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GSPX.L vs. G500.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSPX.L vs. G500.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core S&P 500 UCITS ETF (GSPX.L) and Invesco S&P 500 UCITS ETF GBP Hedged (Acc) (G500.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GSPX.L is traded in GBP, while G500.L is traded in GBp. To make them comparable, the G500.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 GSPX.L having a 9.80% return and G500.L slightly higher at 10.00%.


GSPX.L

1D
0.08%
1M
0.32%
6M
8.49%
YTD
9.80%
1Y
22.23%
3Y*
19.31%
5Y*
11.85%
10Y*

G500.L

1D
0.04%
1M
0.35%
6M
8.64%
YTD
10.00%
1Y
21.97%
3Y*
19.67%
5Y*
12.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSPX.L vs. G500.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GSPX.L
iShares Core S&P 500 UCITS ETF
9.80%17.16%24.72%24.87%-20.64%28.96%22.53%
G500.L
Invesco S&P 500 UCITS ETF GBP Hedged (Acc)
10.00%17.45%24.98%24.88%-19.98%28.95%20.65%

Correlation

The correlation between GSPX.L and G500.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2020

0.98

The correlation between GSPX.L and G500.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

GSPX.L vs. G500.L — Risk / Return Rank

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

GSPX.L
GSPX.L Risk / Return Rank: 7272
Overall Rank
GSPX.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GSPX.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
GSPX.L Omega Ratio Rank: 7070
Omega Ratio Rank
GSPX.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
GSPX.L Martin Ratio Rank: 7474
Martin Ratio Rank

G500.L
G500.L Risk / Return Rank: 7171
Overall Rank
G500.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
G500.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
G500.L Omega Ratio Rank: 6969
Omega Ratio Rank
G500.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
G500.L Martin Ratio Rank: 7474
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.

GSPX.L vs. G500.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF (GSPX.L) and Invesco S&P 500 UCITS ETF GBP Hedged (Acc) (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.


GSPX.LG500.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

2.65

2.66

-0.02

Martin ratioReturn relative to average drawdown

10.82

10.74

+0.08

GSPX.L vs. G500.L - Sharpe Ratio Comparison

The current GSPX.L Sharpe Ratio is 1.84, which is comparable to the G500.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of GSPX.L and G500.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

GSPX.L vs. G500.L - Drawdown Comparison

The maximum GSPX.L drawdown since its inception was -34.98%, which is greater than G500.L's maximum drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for GSPX.L and G500.L.


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Drawdown Indicators


GSPX.LG500.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.98%

-25.20%

-9.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-8.21%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-18.97%

-18.22%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.80%

-25.20%

-0.60%

Current Drawdown

Current decline from peak

-0.71%

-0.57%

-0.14%

Average Drawdown

Average peak-to-trough decline

-5.56%

-5.31%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.04%

+0.01%

Volatility

GSPX.L vs. G500.L - Volatility Comparison

iShares Core S&P 500 UCITS ETF (GSPX.L) and Invesco S&P 500 UCITS ETF GBP Hedged (Acc) (G500.L) have volatilities of 2.92% and 2.79%, 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


GSPX.LG500.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.79%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

9.28%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

12.06%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

15.99%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

15.87%

+1.75%

GSPX.L vs. G500.L - Expense Ratio Comparison

GSPX.L has a 0.10% expense ratio, which is higher than G500.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

GSPX.L vs. G500.L - Dividend Comparison

GSPX.L's dividend yield for the trailing twelve months is around 0.80%, while G500.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
G500.L
Invesco S&P 500 UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSPX.L
iShares Core S&P 500 UCITS ETF
0.80%0.89%0.99%1.15%1.40%0.96%1.31%1.50%0.11%

Frequently Asked Questions


With a correlation of 0.99, GSPX.L and G500.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, G500.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

G500.L is cheaper with a 0.05% expense ratio, compared with 0.10% for GSPX.L.

GSPX.L is categorized as S&P 500, while G500.L is US Equities. GSPX.L tracks S&P 500 Index, while G500.L tracks S&P 500 GBP Daily Hedged Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.10% for GSPX.L and 0.05% for G500.L.

Portfolio Optimizer

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