SP5L.L vs. ZPRI.DE
SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) and ZPRI.DE (SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF) are both exchange-traded funds - SP5L.L is a S&P 500 fund tracking the S&P 500 Index, while ZPRI.DE is a Diversified Portfolio fund tracking the Morningstar Global Multi-Asset Infrastructure. Both are passively managed. Over the past 10 years, SP5L.L returned 13.60%/yr vs 6.11%/yr for ZPRI.DE. At a 0.40 correlation, their price movements are largely independent. SP5L.L charges 0.07%/yr vs 0.40%/yr for ZPRI.DE.
Performance
SP5L.L vs. ZPRI.DE - Performance Comparison
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Different Trading Currencies
SP5L.L is traded in GBP, while ZPRI.DE is traded in EUR. To make them comparable, the ZPRI.DE 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 11.25% return, which is significantly higher than ZPRI.DE's 6.04% return. Over the past 10 years, SP5L.L has outperformed ZPRI.DE with an annualized return of 13.60%, while ZPRI.DE has yielded a comparatively lower 6.11% annualized return.
SP5L.L
- 1D
- 0.26%
- 1M
- 2.66%
- YTD
- 11.25%
- 6M
- 11.59%
- 1Y
- 29.23%
- 3Y*
- 19.64%
- 5Y*
- 14.91%
- 10Y*
- 13.60%
ZPRI.DE
- 1D
- -0.07%
- 1M
- 1.26%
- YTD
- 6.04%
- 6M
- 6.22%
- 1Y
- 13.23%
- 3Y*
- 7.34%
- 5Y*
- 3.69%
- 10Y*
- 6.11%
SP5L.L vs. ZPRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 11.25% | 9.50% | 27.60% | 19.99% | -8.84% | 31.19% | 13.92% | 26.93% | 1.00% | -5.12% |
ZPRI.DE SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF | 6.04% | 7.25% | 4.12% | 1.47% | -2.83% | 6.29% | 3.64% | 14.57% | 3.00% | 2.88% |
Correlation
The correlation between SP5L.L and ZPRI.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2015 | 0.40 |
The correlation between SP5L.L and ZPRI.DE shifts across timeframes, from 0.27 (1 year) to 0.43 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SP5L.L vs. ZPRI.DE — Risk / Return Rank
SP5L.L
ZPRI.DE
SP5L.L vs. ZPRI.DE - 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 SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE). 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.L | ZPRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.31 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 3.24 | +0.86 |
| Martin ratioReturn relative to average drawdown | 14.56 | 9.06 | +5.50 |
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Drawdowns
SP5L.L vs. ZPRI.DE - Drawdown Comparison
The maximum SP5L.L drawdown since its inception was -25.47%, which is greater than ZPRI.DE's maximum drawdown of -16.92%. Use the drawdown chart below to compare losses from any high point for SP5L.L and ZPRI.DE.
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Drawdown Indicators
| SP5L.L | ZPRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.47% | -16.92% | -8.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -4.07% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -8.94% | -12.18% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -12.19% | -8.93% |
Max Drawdown (10Y)Largest decline over 10 years | -25.47% | -16.92% | -8.55% |
Current DrawdownCurrent decline from peak | 0.00% | -0.93% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -6.11% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.46% | +0.57% |
Volatility
SP5L.L vs. ZPRI.DE - Volatility Comparison
Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) has a higher volatility of 3.40% compared to SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE) at 2.31%. This indicates that SP5L.L's price experiences larger fluctuations and is considered to be riskier than ZPRI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SP5L.L | ZPRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 2.31% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.63% | 5.99% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 7.46% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 10.14% | +8.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 15.44% | +2.53% |
SP5L.L vs. ZPRI.DE - Expense Ratio Comparison
SP5L.L has a 0.07% expense ratio, which is lower than ZPRI.DE's 0.40% expense ratio.
Dividends
SP5L.L vs. ZPRI.DE - Dividend Comparison
SP5L.L has not paid dividends to shareholders, while ZPRI.DE's dividend yield for the trailing twelve months is around 2.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPRI.DE SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF | 2.86% | 2.99% | 2.76% | 2.78% | 2.54% | 1.89% | 2.23% | 2.29% | 2.18% | 2.36% | 0.98% | 1.19% |
Frequently Asked Questions
SP5L.L and ZPRI.DE have a correlation of 0.27, 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 0.40% for ZPRI.DE.
SP5L.L is categorized as S&P 500, while ZPRI.DE is Diversified Portfolio. SP5L.L tracks S&P 500 Index, while ZPRI.DE tracks Morningstar Global Multi-Asset Infrastructure. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.07% for SP5L.L and 0.40% for ZPRI.DE.
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