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500P.L vs. SPEP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

500P.L vs. SPEP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

500P.L is traded in GBP, while SPEP.L is traded in GBp. To make them comparable, the SPEP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, 500P.L achieves a 8.03% return, which is significantly lower than SPEP.L's 10.66% return.


500P.L

1D
0.00%
1M
1.20%
YTD
8.03%
6M
8.24%
1Y
23.15%
3Y*
18.75%
5Y*
13.53%
10Y*

SPEP.L

1D
-0.44%
1M
1.51%
YTD
10.66%
6M
11.05%
1Y
30.32%
3Y*
19.45%
5Y*
15.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

500P.L vs. SPEP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
500P.L
Franklin S&P 500 Paris Aligned Climate UCITS ETF
8.03%7.74%28.94%23.30%-12.86%34.04%11.40%
SPEP.L
Invesco S&P 500 Scored & Screened ETF Acc
10.66%9.94%26.61%21.47%-8.35%34.02%10.58%

Correlation

The correlation between 500P.L and SPEP.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2020

0.97

The correlation between 500P.L and SPEP.L has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

500P.L vs. SPEP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

500P.L
500P.L Risk / Return Rank: 6363
Overall Rank
500P.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
500P.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
500P.L Omega Ratio Rank: 7474
Omega Ratio Rank
500P.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
500P.L Martin Ratio Rank: 4545
Martin Ratio Rank

SPEP.L
SPEP.L Risk / Return Rank: 9090
Overall Rank
SPEP.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SPEP.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
SPEP.L Omega Ratio Rank: 9191
Omega Ratio Rank
SPEP.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPEP.L Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

500P.L vs. SPEP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


500P.LSPEP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.38

1.51

-0.13

Calmar ratioReturn relative to maximum drawdown

2.15

4.35

-2.20

Martin ratioReturn relative to average drawdown

6.68

16.79

-10.11

500P.L vs. SPEP.L - Sharpe Ratio Comparison

The current 500P.L Sharpe Ratio is 2.05, which is comparable to the SPEP.L Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of 500P.L and SPEP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

500P.L vs. SPEP.L - Drawdown Comparison

The maximum 500P.L drawdown since its inception was -20.32%, roughly equal to the maximum SPEP.L drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for 500P.L and SPEP.L.


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Drawdown Indicators


500P.LSPEP.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.32%

-21.07%

+0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-6.93%

-3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-20.32%

-21.07%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-20.32%

-21.07%

+0.75%

Current Drawdown

Current decline from peak

-0.25%

-0.95%

+0.70%

Average Drawdown

Average peak-to-trough decline

-4.13%

-4.48%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

1.80%

+1.68%

Volatility

500P.L vs. SPEP.L - Volatility Comparison

Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) have volatilities of 3.67% and 3.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


500P.LSPEP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

3.56%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

7.60%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

11.32%

10.91%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

20.10%

-5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.06%

20.79%

-5.73%

500P.L vs. SPEP.L - Expense Ratio Comparison

500P.L has a 0.07% expense ratio, which is lower than SPEP.L's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

500P.L vs. SPEP.L - Dividend Comparison

Neither 500P.L nor SPEP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, 500P.L and SPEP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 500P.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

500P.L is cheaper with a 0.07% expense ratio, compared with 0.09% for SPEP.L.

500P.L tracks S&P 500 Net Zero 2050 Paris-Aligned ESG Index, while SPEP.L tracks S&P 500 ESG Index. They also come from different issuers: Franklin and Invesco. Their fees differ too: 0.07% for 500P.L and 0.09% for SPEP.L.

Portfolio Optimizer

Find the right allocation for 500P.L and SPEP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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