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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco S&P 500 Low Volatility UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.L) has returned 1.43% so far this year and -0.54% over the past 12 months.
Invesco S&P 500 Low Volatility UCITS ETF Acc
- 1D
- -0.64%
- 1M
- -5.77%
- YTD
- 1.43%
- 6M
- 0.27%
- 1Y
- -0.54%
- 3Y*
- 7.24%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jul 14, 2021, SPLW.L's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, your investment would double in approximately 12.1 years.
Historically, 61% of months were positive and 39% were negative. The best month was Dec 2021 with a return of +7.4%, while the worst month was Sep 2022 at -7.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SPLW.L closed higher 52% of trading days. The best single day was Apr 10, 2025 with a return of +3.8%, while the worst single day was Apr 7, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.41% | 6.14% | -5.77% | 1.43% | |||||||||
| 2025 | 2.72% | 3.15% | 0.88% | -2.62% | 1.42% | -1.11% | 0.70% | 1.00% | -0.14% | -3.21% | 3.74% | -1.55% | 4.80% |
| 2024 | 1.84% | 0.94% | 2.97% | -2.87% | 1.02% | 1.16% | 4.20% | 4.34% | 1.30% | 0.14% | 4.79% | -6.56% | 13.46% |
| 2023 | -1.55% | -1.77% | 0.63% | 2.86% | -5.73% | 4.10% | 1.21% | -2.41% | -3.68% | -1.39% | 5.27% | 2.59% | -0.49% |
| 2022 | -5.08% | -1.16% | 6.16% | -1.77% | -2.58% | -4.25% | 4.27% | -0.82% | -7.71% | 5.48% | 3.33% | 0.82% | -4.28% |
| 2021 | 1.91% | 1.28% | -3.82% | 3.52% | 0.05% | 7.44% | 10.45% |
Benchmark Metrics
Invesco S&P 500 Low Volatility UCITS ETF Acc has an annualized alpha of 4.24%, beta of 0.17, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since July 15, 2021.
- This ETF participated in 55.76% of S&P 500 Index downside but only 47.51% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.17 may look defensive, but with R² of 0.06 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 0.06 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
- 4.24%
- Beta
- 0.17
- R²
- 0.06
- Upside Capture
- 47.51%
- Downside Capture
- 55.76%
Expense Ratio
SPLW.L has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
SPLW.L ranks 10 for risk / return — in the bottom 10% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.L) and compare them to a chosen benchmark (S&P 500 Index).
| SPLW.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | 0.90 | -0.94 |
Sortino ratioReturn per unit of downside risk | 0.03 | 1.39 | -1.35 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.40 | -1.49 |
Martin ratioReturn relative to average drawdown | -0.27 | 6.61 | -6.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SPLW.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 Low Volatility UCITS ETF Acc. 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 Acc was 17.23%, occurring on Oct 13, 2022. Recovery took 443 trading sessions.
The current Invesco S&P 500 Low Volatility UCITS ETF Acc drawdown is 5.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.23% | Apr 22, 2022 | 120 | Oct 13, 2022 | 443 | Jul 17, 2024 | 563 |
| -10.17% | Dec 31, 2021 | 39 | Feb 24, 2022 | 30 | Apr 7, 2022 | 69 |
| -9.67% | Mar 4, 2025 | 27 | Apr 9, 2025 | 93 | Aug 22, 2025 | 120 |
| -8.63% | Nov 28, 2024 | 29 | Jan 10, 2025 | 36 | Mar 3, 2025 | 65 |
| -5.94% | Mar 3, 2026 | 15 | Mar 23, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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