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Invesco S&P 500 UCITS ETF (SPXP.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00B3YCGJ38

WKN

A1CYW7

Issuer

Invesco

Inception Date

May 20, 2010

Leveraged

1x

Index Tracked

Russell 1000 TR USD

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SPXP.L has an expense ratio of 0.05%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

Invesco S&P 500 UCITS ETF (SPXP.L) returned -5.70% year-to-date (YTD) and 3.60% over the past 12 months. Over the past 10 years, SPXP.L delivered an annualized return of 14.51%, outperforming the S&P 500 benchmark at 10.88%.


SPXP.L

YTD

-5.70%

1M

0.64%

6M

-5.73%

1Y

3.60%

3Y*

14.72%

5Y*

13.48%

10Y*

14.51%

^GSPC (Benchmark)

YTD

1.47%

1M

2.11%

6M

0.62%

1Y

9.04%

3Y*

16.60%

5Y*

14.01%

10Y*

10.88%

*Annualized

Monthly Returns

The table below presents the monthly returns of SPXP.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.00%-4.96%-7.93%-3.70%6.17%1.36%-5.70%
20242.36%4.82%3.49%-2.30%1.04%6.36%-0.95%-0.86%0.55%4.11%6.82%-0.35%27.58%
20233.41%0.28%0.53%0.13%2.10%4.07%2.04%0.35%-0.87%-2.70%4.78%4.61%20.06%
2022-6.12%-1.42%7.02%-3.69%-2.56%-4.62%8.10%1.76%-3.61%2.69%-1.62%-3.97%-8.79%
2021-0.24%0.93%5.31%4.89%-1.71%4.79%1.83%4.17%-1.71%3.94%3.43%2.23%31.26%
20200.59%-6.85%-6.99%9.32%5.80%1.99%-0.50%6.08%-0.03%-3.26%6.88%1.56%13.90%
20194.75%2.32%3.62%3.72%-2.21%5.35%6.98%-2.74%1.33%-3.18%4.11%0.51%26.76%
2018-0.23%0.36%-5.68%3.74%5.36%1.77%3.45%4.25%0.32%-4.75%1.00%-8.30%0.26%
2017-1.32%5.71%-0.63%-2.40%1.42%0.09%0.66%2.38%-2.01%3.56%1.02%2.11%10.77%
2016-2.71%3.98%2.54%-1.91%2.69%8.90%4.61%1.18%0.96%4.80%1.56%3.73%34.25%
2015-0.06%2.44%2.83%-2.38%1.05%-4.67%3.03%-3.90%-2.28%7.01%2.75%0.41%5.76%
20143.21%1.54%2.96%5.53%0.97%14.98%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPXP.L is 28, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SPXP.L is 2828
Overall Rank
The Sharpe Ratio Rank of SPXP.L is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXP.L is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SPXP.L is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SPXP.L is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SPXP.L is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXP.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Invesco S&P 500 UCITS ETF Sharpe ratios as of Jun 21, 2025 (values are recalculated daily):

  • 1-Year: 0.21
  • 5-Year: 0.89
  • 10-Year: 0.89
  • All Time: 0.93

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Invesco S&P 500 UCITS ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History


Invesco S&P 500 UCITS ETF doesn't pay dividends

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. 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 was 25.46%, occurring on Mar 23, 2020. Recovery took 106 trading sessions.

The current Invesco S&P 500 UCITS ETF drawdown is 9.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.46%Feb 20, 202023Mar 23, 2020106Aug 24, 2020129
-20.77%Jan 23, 202555Apr 9, 2025
-15.67%Oct 4, 201858Dec 24, 201881Apr 23, 2019139
-15.46%Dec 31, 2021114Jun 16, 202242Aug 15, 2022156
-14.92%Apr 14, 201593Aug 24, 2015142Mar 15, 2016235
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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