SP5L.L vs. VOO
Compare and contrast key facts about Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Vanguard S&P 500 ETF (VOO).
SP5L.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SP5L.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Dec 9, 2014. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SP5L.L and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SP5L.L or VOO.
Key characteristics
| SP5L.L | VOO | |
|---|---|---|
| YTD Return | 26.45% | 26.88% |
| 1Y Return | 32.25% | 37.59% |
| 3Y Return (Ann) | 12.07% | 10.23% |
| 5Y Return (Ann) | 16.13% | 15.93% |
| Sharpe Ratio | 2.85 | 3.06 |
| Sortino Ratio | 4.06 | 4.08 |
| Omega Ratio | 1.55 | 1.58 |
| Calmar Ratio | 4.96 | 4.43 |
| Martin Ratio | 20.19 | 20.25 |
| Ulcer Index | 1.58% | 1.85% |
| Daily Std Dev | 11.14% | 12.23% |
| Max Drawdown | -25.47% | -33.99% |
| Current Drawdown | 0.00% | -0.30% |
Correlation
The correlation between SP5L.L and VOO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SP5L.L vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with SP5L.L having a 26.45% return and VOO slightly higher at 26.88%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SP5L.L vs. VOO - Expense Ratio Comparison
SP5L.L has a 0.07% expense ratio, which is higher than VOO'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%.
Risk-Adjusted Performance
SP5L.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
SP5L.L vs. VOO - Dividend Comparison
SP5L.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SP5L.L vs. VOO - Drawdown Comparison
The maximum SP5L.L drawdown since its inception was -25.47%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SP5L.L and VOO. For additional features, visit the drawdowns tool.
Volatility
SP5L.L vs. VOO - Volatility Comparison
The current volatility for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) is 3.28%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that SP5L.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.