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USPY.L vs. ISPY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USPY.L vs. ISPY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Cyber Security UCITS ETF (USPY.L) and L&G Cyber Security UCITS ETF (ISPY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

USPY.L is traded in USD, while ISPY.L is traded in GBp. To make them comparable, the ISPY.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with USPY.L having a 47.19% return and ISPY.L slightly higher at 47.96%. Both investments have delivered pretty close results over the past 10 years, with USPY.L having a 17.27% annualized return and ISPY.L not far ahead at 17.43%.


USPY.L

1D
-0.15%
1M
11.40%
6M
50.30%
YTD
47.19%
1Y
45.45%
3Y*
29.54%
5Y*
12.61%
10Y*
17.27%

ISPY.L

1D
-1.85%
1M
12.14%
6M
51.23%
YTD
47.96%
1Y
46.26%
3Y*
30.23%
5Y*
12.79%
10Y*
17.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPY.L vs. ISPY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USPY.L
L&G Cyber Security UCITS ETF
47.19%7.58%17.82%42.25%-32.63%7.68%42.21%29.64%8.27%24.08%
ISPY.L
L&G Cyber Security UCITS ETF
47.96%7.85%17.69%41.44%-32.64%8.19%41.44%30.69%7.98%23.87%

Correlation

The correlation between USPY.L and ISPY.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.95

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

0.95

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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2015

0.94

The correlation between USPY.L and ISPY.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

USPY.L vs. ISPY.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USPY.L
USPY.L Risk / Return Rank: 5959
Overall Rank
USPY.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
USPY.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
USPY.L Omega Ratio Rank: 6262
Omega Ratio Rank
USPY.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
USPY.L Martin Ratio Rank: 4949
Martin Ratio Rank

ISPY.L
ISPY.L Risk / Return Rank: 5353
Overall Rank
ISPY.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ISPY.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
ISPY.L Omega Ratio Rank: 6060
Omega Ratio Rank
ISPY.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
ISPY.L Martin Ratio Rank: 4141
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.

USPY.L vs. ISPY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Cyber Security UCITS ETF (USPY.L) and L&G Cyber Security UCITS ETF (ISPY.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.


USPY.LISPY.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.30

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

2.57

2.52

+0.05

Martin ratioReturn relative to average drawdown

6.67

6.54

+0.13

USPY.L vs. ISPY.L - Sharpe Ratio Comparison

The current USPY.L Sharpe Ratio is 1.65, which is comparable to the ISPY.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of USPY.L and ISPY.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

USPY.L vs. ISPY.L - Drawdown Comparison

The maximum USPY.L drawdown since its inception was -39.35%, smaller than the maximum ISPY.L drawdown of -52.67%. Use the drawdown chart below to compare losses from any high point for USPY.L and ISPY.L.


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Drawdown Indicators


USPY.LISPY.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.35%

-52.67%

+13.32%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-18.30%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-27.03%

-27.67%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-39.35%

-39.42%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-39.35%

-39.42%

+0.07%

Current Drawdown

Current decline from peak

-2.42%

-1.85%

-0.57%

Average Drawdown

Average peak-to-trough decline

-9.82%

-16.00%

+6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.98%

7.05%

-0.07%

Volatility

USPY.L vs. ISPY.L - Volatility Comparison

L&G Cyber Security UCITS ETF (USPY.L) has a higher volatility of 11.34% compared to L&G Cyber Security UCITS ETF (ISPY.L) at 10.74%. This indicates that USPY.L's price experiences larger fluctuations and is considered to be riskier than ISPY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USPY.LISPY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.34%

10.74%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

25.24%

24.89%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

28.22%

27.98%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.09%

28.71%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.56%

25.05%

-1.49%

USPY.L vs. ISPY.L - Expense Ratio Comparison

Both USPY.L and ISPY.L have an expense ratio of 0.69%.


Dividends

USPY.L vs. ISPY.L - Dividend Comparison

Neither USPY.L nor ISPY.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, USPY.L and ISPY.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.

Both ETFs have the same 0.69% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

USPY.L and ISPY.L have the same expense ratio: 0.69% per year.

USPY.L is categorized as Technology Equities, while ISPY.L is Cybersecurity. USPY.L tracks L&G Cyber Security UCITS ETF, while ISPY.L tracks ISE Cyber Security UCITS Index.

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