IDTK.L vs. SPXS.L
IDTK.L (iShares MSCI Turkey UCITS ETF) and SPXS.L (Invesco S&P 500 UCITS ETF) are both Global Equities funds - IDTK.L tracks the iShares MSCI Turkey UCITS ETF while SPXS.L tracks the Invesco S&P 500 UCITS ETF. Both are passively managed. Over the past 10 years, IDTK.L returned 0.13%/yr vs -27.39%/yr for SPXS.L. At a 0.39 correlation, their price movements are largely independent. IDTK.L charges 0.74%/yr vs 0.05%/yr for SPXS.L.
Performance
IDTK.L vs. SPXS.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTK.L achieves a 16.00% return, which is significantly higher than SPXS.L's 10.20% return. Over the past 10 years, IDTK.L has outperformed SPXS.L with an annualized return of 0.13%, while SPXS.L has yielded a comparatively lower -27.39% annualized return.
IDTK.L
- 1D
- 0.05%
- 1M
- -5.02%
- 6M
- 3.96%
- YTD
- 16.00%
- 1Y
- 19.11%
- 3Y*
- 11.51%
- 5Y*
- 15.70%
- 10Y*
- 0.13%
SPXS.L
- 1D
- -0.12%
- 1M
- -0.05%
- 6M
- 9.96%
- YTD
- 10.20%
- 1Y
- -98.78%
- 3Y*
- -74.11%
- 5Y*
- -54.94%
- 10Y*
- -27.39%
IDTK.L vs. SPXS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTK.L iShares MSCI Turkey UCITS ETF | 16.00% | -3.80% | 17.64% | -6.83% | 89.97% | -28.16% | -9.47% | 10.81% | -41.67% | 37.23% |
SPXS.L Invesco S&P 500 UCITS ETF | 10.20% | -98.82% | 25.56% | 27.00% | -18.53% | 29.64% | 17.89% | 30.86% | -5.19% | 21.62% |
Correlation
The correlation between IDTK.L and SPXS.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.39 |
The correlation between IDTK.L and SPXS.L shifts across timeframes, from 0.28 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDTK.L vs. SPXS.L — Risk / Return Rank
IDTK.L
SPXS.L
IDTK.L vs. SPXS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Turkey UCITS ETF (IDTK.L) and Invesco S&P 500 UCITS ETF (SPXS.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.
| IDTK.L | SPXS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.52 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | -1.00 | +2.23 |
| Martin ratioReturn relative to average drawdown | 2.80 | -1.23 | +4.03 |
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Drawdowns
IDTK.L vs. SPXS.L - Drawdown Comparison
The maximum IDTK.L drawdown since its inception was -76.41%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for IDTK.L and SPXS.L.
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Drawdown Indicators
| IDTK.L | SPXS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.41% | -99.07% | +22.66% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -99.07% | +83.60% |
Max Drawdown (3Y)Largest decline over 3 years | -32.38% | -99.07% | +66.69% |
Max Drawdown (5Y)Largest decline over 5 years | -32.38% | -99.07% | +66.69% |
Max Drawdown (10Y)Largest decline over 10 years | -64.70% | -99.07% | +34.37% |
Current DrawdownCurrent decline from peak | -39.83% | -98.90% | +59.07% |
Average DrawdownAverage peak-to-trough decline | -44.37% | -7.67% | -36.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.81% | 80.57% | -73.76% |
Volatility
IDTK.L vs. SPXS.L - Volatility Comparison
iShares MSCI Turkey UCITS ETF (IDTK.L) has a higher volatility of 5.59% compared to Invesco S&P 500 UCITS ETF (SPXS.L) at 2.73%. This indicates that IDTK.L's price experiences larger fluctuations and is considered to be riskier than SPXS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTK.L | SPXS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 2.73% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 21.48% | 9.24% | +12.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.83% | 99.43% | -72.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.62% | 47.13% | -12.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.41% | 35.27% | -0.86% |
IDTK.L vs. SPXS.L - Expense Ratio Comparison
IDTK.L has a 0.74% expense ratio, which is higher than SPXS.L's 0.05% expense ratio.
Dividends
IDTK.L vs. SPXS.L - Dividend Comparison
IDTK.L's dividend yield for the trailing twelve months is around 1.85%, while SPXS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTK.L iShares MSCI Turkey UCITS ETF | 1.85% | 1.75% | 2.47% | 3.13% | 1.97% | 3.81% | 0.59% | 2.45% | 4.77% | 1.88% | 2.07% | 2.57% |
SPXS.L Invesco S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTK.L and SPXS.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.74% for IDTK.L.
IDTK.L tracks iShares MSCI Turkey UCITS ETF, while SPXS.L tracks Invesco S&P 500 UCITS ETF. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.74% for IDTK.L and 0.05% for SPXS.L.
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