- Issuer
- Invesco
- Inception Date
- Nov 5, 2021
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Invesco S&P 500 Scored & Screened ETF Acc
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
SPXE.L Performance Chart
Invesco S&P 500 Scored & Screened ETF Acc (SPXE.L) is up 9.7% since the beginning of the year. SPXE.L is currently trading at $105 per share. Investors who bought $1,000 worth of SPXE.L shares 5 years ago would now be looking at an investment worth $1,902.
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Returns By Period
Invesco S&P 500 Scored & Screened ETF Acc (SPXE.L) has returned 9.73% so far this year and 23.78% over the past 12 months.
Invesco S&P 500 Scored & Screened ETF Acc
- 1D
- -0.05%
- 1M
- -0.92%
- 6M
- 9.61%
- YTD
- 9.73%
- 1Y
- 23.78%
- 3Y*
- 19.79%
- 5Y*
- 13.72%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
SPXE.L Monthly Returns History
Based on dividend-adjusted daily data since Mar 10, 2020, SPXE.L's average daily return is +0.07%, while the average monthly return is +1.49%. At this rate, an investment would double in approximately 3.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +11.4%, while the worst month was Mar 2020 at -10.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SPXE.L closed higher 56% of trading days. The best single day was Mar 26, 2020 with a return of +15.6%, while the worst single day was Mar 12, 2020 at -14.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.98% | -0.55% | -6.76% | 11.42% | 5.08% | 0.36% | -0.26% | 9.73% | |||||
| 2025 | 1.89% | -3.48% | -5.58% | -1.32% | 6.61% | 5.28% | 3.90% | 1.49% | 3.09% | 3.32% | 0.56% | 1.57% | 17.97% |
| 2024 | 1.81% | 3.88% | 3.64% | -2.43% | 2.87% | 5.52% | 0.55% | 1.19% | 2.35% | -0.10% | 5.24% | -2.00% | 24.55% |
| 2023 | 5.90% | -1.71% | 3.26% | 2.30% | 1.06% | 6.50% | 3.56% | -1.14% | -4.86% | -3.16% | 9.46% | 5.07% | 28.40% |
| 2022 | -6.06% | -1.48% | 5.18% | -8.48% | -2.03% | -7.62% | 7.88% | -2.82% | -8.10% | 6.57% | 2.23% | -3.13% | -18.00% |
| 2021 | 0.30% | 2.01% | 4.46% | 5.63% | 0.65% | 2.39% | 2.57% | 3.17% | -3.56% | 6.54% | 1.10% | 3.44% | 32.29% |
Benchmark Metrics
Invesco S&P 500 Scored & Screened ETF Acc has an annualized alpha of 9.32%, beta of 0.52, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since March 10, 2020.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.56%) than losses (94.17%) - typical of diversified or defensive assets.
- Beta of 0.52 may look defensive, but with R2 of 0.30 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 0.30 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
- 9.32%
- Beta
- 0.52
- R²
- 0.30
- Upside Capture
- 97.56%
- Downside Capture
- 94.17%
Return for Risk
Risk / Return Rank
SPXE.L ranks 79 for risk / return — better than 79% 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 Scored & Screened ETF Acc (SPXE.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.
| SPXE.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.31 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.35 | +0.43 |
| Martin ratioReturn relative to average drawdown | 11.84 | 10.19 | +1.65 |
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 Scored & Screened 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 Scored & Screened ETF Acc was 24.15%, occurring on Mar 23, 2020. Recovery took 37 trading sessions.
The current Invesco S&P 500 Scored & Screened ETF Acc drawdown is 0.92%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-24.15%Mar 2020 | 11d | 1mo 26d | 2mo 7dMar 2020 - May 2020 | COVID crash2020 |
-23.93%Oct 2022 | 9mo 14d | 1y 1mo | 1y 11moDec 2021 - Dec 2023 | Bear market2022 |
-19.14%Apr 2025 | 4mo 4d | 2mo 22d | 6mo 26dDec 2024 - Jun 2025 | 2025 selloff2025 |
-9.42%Sep 2020 | 18d | 1mo 19d | 2mo 7dSep 2020 - Nov 2020 | — |
-8.79%Mar 2026 | 1mo 18d | 17d | 2mo 5dFeb 2026 - Apr 2026 | — |
Drawdown Indicators
| SPXE.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.15% | -56.78% | +32.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -9.10% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -18.90% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.93% | -25.43% | +1.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.92% | -0.49% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -10.70% | +6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.09% | -0.02% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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