- Issuer
- Invesco
- Inception Date
- May 20, 2010
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Invesco S&P 500 UCITS ETF (GBP Hdg)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
G500.L Performance Chart
Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L) is up 9.9% since the beginning of the year. G500.L is currently trading at £98 per share. Investors who bought £1,000 worth of G500.L shares 5 years ago would now be looking at an investment worth £1,774.
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Returns By Period
Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L) has returned 9.90% so far this year and 21.08% over the past 12 months.
Invesco S&P 500 UCITS ETF (GBP Hdg)
- 1D
- -0.05%
- 1M
- -0.03%
- 6M
- 9.49%
- YTD
- 9.90%
- 1Y
- 21.08%
- 3Y*
- 19.63%
- 5Y*
- 12.15%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.66%
- 1M
- -0.64%
- 6M
- 8.66%
- YTD
- 10.17%
- 1Y
- 19.99%
- 3Y*
- 17.60%
- 5Y*
- 12.23%
- 10Y*
- 13.06%
G500.L Monthly Returns History
Based on dividend-adjusted daily data since Jun 30, 2020, G500.L's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, an investment would double in approximately 4.3 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +11.3%, while the worst month was Jun 2022 at -8.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, G500.L closed higher 55% of trading days. The best single day was Apr 10, 2025 with a return of +5.2%, while the worst single day was Apr 4, 2025 at -4.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.61% | -0.73% | -6.38% | 11.28% | 5.87% | -1.32% | 1.09% | 9.90% | |||||
| 2025 | 3.19% | -3.74% | -5.36% | -0.91% | 7.61% | 4.86% | 3.26% | 1.14% | 2.69% | 3.22% | 0.08% | 0.86% | 17.45% |
| 2024 | 2.10% | 4.14% | 3.61% | -3.41% | 2.80% | 5.61% | 0.50% | 1.34% | 2.51% | -0.00% | 5.23% | -1.54% | 24.98% |
| 2023 | 5.44% | -1.50% | 2.43% | 1.61% | 0.52% | 6.63% | 3.12% | -1.17% | -4.68% | -3.41% | 9.11% | 5.28% | 24.88% |
| 2022 | -6.53% | -1.33% | 4.97% | -7.79% | -2.85% | -8.22% | 8.17% | -2.97% | -8.09% | 5.50% | 1.91% | -3.06% | -19.98% |
| 2021 | 0.17% | 2.52% | 3.83% | 5.47% | 0.84% | 2.07% | 2.57% | 3.09% | -3.55% | 5.10% | 0.16% | 3.77% | 28.95% |
Benchmark Metrics
Invesco S&P 500 UCITS ETF (GBP Hdg) has an annualized alpha of 10.55%, beta of 0.42, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since June 30, 2020.
- This ETF captured 108.46% of S&P 500 Index gains but only 99.93% of its losses - a favorable profile for investors.
- Beta of 0.42 may look defensive, but with R2 of 0.17 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.17 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 10.55%
- Beta
- 0.42
- R²
- 0.17
- Upside Capture
- 108.46%
- Downside Capture
- 99.93%
Expense Ratio
G500.L has an expense ratio of 0.05%, which is considered low.
Return for Risk
Risk / Return Rank
G500.L ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L) and compare them to S&P 500 Index.
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.
| G500.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 2.50 | +0.15 |
| Martin ratioReturn relative to average drawdown | 10.68 | 9.11 | +1.57 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco S&P 500 UCITS ETF (GBP Hdg). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Invesco S&P 500 UCITS ETF (GBP Hdg) was 25.20%, occurring on Oct 12, 2022. Recovery took 321 trading sessions.
The current Invesco S&P 500 UCITS ETF (GBP Hdg) drawdown is 0.66%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-25.20%Oct 2022 | 9mo 15d | 1y 3mo | 2y 22dDec 2021 - Jan 2024 | Bear market2022 |
-18.22%Apr 2025 | 1mo 16d | 2mo 19d | 4mo 5dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-8.84%Sep 2020 | 18d | 1mo 19d | 2mo 7dSep 2020 - Nov 2020 | — |
-8.21%Mar 2026 | 2mo 1d | 16d | 2mo 17dJan 2026 - Apr 2026 | — |
-7.82%Aug 2024 | 20d | 1mo 13d | 2mo 3dJul 2024 - Sep 2024 | — |
Drawdown Indicators
| G500.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.20% | -37.07% | +11.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -8.03% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.22% | -22.15% | +3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -22.15% | -3.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -0.66% | -1.42% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -5.29% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.20% | -0.16% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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