 23.61%/yr for NASD.L. A 0.79 correlation means they provide meaningful diversification when combined. SP5L.L charges 0.07%/yr vs 0.30%/yr for NASD.L.

Performance

SP5L.L vs. NASD.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 Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.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 NASD.L is traded in USD. To make them comparable, the NASD.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 lower than NASD.L's 18.85% return. Over the past 10 years, SP5L.L has underperformed NASD.L with an annualized return of 13.67%, while NASD.L has yielded a comparatively higher 23.61% 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%

NASD.L

1D
0.42%
1M
1.51%
YTD
18.85%
6M
18.40%
1Y
37.89%
3Y*
24.83%
5Y*
17.31%
10Y*
23.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
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%
NASD.L
Lyxor Nasdaq-100 Ucits ETF Acc USD		18.85%11.32%29.04%48.58%-25.47%29.46%44.11%52.29%10.83%6.43%

Correlation

The correlation between SP5L.L and NASD.L is 0.88, 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

0.88

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

0.86

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

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2014

0.79

The correlation between SP5L.L and NASD.L shifts across timeframes, from 0.78 (10 years) to 0.88 (1 year), reflecting how their relationship changes across market environments.

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

Sectors
SP5L.L
NASD.L

Technology

39.0%
53.7%

Financial Services

11.1%
0.2%

Communication Services

10.6%
15.8%

Consumer Cyclical

9.9%
12.2%

Healthcare

8.3%
4.2%

Industrials

7.8%
3.1%

Consumer Defensive

4.5%
7.7%

Energy

3.1%
0.6%

Utilities

2.1%
1.4%

Real Estate

1.8%
0.1%

Basic Materials

1.7%
1.1%

Technology

SP5L.L
39.0%
NASD.L
53.7%

Financial Services

SP5L.L
11.1%
NASD.L
0.2%

Communication Services

SP5L.L
10.6%
NASD.L
15.8%

Consumer Cyclical

SP5L.L
9.9%
NASD.L
12.2%

Healthcare

SP5L.L
8.3%
NASD.L
4.2%

Industrials

SP5L.L
7.8%
NASD.L
3.1%

Consumer Defensive

SP5L.L
4.5%
NASD.L
7.7%

Energy

SP5L.L
3.1%
NASD.L
0.6%

Utilities

SP5L.L
2.1%
NASD.L
1.4%

Real Estate

SP5L.L
1.8%
NASD.L
0.1%

Basic Materials

SP5L.L
1.7%
NASD.L
1.1%

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Lyxor S&P 500 UCITS ETF - Acc

Lyxor Nasdaq-100 Ucits ETF Acc USD

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Often compared with NASD.L:
NASD.L vs. AAPLNASD.L vs. TSLANASD.L vs. AIAI.LNASD.L vs. SUSW.LNASD.L vs. METANASD.L vs. NVDANASD.L vs. DGIT.L

Return for Risk

SP5L.L vs. NASD.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: 8484
Overall Rank
SP5L.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SP5L.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
SP5L.L Omega Ratio Rank: 8686
Omega Ratio Rank
SP5L.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SP5L.L Martin Ratio Rank: 7979
Martin Ratio Rank
NASD.L
NASD.L Risk / Return Rank: 6868
Overall Rank
NASD.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NASD.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
NASD.L Omega Ratio Rank: 6666
Omega Ratio Rank
NASD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
NASD.L Martin Ratio Rank: 6666
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. NASD.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 Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.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.LNASD.LDifference
Sharpe ratioReturn per unit of total volatility
2.54
2.25

+0.29

Sortino ratioReturn per unit of downside risk
3.41
3.03

+0.38

Omega ratioGain probability vs. loss probability

1.47

1.40

+0.07

Calmar ratioReturn relative to maximum drawdown

3.84

3.42

+0.42

Martin ratioReturn relative to average drawdown

13.61

9.54

+4.08

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

The current SP5L.L Sharpe Ratio is 2.54, which is comparable to the NASD.L Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SP5L.L and NASD.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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Drawdowns

SP5L.L vs. NASD.L - Drawdown Comparison

The maximum SP5L.L drawdown since its inception was -25.47%, smaller than the maximum NASD.L drawdown of -27.57%. Use the drawdown chart below to compare losses from any high point for SP5L.L and NASD.L.

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Drawdown Indicators

SP5L.LNASD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-27.57%

+2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

-11.03%

+3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-21.12%

-24.53%

+3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-27.57%

+6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

-27.57%

+2.10%

Current Drawdown

Current decline from peak

-0.48%

-2.49%

+2.01%

Average Drawdown

Average peak-to-trough decline

-5.16%

-6.10%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

3.96%

-1.92%

Volatility

SP5L.L vs. NASD.L - Volatility Comparison

The current volatility for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) is 3.58%, while Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) has a volatility of 6.60%. This indicates that SP5L.L experiences smaller price fluctuations and is considered to be less risky than NASD.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.LNASD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

6.60%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

12.87%

-5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

10.93%

16.81%

-5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

20.89%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

22.01%

-4.04%

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

SP5L.L has a 0.07% expense ratio, which is lower than NASD.L's 0.30% expense ratio.

Dividends

SP5L.L vs. NASD.L - Dividend Comparison

Neither SP5L.L nor NASD.L has paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
NASD.L
Lyxor Nasdaq-100 Ucits ETF Acc USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.66%0.69%0.87%
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%

Frequently Asked Questions

SP5L.L and NASD.L have a correlation of 0.88, 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 0.30% for NASD.L.

SP5L.L is categorized as S&P 500, while NASD.L is Nasdaq-100. SP5L.L tracks S&P 500 Index, while NASD.L tracks NASDAQ-100 Index. Their fees differ too: 0.07% for SP5L.L and 0.30% for NASD.L.

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