SP5L.L vs. PACW.L

Last updated Jun 5, 2026

SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) and PACW.L (Amundi Prime All Country World UCITS ETF Income) are both exchange-traded funds - SP5L.L is a S&P 500 fund tracking the S&P 500 Index, while PACW.L is a Global Equities fund tracking the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, SP5L.L returned 29.36% vs 30.29% for PACW.L. Their correlation of 0.95 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.

Performance

SP5L.L vs. PACW.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 All Country World UCITS ETF Income (PACW.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SP5L.L achieves a 10.62% return, which is significantly lower than PACW.L's 11.92% 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*: —

PACW.L

• 1D: -0.04%
• 1M: 5.24%
• YTD: 11.92%
• 6M: 12.31%
• 1Y: 30.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025
SP5L.L Lyxor S&P 500 UCITS ETF - Acc	10.62%	6.63%
PACW.L Amundi Prime All Country World UCITS ETF Income	11.92%	9.58%

Correlation

The correlation between SP5L.L and PACW.L is 0.94, 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	0.94
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025	0.95

The correlation between SP5L.L and PACW.L has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

Return for Risk

SP5L.L vs. PACW.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

PACW.L

PACW.L Risk / Return Rank: 86
PACW.L Sharpe Ratio Rank: 88
PACW.L Sortino Ratio Rank: 88
PACW.L Omega Ratio Rank: 89
PACW.L Calmar Ratio Rank: 82
PACW.L Martin Ratio Rank: 85

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. PACW.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 All Country World UCITS ETF Income (PACW.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	PACW.L	Difference
Sharpe ratio: Return per unit of total volatility	2.79	2.89	-0.11
Sortino ratio: Return per unit of downside risk	3.72	3.95	-0.23
Omega ratio: Gain probability vs. loss probability	1.52	1.55	-0.03
Calmar ratio: Return relative to maximum drawdown	4.06	4.27	-0.22
Martin ratio: Return relative to average drawdown	14.64	17.43	-2.79
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. PACW.L - Sharpe Ratio Comparison

The current SP5L.L Sharpe Ratio is 2.79, which is comparable to the PACW.L Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of SP5L.L and PACW.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	PACW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.79	2.89	-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	1.24	-0.30

Drawdowns

SP5L.L vs. PACW.L - Drawdown Comparison

The maximum SP5L.L drawdown since its inception was -25.47%, which is greater than PACW.L's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for SP5L.L and PACW.L.

Drawdown Indicators

	SP5L.L	PACW.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.47%	-17.68%	-7.79%
Max Drawdown (1Y) Largest decline over 1 year	-7.20%	-7.06%	-0.14%
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%	-0.46%	+0.24%
Average Drawdown Average peak-to-trough decline	-3.50%	-3.02%	-0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	1.73%	+0.27%

Volatility

SP5L.L vs. PACW.L - Volatility Comparison

The current volatility for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) is 2.61%, while Amundi Prime All Country World UCITS ETF Income (PACW.L) has a volatility of 2.93%. This indicates that SP5L.L experiences smaller price fluctuations and is considered to be less risky than PACW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SP5L.L	PACW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.61%	2.93%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	7.16%	7.75%	-0.59%
Volatility (1Y) Calculated over the trailing 1-year period	10.49%	10.42%	+0.07%
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. PACW.L - Expense Ratio Comparison

Both SP5L.L and PACW.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. PACW.L - Dividend Comparison

SP5L.L has not paid dividends to shareholders, while PACW.L's dividend yield for the trailing twelve months is around 1.23%.

Position	TTM
PACW.L Amundi Prime All Country World UCITS ETF Income	1.23%
SP5L.L Lyxor S&P 500 UCITS ETF - Acc	0.00%

Frequently Asked Questions

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

With a correlation of 0.94, SP5L.L and PACW.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 PACW.L?

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

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

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

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

SP5L.L is categorized as S&P 500, while PACW.L is Global Equities. SP5L.L tracks S&P 500 Index, while PACW.L tracks Solactive GBS Global Markets Large & Mid Cap Index.