XDPU.L vs. BYBG.L
XDPU.L (Xtrackers S&P 500 UCITS ETF 4C) and BYBG.L (Amundi S&P 500 Buyback ETF-C USD) are both S&P 500 funds - XDPU.L tracks the S&P 500 Index while BYBG.L tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past 3 years, XDPU.L returned 18.41%/yr vs 15.99%/yr for BYBG.L. Their 0.72 correlation means they have sometimes moved together and sometimes differently. XDPU.L charges 0.03%/yr vs 0.15%/yr for BYBG.L.
Performance
XDPU.L vs. BYBG.L - Performance Comparison
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Different Trading Currencies
XDPU.L is traded in USD, while BYBG.L is traded in GBp. To make them comparable, the BYBG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDPU.L achieves a 7.55% return, which is significantly lower than BYBG.L's 10.91% return.
XDPU.L
- 1D
- -0.87%
- 1M
- -0.03%
- 6M
- 6.03%
- YTD
- 7.55%
- 1Y
- 16.44%
- 3Y*
- 18.41%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.47%
BYBG.L
- 1D
- 1.49%
- 1M
- 3.60%
- 6M
- 8.80%
- YTD
- 10.91%
- 1Y
- 18.15%
- 3Y*
- 15.99%
- 5Y*
- 10.15%
- 10Y*
- 13.01%
- ALL TIME*
- 7.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $228.30K | $135.31K | $92.40K | |
| $384.88K | $1.17M | $724.46K |
XDPU.L vs. BYBG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDPU.L Xtrackers S&P 500 UCITS ETF 4C | 7.55% | 17.36% | 25.28% | 26.77% | -6.22% |
BYBG.L Amundi S&P 500 Buyback ETF-C USD | 10.91% | 17.67% | 13.90% | 15.36% | -3.64% |
Correlation
The correlation between XDPU.L and BYBG.L is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2022 | 0.72 |
The correlation between XDPU.L and BYBG.L shifts across timeframes, from 0.59 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDPU.L vs. BYBG.L — Risk / Return Rank
XDPU.L
BYBG.L
XDPU.L vs. BYBG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF 4C (XDPU.L) and Amundi S&P 500 Buyback ETF-C USD (BYBG.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.
| XDPU.L | BYBG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 3.42 | -1.39 |
| Martin ratioReturn relative to average drawdown | 8.09 | 9.67 | -1.58 |
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Drawdowns
XDPU.L vs. BYBG.L - Drawdown Comparison
The maximum XDPU.L drawdown since its inception was -18.25%, smaller than the maximum BYBG.L drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for XDPU.L and BYBG.L.
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Drawdown Indicators
| XDPU.L | BYBG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.25% | -49.35% | +31.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.22% | -5.29% | -2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -18.25% | -19.07% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.67% | — |
Current DrawdownCurrent decline from peak | -3.08% | 0.00% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -14.67% | +11.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.86% | +0.21% |
Volatility
XDPU.L vs. BYBG.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 UCITS ETF 4C (XDPU.L) is 3.39%, while Amundi S&P 500 Buyback ETF-C USD (BYBG.L) has a volatility of 3.58%. This indicates that XDPU.L experiences smaller price fluctuations and is considered to be less risky than BYBG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDPU.L | BYBG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.58% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 8.33% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 11.81% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 16.58% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 18.84% | -3.62% |
XDPU.L vs. BYBG.L - Expense Ratio Comparison
XDPU.L has a 0.03% expense ratio, which is lower than BYBG.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDPU.L vs. BYBG.L - Dividend Comparison
Neither XDPU.L nor BYBG.L has paid dividends to shareholders.
Frequently Asked Questions
XDPU.L and BYBG.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDPU.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDPU.L is cheaper with a 0.03% expense ratio, compared with 0.15% for BYBG.L.
XDPU.L tracks S&P 500 Index, while BYBG.L tracks S&P 500 Buyback NTR. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.03% for XDPU.L and 0.15% for BYBG.L.
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