YIEL.L vs. SP5L.L

Last updated Jun 26, 2026

YIEL.L (Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist) and SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) are both exchange-traded funds - YIEL.L is a European High Yield Bonds fund tracking the Bloomberg Pan Euro HY Euro TR EUR, while SP5L.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, YIEL.L returned 3.06%/yr vs 13.24%/yr for SP5L.L. At a 0.42 correlation, their price movements are largely independent. YIEL.L charges 0.25%/yr vs 0.07%/yr for SP5L.L.

Performance

YIEL.L vs. SP5L.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 Lyxor S&P 500 UCITS ETF - Acc (SP5L.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

YIEL.L is traded in EUR, while SP5L.L is traded in GBP. To make them comparable, the SP5L.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 0.87% return, which is significantly lower than SP5L.L's 11.00% return. Over the past 10 years, YIEL.L has underperformed SP5L.L with an annualized return of 3.06%, while SP5L.L has yielded a comparatively higher 13.24% annualized return.

YIEL.L

• 1D: 0.11%
• 1M: 0.73%
• YTD: 0.87%
• 6M: 1.13%
• 1Y: 4.27%
• 3Y*: 6.69%
• 5Y*: 2.09%
• 10Y*: 3.06%

SP5L.L

• 1D: -0.93%
• 1M: 0.30%
• YTD: 11.00%
• 6M: 11.07%
• 1Y: 24.83%
• 3Y*: 19.12%
• 5Y*: 14.13%
• 10Y*: 13.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

YIEL.L vs. SP5L.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YIEL.L Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist	0.87%	5.74%	6.35%	9.76%	-11.04%	1.61%	1.47%	10.54%	-4.50%	4.48%
SP5L.L Lyxor S&P 500 UCITS ETF - Acc	11.00%	3.79%	33.76%	22.54%	-13.54%	39.72%	7.73%	35.00%	-0.25%	-8.86%

Correlation

The correlation between YIEL.L and SP5L.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Dec 9, 2014	0.42

Return for Risk

YIEL.L vs. SP5L.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: 40
YIEL.L Sharpe Ratio Rank: 39
YIEL.L Sortino Ratio Rank: 46
YIEL.L Omega Ratio Rank: 47
YIEL.L Calmar Ratio Rank: 29
YIEL.L Martin Ratio Rank: 39

SP5L.L

SP5L.L Risk / Return Rank: 81
SP5L.L Sharpe Ratio Rank: 84
SP5L.L Sortino Ratio Rank: 82
SP5L.L Omega Ratio Rank: 84
SP5L.L Calmar Ratio Rank: 79
SP5L.L Martin Ratio Rank: 77

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. SP5L.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 Lyxor S&P 500 UCITS ETF - Acc (SP5L.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.

	YIEL.L	SP5L.L	Difference
Sharpe ratio: Return per unit of total volatility	1.28	2.15	-0.88
Sortino ratio: Return per unit of downside risk	2.08	2.94	-0.85
Omega ratio: Gain probability vs. loss probability	1.27	1.40	-0.13
Calmar ratio: Return relative to maximum drawdown	1.34	3.46	-2.11
Martin ratio: Return relative to average drawdown	5.70	12.38	-6.68

YIEL.L vs. SP5L.L - Sharpe Ratio Comparison

The current YIEL.L Sharpe Ratio is 1.28, which is lower than the SP5L.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of YIEL.L and SP5L.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.

Drawdowns

YIEL.L vs. SP5L.L - Drawdown Comparison

The maximum YIEL.L drawdown since its inception was -25.67%, smaller than the maximum SP5L.L drawdown of -32.90%. Use the drawdown chart below to compare losses from any high point for YIEL.L and SP5L.L.

Drawdown Indicators

	YIEL.L	SP5L.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.67%	-32.90%	+7.23%
Max Drawdown (1Y) Largest decline over 1 year	-3.16%	-7.15%	+3.99%
Max Drawdown (3Y) Largest decline over 3 years	-3.65%	-22.84%	+19.19%
Max Drawdown (5Y) Largest decline over 5 years	-16.59%	-22.84%	+6.25%
Max Drawdown (10Y) Largest decline over 10 years	-25.67%	-32.90%	+7.23%
Current Drawdown Current decline from peak	0.00%	-0.94%	+0.94%
Average Drawdown Average peak-to-trough decline	-2.63%	-7.79%	+5.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.75%	2.00%	-1.25%

Volatility

YIEL.L vs. SP5L.L - Volatility Comparison

The current volatility for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) is 0.62%, while Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) has a volatility of 3.42%. This indicates that YIEL.L experiences smaller price fluctuations and is considered to be less risky than SP5L.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YIEL.L	SP5L.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.62%	3.42%	-2.80%
Volatility (6M) Calculated over the trailing 6-month period	2.97%	7.87%	-4.90%
Volatility (1Y) Calculated over the trailing 1-year period	3.33%	11.48%	-8.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.42%	19.47%	-14.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.93%	19.11%	-12.18%

YIEL.L vs. SP5L.L - Expense Ratio Comparison

YIEL.L has a 0.25% expense ratio, which is higher than SP5L.L's 0.07% 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. SP5L.L - Dividend Comparison

YIEL.L's dividend yield for the trailing twelve months is around 4.04%, while SP5L.L has not paid dividends to shareholders.

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%
YIEL.L Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist	4.04%	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

Can I hold both YIEL.L and SP5L.L in my portfolio?

YIEL.L and SP5L.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, YIEL.L or SP5L.L?

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.

Which ETF is cheaper, YIEL.L or SP5L.L?

SP5L.L is cheaper with a 0.07% expense ratio, compared with 0.25% for YIEL.L.

What is the main difference between YIEL.L and SP5L.L?

YIEL.L is categorized as European High Yield Bonds, while SP5L.L is S&P 500. YIEL.L tracks Bloomberg Pan Euro HY Euro TR EUR, while SP5L.L tracks S&P 500 Index. Their fees differ too: 0.25% for YIEL.L and 0.07% for SP5L.L.