FASA.L vs. G500.L
FASA.L (Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc) and G500.L (Invesco S&P 500 UCITS ETF (GBP Hdg)) are both Global Equities funds from Invesco - FASA.L tracks the Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc while G500.L tracks the Invesco S&P 500 UCITS ETF (GBP Hdg). Both are passively managed. Over the past 3 years, FASA.L returned 12.75%/yr vs 19.63%/yr for G500.L. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
FASA.L vs. G500.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FASA.L achieves a 4.29% return, which is significantly lower than G500.L's 9.90% return.
FASA.L
- 1D
- 0.23%
- 1M
- 1.53%
- 6M
- 2.71%
- YTD
- 4.29%
- 1Y
- 15.40%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
G500.L
- 1D
- -0.05%
- 1M
- -0.03%
- 6M
- 9.49%
- YTD
- 9.90%
- 1Y
- 21.08%
- 3Y*
- 19.63%
- 5Y*
- 12.15%
- 10Y*
- —
FASA.L vs. G500.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FASA.L Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc | 4.29% | 21.28% | 9.36% | 4.57% | -2.43% | 3.75% |
G500.L Invesco S&P 500 UCITS ETF (GBP Hdg) | 9.90% | 17.45% | 24.98% | 24.88% | -19.98% | 4.04% |
Correlation
The correlation between FASA.L and G500.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021 | 0.55 |
The correlation between FASA.L and G500.L has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FASA.L vs. G500.L — Risk / Return Rank
FASA.L
G500.L
FASA.L vs. G500.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc (FASA.L) and Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.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.
| FASA.L | G500.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.33 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 2.65 | -1.23 |
| Martin ratioReturn relative to average drawdown | 4.47 | 10.68 | -6.21 |
Loading charts...
Drawdowns
FASA.L vs. G500.L - Drawdown Comparison
The maximum FASA.L drawdown since its inception was -12.64%, smaller than the maximum G500.L drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for FASA.L and G500.L.
Loading charts...
Drawdown Indicators
| FASA.L | G500.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.64% | -25.20% | +12.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -8.21% | -2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -12.35% | -18.22% | +5.87% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.20% | — |
Current DrawdownCurrent decline from peak | -2.45% | -0.66% | -1.79% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -5.31% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.04% | +1.46% |
Volatility
FASA.L vs. G500.L - Volatility Comparison
Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc (FASA.L) has a higher volatility of 3.42% compared to Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L) at 2.79%. This indicates that FASA.L's price experiences larger fluctuations and is considered to be riskier than G500.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FASA.L | G500.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 2.79% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 9.28% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.79% | 12.06% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 15.99% | -2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.10% | 15.87% | -2.77% |
Dividends
FASA.L vs. G500.L - Dividend Comparison
Neither FASA.L nor G500.L has paid dividends to shareholders.
Frequently Asked Questions
FASA.L and G500.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FASA.L tracks Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc, while G500.L tracks Invesco S&P 500 UCITS ETF (GBP Hdg).
Find the right allocation for FASA.L and G500.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer