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V3AB.L vs. LSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

V3AB.L vs. LSPX.L

Last updated Jun 5, 2026

V3AB.L (Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating) and LSPX.L (Lyxor S&P 500 UCITS ETF - D-USD) are both exchange-traded funds - V3AB.L is a Global Equities fund tracking the MSCI ACWI NR USD, while LSPX.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, V3AB.L returned 11.91%/yr vs 15.13%/yr for LSPX.L. Their correlation of 0.91 suggests significant overlap in exposure. V3AB.L charges 0.24%/yr vs 0.09%/yr for LSPX.L.

Performance

V3AB.L vs. LSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.L) and Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

V3AB.L is traded in GBP, while LSPX.L is traded in GBp. To make them comparable, the LSPX.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, V3AB.L achieves a 12.14% return, which is significantly higher than LSPX.L's 10.61% return.

V3AB.L

1D
0.03%
1M
6.33%
YTD
12.14%
6M
12.90%
1Y
30.24%
3Y*
17.81%
5Y*
11.91%
10Y*
—

LSPX.L

1D
-0.03%
1M
5.53%
YTD
10.61%
6M
10.54%
1Y
29.34%
3Y*
19.22%
5Y*
15.13%
10Y*
16.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V3AB.L vs. LSPX.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
V3AB.L
Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating		12.14%12.22%19.77%17.95%-11.67%17.38%
LSPX.L
Lyxor S&P 500 UCITS ETF - D-USD		10.61%9.48%27.64%20.51%-9.65%26.76%

Correlation

The correlation between V3AB.L and LSPX.L is 0.91, 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

0.91

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.91

The correlation between V3AB.L and LSPX.L has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

V3AB.L vs. LSPX.L - Sectors Allocation Comparison

Sectors
V3AB.L
LSPX.L

Technology

33.9%
35.6%

Financial Services

17.7%
11.8%

Consumer Cyclical

11.2%
10.1%

Communication Services

10.0%
11.2%

Healthcare

9.7%
8.5%

Industrials

6.4%
8.3%

Consumer Defensive

4.4%
4.9%

Basic Materials

3.4%
1.8%

Real Estate

3.0%
1.9%

Utilities

0.4%
2.4%

Energy

0.0%
3.5%

Technology

V3AB.L
33.9%
LSPX.L
35.6%

Financial Services

V3AB.L
17.7%
LSPX.L
11.8%

Consumer Cyclical

V3AB.L
11.2%
LSPX.L
10.1%

Communication Services

V3AB.L
10.0%
LSPX.L
11.2%

Healthcare

V3AB.L
9.7%
LSPX.L
8.5%

Industrials

V3AB.L
6.4%
LSPX.L
8.3%

Consumer Defensive

V3AB.L
4.4%
LSPX.L
4.9%

Basic Materials

V3AB.L
3.4%
LSPX.L
1.8%

Real Estate

V3AB.L
3.0%
LSPX.L
1.9%

Utilities

V3AB.L
0.4%
LSPX.L
2.4%

Energy

V3AB.L
0.0%
LSPX.L
3.5%

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Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating

Lyxor S&P 500 UCITS ETF - D-USD

Often compared with V3AB.L:
V3AB.L vs. VWRP.LV3AB.L vs. VWRL.ASV3AB.L vs. V3AM.LV3AB.L vs. VUAG.LV3AB.L vs. SSAC.LV3AB.L vs. ESGG.LV3AB.L vs. VUSA.L
Often compared with LSPX.L:
LSPX.L vs. VUAG.LLSPX.L vs. CSP1.LLSPX.L vs. XSTC.LLSPX.L vs. SPYLSPX.L vs. SPXP.LLSPX.L vs. VOOLSPX.L vs. VERG.L

Return for Risk

V3AB.L vs. LSPX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
V3AB.L
V3AB.L Risk / Return Rank: 8080
Overall Rank
V3AB.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
V3AB.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
V3AB.L Omega Ratio Rank: 8383
Omega Ratio Rank
V3AB.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
V3AB.L Martin Ratio Rank: 8080
Martin Ratio Rank
LSPX.L
LSPX.L Risk / Return Rank: 8383
Overall Rank
LSPX.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LSPX.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
LSPX.L Omega Ratio Rank: 8686
Omega Ratio Rank
LSPX.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
LSPX.L Martin Ratio Rank: 7777
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.

V3AB.L vs. LSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.L) and Lyxor S&P 500 UCITS ETF - D-USD (LSPX.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.

V3AB.LLSPX.LDifference
Sharpe ratioReturn per unit of total volatility
2.58
2.80

-0.21

Sortino ratioReturn per unit of downside risk
3.56
3.72

-0.17

Omega ratioGain probability vs. loss probability

1.49

1.52

-0.03

Calmar ratioReturn relative to maximum drawdown

3.76

4.06

-0.30

Martin ratioReturn relative to average drawdown

15.42

14.65

+0.76

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

V3AB.L vs. LSPX.L - Sharpe Ratio Comparison

The current V3AB.L Sharpe Ratio is 2.58, which is comparable to the LSPX.L Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of V3AB.L and LSPX.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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Sharpe Ratios by Period

V3AB.LLSPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

2.80

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

1.09

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.13

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.30

-0.38

Drawdowns

V3AB.L vs. LSPX.L - Drawdown Comparison

The maximum V3AB.L drawdown since its inception was -19.00%, smaller than the maximum LSPX.L drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for V3AB.L and LSPX.L.

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Drawdown Indicators

V3AB.LLSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.00%

-25.47%

+6.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.00%

-7.22%

-0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

-21.10%

+2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-21.10%

+2.10%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.47%

—

Current Drawdown

Current decline from peak

-0.55%

-0.24%

-0.31%

Average Drawdown

Average peak-to-trough decline

-4.22%

-3.29%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.00%

-0.04%

Volatility

V3AB.L vs. LSPX.L - Volatility Comparison

Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.L) has a higher volatility of 3.38% compared to Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) at 2.58%. This indicates that V3AB.L's price experiences larger fluctuations and is considered to be riskier than LSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

V3AB.LLSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

2.58%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

7.13%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

10.50%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.72%

14.53%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.67%

17.05%

-3.38%

V3AB.L vs. LSPX.L - Expense Ratio Comparison

V3AB.L has a 0.24% expense ratio, which is higher than LSPX.L's 0.09% 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%.

Dividends

V3AB.L vs. LSPX.L - Dividend Comparison

V3AB.L has not paid dividends to shareholders, while LSPX.L's dividend yield for the trailing twelve months is around 0.91%.

PositionTTM20252024202320222021202020192018201720162015
LSPX.L
Lyxor S&P 500 UCITS ETF - D-USD		0.91%1.00%1.27%1.02%2.06%1.10%1.53%1.70%1.97%1.72%1.87%1.96%
V3AB.L
Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating		0.00%0.00%0.00%0.00%1.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.91, V3AB.L and LSPX.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.

On fees, LSPX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LSPX.L is cheaper with a 0.09% expense ratio, compared with 0.24% for V3AB.L.

V3AB.L is categorized as Global Equities, while LSPX.L is S&P 500. V3AB.L tracks MSCI ACWI NR USD, while LSPX.L tracks S&P 500 Index. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.24% for V3AB.L and 0.09% for LSPX.L.

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