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YIEL.L vs. 500G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YIEL.L vs. 500G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

YIEL.L is traded in EUR, while 500G.L is traded in GBp. To make them comparable, the 500G.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, YIEL.L achieves a 0.46% return, which is significantly lower than 500G.L's 11.56% return. Over the past 10 years, YIEL.L has underperformed 500G.L with an annualized return of 2.74%, while 500G.L has yielded a comparatively higher 15.14% annualized return.


YIEL.L

1D
0.06%
1M
1.02%
YTD
0.46%
6M
1.13%
1Y
3.83%
3Y*
6.51%
5Y*
2.09%
10Y*
2.74%

500G.L

1D
-0.13%
1M
5.33%
YTD
11.56%
6M
11.61%
1Y
25.83%
3Y*
18.94%
5Y*
14.89%
10Y*
15.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YIEL.L vs. 500G.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YIEL.L
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
0.46%5.74%6.35%9.75%-11.03%1.61%1.47%10.54%-4.50%4.48%
500G.L
Amundi S&P 500 Swap UCITS ETF USD Acc
11.56%3.73%33.59%22.43%-13.56%39.90%7.63%35.33%-1.35%6.42%

Correlation

The correlation between YIEL.L and 500G.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.39

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

0.46

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

0.47

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.46

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Return for Risk

YIEL.L vs. 500G.L — Risk / Return Rank

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

YIEL.L
YIEL.L Risk / Return Rank: 3333
Overall Rank
YIEL.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
YIEL.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
YIEL.L Omega Ratio Rank: 3636
Omega Ratio Rank
YIEL.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
YIEL.L Martin Ratio Rank: 3535
Martin Ratio Rank

500G.L
500G.L Risk / Return Rank: 8282
Overall Rank
500G.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
500G.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
500G.L Omega Ratio Rank: 8585
Omega Ratio Rank
500G.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
500G.L Martin Ratio Rank: 7979
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.

YIEL.L vs. 500G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.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.


YIEL.L500G.LDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.23

1.42

-0.19

Calmar ratioReturn relative to maximum drawdown

1.21

3.59

-2.38

Martin ratioReturn relative to average drawdown

5.11

13.07

-7.96

YIEL.L vs. 500G.L - Sharpe Ratio Comparison

The current YIEL.L Sharpe Ratio is 1.13, which is lower than the 500G.L Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of YIEL.L and 500G.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


YIEL.L500G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

2.28

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.99

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.94

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.97

-0.38

Drawdowns

YIEL.L vs. 500G.L - Drawdown Comparison

The maximum YIEL.L drawdown since its inception was -25.67%, smaller than the maximum 500G.L drawdown of -32.95%. Use the drawdown chart below to compare losses from any high point for YIEL.L and 500G.L.


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Drawdown Indicators


YIEL.L500G.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.67%

-32.95%

+7.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.16%

-7.17%

+4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-3.65%

-22.79%

+19.14%

Max Drawdown (5Y)

Largest decline over 5 years

-16.59%

-22.79%

+6.20%

Max Drawdown (10Y)

Largest decline over 10 years

-25.67%

-32.95%

+7.28%

Current Drawdown

Current decline from peak

-0.15%

-0.40%

+0.25%

Average Drawdown

Average peak-to-trough decline

-2.78%

-4.06%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

1.97%

-1.22%

Volatility

YIEL.L vs. 500G.L - Volatility Comparison

The current volatility for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) is 0.93%, while Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) has a volatility of 2.18%. This indicates that YIEL.L experiences smaller price fluctuations and is considered to be less risky than 500G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YIEL.L500G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

2.18%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

7.38%

-4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

11.27%

-7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

15.10%

-9.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.00%

16.10%

-9.10%

YIEL.L vs. 500G.L - Expense Ratio Comparison

YIEL.L has a 0.25% expense ratio, which is higher than 500G.L's 0.15% 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

YIEL.L vs. 500G.L - Dividend Comparison

YIEL.L's dividend yield for the trailing twelve months is around 4.05%, while 500G.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
500G.L
Amundi S&P 500 Swap UCITS ETF USD 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%
YIEL.L
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
4.05%4.07%2.29%3.31%3.55%2.85%3.16%3.67%4.00%4.05%4.80%4.41%

Frequently Asked Questions


YIEL.L and 500G.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 500G.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

500G.L is cheaper with a 0.15% expense ratio, compared with 0.25% for YIEL.L.

YIEL.L is categorized as European High Yield Bonds, while 500G.L is S&P 500. YIEL.L tracks Bloomberg Pan Euro HY Euro TR EUR, while 500G.L tracks S&P 500. Their fees differ too: 0.25% for YIEL.L and 0.15% for 500G.L.

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