- Issuer
- Invesco
- Inception Date
- Jul 14, 2021
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Invesco S&P 500 Low Volatility UCITS ETF Accumulation
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
SPLG.L Performance Chart
Invesco S&P 500 Low Volatility UCITS ETF Accumulation (SPLG.L) is up 6.0% since the beginning of the year. SPLG.L is currently trading at £41 per share. Investors who bought £1,000 worth of SPLG.L shares 5 years ago would now be looking at an investment worth £1,349.
Loading charts...
Returns By Period
Invesco S&P 500 Low Volatility UCITS ETF Accumulation (SPLG.L) has returned 6.03% so far this year and 6.15% over the past 12 months.
Invesco S&P 500 Low Volatility UCITS ETF Accumulation
- 1D
- -0.07%
- 1M
- 1.73%
- 6M
- 5.03%
- YTD
- 6.03%
- 1Y
- 6.15%
- 3Y*
- 7.28%
- 5Y*
- 6.17%
- 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%
SPLG.L Monthly Returns History
Based on dividend-adjusted daily data since Jul 14, 2021, SPLG.L's average daily return is +0.01%, while the average monthly return is +0.10%. At this rate, an investment would double in approximately 57.8 years.
Historically, 48% of months were positive and 52% were negative. The best month was Mar 2022 with a return of +8.3%, while the worst month was Jul 2021 at -26.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SPLG.L closed higher 51% of trading days. The best single day was Nov 16, 2023 with a return of +24.8%, while the worst single day was Jul 15, 2021 at -27.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.53% | 8.21% | -3.95% | -0.53% | -1.34% | 5.44% | -0.89% | 6.03% | |||||
| 2025 | 3.60% | 1.91% | -1.65% | -5.76% | 0.42% | -2.76% | 4.32% | -1.12% | 0.35% | -0.96% | 2.93% | -3.14% | -2.34% |
| 2024 | 2.07% | 1.59% | 2.69% | -1.29% | -1.04% | 1.85% | 2.58% | 1.92% | -0.67% | 4.26% | 6.21% | -5.36% | 15.31% |
| 2023 | -3.65% | -0.09% | -1.49% | 1.22% | -4.13% | 1.48% | -0.01% | -0.95% | -0.18% | -0.78% | 0.91% | 1.84% | -5.86% |
| 2022 | -4.72% | -1.12% | 8.33% | 2.89% | -2.92% | -0.76% | 4.12% | 3.67% | -3.52% | 2.22% | -0.50% | -0.19% | 6.95% |
| 2021 | -26.70% | 2.34% | -2.00% | 2.12% | 3.42% | 5.61% | -18.01% |
Benchmark Metrics
Invesco S&P 500 Low Volatility UCITS ETF Accumulation has an annualized alpha of 1.05%, beta of 0.17, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since July 14, 2021.
- This ETF participated in 90.68% of S&P 500 Index downside but only 46.66% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.17 may look defensive, but with R2 of 0.01 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 0.01 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
- 1.05%
- Beta
- 0.17
- R²
- 0.01
- Upside Capture
- 46.66%
- Downside Capture
- 90.68%
Return for Risk
Risk / Return Rank
SPLG.L ranks 22 for risk / return — below 22% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco S&P 500 Low Volatility UCITS ETF Accumulation (SPLG.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.
| SPLG.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.31 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.50 | -1.61 |
| Martin ratioReturn relative to average drawdown | 2.18 | 9.11 | -6.93 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco S&P 500 Low Volatility UCITS ETF Accumulation. 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 Low Volatility UCITS ETF Accumulation was 27.94%, occurring on Jul 15, 2021. Recovery took 587 trading sessions.
The current Invesco S&P 500 Low Volatility UCITS ETF Accumulation drawdown is 2.88%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-27.94%Jul 2021 | 0s | 2y 4mo | 2y 4moJul 2021 - Nov 2023 | — |
-20.63%Nov 2023 | 12d | — | 2y 8moNov 2023 - now | — |
Drawdown Indicators
| SPLG.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.94% | -37.07% | +9.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -8.03% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -20.63% | -22.15% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -22.15% | +1.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -2.88% | -1.42% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -13.16% | -5.29% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.20% | +1.01% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with SPLG.L
Add Invesco S&P 500 Low Volatility UCITS ETF Accumulation to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with SPLG.L