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GPSA.L vs. MXUD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GPSA.L vs. MXUD.L

Last updated Jun 5, 2026

GPSA.L (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and MXUD.L (Invesco MSCI USA UCITS ETF Dist) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and Invesco respectively. Both are passively managed. Over the past 5 years, GPSA.L returned 15.27%/yr vs 14.83%/yr for MXUD.L. Their correlation of 0.91 suggests significant overlap in exposure. GPSA.L charges 0.07%/yr vs 0.05%/yr for MXUD.L.

Performance

GPSA.L vs. MXUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) and Invesco MSCI USA UCITS ETF Dist (MXUD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GPSA.L is traded in GBP, while MXUD.L is traded in USD. To make them comparable, the MXUD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with GPSA.L having a 10.42% return and MXUD.L slightly higher at 10.85%.

GPSA.L

1D
0.14%
1M
4.94%
YTD
10.42%
6M
9.60%
1Y
29.51%
3Y*
20.13%
5Y*
15.27%
10Y*
—

MXUD.L

1D
0.01%
1M
5.65%
YTD
10.85%
6M
10.32%
1Y
28.94%
3Y*
19.44%
5Y*
14.83%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPSA.L vs. MXUD.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
GPSA.L
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)		10.42%9.72%28.95%23.60%-11.94%29.93%17.87%1.19%
MXUD.L
Invesco MSCI USA UCITS ETF Dist		10.81%9.07%27.65%21.47%-10.39%28.01%15.33%0.39%

Correlation

The correlation between GPSA.L and MXUD.L is 0.91, 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

0.91

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.91

The correlation between GPSA.L and MXUD.L has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

GPSA.L vs. MXUD.L - Sectors Allocation Comparison

Sectors
GPSA.L
MXUD.L

Technology

40.6%
35.4%

Communication Services

11.7%
11.3%

Financial Services

11.7%
11.6%

Consumer Cyclical

10.6%
10.1%

Healthcare

9.0%
8.6%

Industrials

7.3%
8.6%

Consumer Defensive

2.5%
4.8%

Real Estate

2.0%
1.9%

Basic Materials

1.8%
1.8%

Energy

1.7%
3.6%

Utilities

1.2%
2.3%

Technology

GPSA.L
40.6%
MXUD.L
35.4%

Communication Services

GPSA.L
11.7%
MXUD.L
11.3%

Financial Services

GPSA.L
11.7%
MXUD.L
11.6%

Consumer Cyclical

GPSA.L
10.6%
MXUD.L
10.1%

Healthcare

GPSA.L
9.0%
MXUD.L
8.6%

Industrials

GPSA.L
7.3%
MXUD.L
8.6%

Consumer Defensive

GPSA.L
2.5%
MXUD.L
4.8%

Real Estate

GPSA.L
2.0%
MXUD.L
1.9%

Basic Materials

GPSA.L
1.8%
MXUD.L
1.8%

Energy

GPSA.L
1.7%
MXUD.L
3.6%

Utilities

GPSA.L
1.2%
MXUD.L
2.3%

Compare stocks, funds, or ETFs

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iShares MSCI USA ESG Screened UCITS ETF USD (Acc)

Invesco MSCI USA UCITS ETF Dist

Often compared with GPSA.L:
GPSA.L vs. XDUS.LGPSA.L vs. SDUS.LGPSA.L vs. V3AA.DEGPSA.L vs. ESUS.LGPSA.L vs. VUAG.LGPSA.L vs. CSPX.LGPSA.L vs. VUSA.L
Often compared with MXUD.L:
MXUD.L vs. SPY5.LMXUD.L vs. CAPS.LMXUD.L vs. MVEA.LMXUD.L vs. BBUS.LMXUD.L vs. FRUE.LMXUD.L vs. ISDU.LMXUD.L vs. XMVU.L

Return for Risk

GPSA.L vs. MXUD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GPSA.L
GPSA.L Risk / Return Rank: 7575
Overall Rank
GPSA.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GPSA.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
GPSA.L Omega Ratio Rank: 8181
Omega Ratio Rank
GPSA.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
GPSA.L Martin Ratio Rank: 6464
Martin Ratio Rank
MXUD.L
MXUD.L Risk / Return Rank: 7373
Overall Rank
MXUD.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MXUD.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
MXUD.L Omega Ratio Rank: 7474
Omega Ratio Rank
MXUD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
MXUD.L Martin Ratio Rank: 7575
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.

GPSA.L vs. MXUD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) and Invesco MSCI USA UCITS ETF Dist (MXUD.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.

GPSA.LMXUD.LDifference
Sharpe ratioReturn per unit of total volatility
2.59
2.41

+0.18

Sortino ratioReturn per unit of downside risk
3.49
3.26

+0.24

Omega ratioGain probability vs. loss probability

1.48

1.44

+0.04

Calmar ratioReturn relative to maximum drawdown

3.32

3.82

-0.50

Martin ratioReturn relative to average drawdown

11.67

12.47

-0.80

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPSA.L vs. MXUD.L - Sharpe Ratio Comparison

The current GPSA.L Sharpe Ratio is 2.59, which is comparable to the MXUD.L Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of GPSA.L and MXUD.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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Sharpe Ratios by Period

GPSA.LMXUD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

2.41

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.95

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.86

+0.10

Drawdowns

GPSA.L vs. MXUD.L - Drawdown Comparison

The maximum GPSA.L drawdown since its inception was -23.14%, smaller than the maximum MXUD.L drawdown of -26.88%. Use the drawdown chart below to compare losses from any high point for GPSA.L and MXUD.L.

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Drawdown Indicators

GPSA.LMXUD.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.14%

-26.88%

+3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-7.54%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-22.33%

-21.48%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-21.48%

-0.85%

Current Drawdown

Current decline from peak

-0.19%

-0.08%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.09%

-3.96%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.32%

+0.23%

Volatility

GPSA.L vs. MXUD.L - Volatility Comparison

The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) is 2.87%, while Invesco MSCI USA UCITS ETF Dist (MXUD.L) has a volatility of 3.55%. This indicates that GPSA.L experiences smaller price fluctuations and is considered to be less risky than MXUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GPSA.LMXUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

3.55%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

8.62%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

11.45%

11.93%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

15.67%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

17.70%

-1.00%

GPSA.L vs. MXUD.L - Expense Ratio Comparison

GPSA.L has a 0.07% expense ratio, which is higher than MXUD.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

GPSA.L vs. MXUD.L - Dividend Comparison

GPSA.L has not paid dividends to shareholders, while MXUD.L's dividend yield for the trailing twelve months is around 1.05%.

PositionTTM20252024202320222021
GPSA.L
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%
MXUD.L
Invesco MSCI USA UCITS ETF Dist		1.05%1.14%1.30%1.47%1.66%0.62%

Frequently Asked Questions

With a correlation of 0.91, GPSA.L and MXUD.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, MXUD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MXUD.L is cheaper with a 0.05% expense ratio, compared with 0.07% for GPSA.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for GPSA.L and 0.05% for MXUD.L.

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