IDUS.L vs. SPXE.L
IDUS.L (iShares Core S&P 500 UCITS ETF USD Distributing) and SPXE.L (Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc)) are both S&P 500 funds - IDUS.L tracks the S&P 500 while SPXE.L tracks the S&P 500 Scored & Screened Index. Both are passively managed. Over the past 5 years, IDUS.L returned 12.78%/yr vs 13.46%/yr for SPXE.L. With a 0.97 correlation, they move nearly in lockstep. IDUS.L charges 0.07%/yr vs 0.09%/yr for SPXE.L.
Performance
IDUS.L vs. SPXE.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDUS.L achieves a 9.03% return, which is significantly higher than SPXE.L's 8.48% return.
IDUS.L
- 1D
- -1.25%
- 1M
- -0.53%
- 6M
- 8.03%
- YTD
- 9.03%
- 1Y
- 19.99%
- 3Y*
- 19.41%
- 5Y*
- 12.78%
- 10Y*
- 14.74%
SPXE.L
- 1D
- -1.23%
- 1M
- -1.46%
- 6M
- 7.68%
- YTD
- 8.48%
- 1Y
- 22.18%
- 3Y*
- 19.17%
- 5Y*
- 13.46%
- 10Y*
- —
IDUS.L vs. SPXE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IDUS.L iShares Core S&P 500 UCITS ETF USD Distributing | 9.03% | 17.36% | 25.31% | 26.76% | -18.70% | 29.33% | 35.10% |
SPXE.L Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) | 8.48% | 17.97% | 24.55% | 28.40% | -18.00% | 32.29% | 28.38% |
Correlation
The correlation between IDUS.L and SPXE.L is 0.95 - 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2020 | 0.97 |
The correlation between IDUS.L and SPXE.L has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
IDUS.L vs. SPXE.L — Risk / Return Rank
IDUS.L
SPXE.L
IDUS.L vs. SPXE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) (SPXE.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.
| IDUS.L | SPXE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 2.51 | -0.08 |
| Martin ratioReturn relative to average drawdown | 9.86 | 10.68 | -0.82 |
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Drawdowns
IDUS.L vs. SPXE.L - Drawdown Comparison
The maximum IDUS.L drawdown since its inception was -55.36%, which is greater than SPXE.L's maximum drawdown of -24.15%. Use the drawdown chart below to compare losses from any high point for IDUS.L and SPXE.L.
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Drawdown Indicators
| IDUS.L | SPXE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.36% | -24.15% | -31.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -8.79% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -18.48% | -19.14% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -23.93% | -0.45% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | — | — |
Current DrawdownCurrent decline from peak | -1.73% | -2.05% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -4.70% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.07% | -0.05% |
Volatility
IDUS.L vs. SPXE.L - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) (SPXE.L) have volatilities of 3.09% and 3.04%, 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
| IDUS.L | SPXE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.04% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 9.31% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 11.92% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 16.20% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 19.18% | -2.90% |
IDUS.L vs. SPXE.L - Expense Ratio Comparison
IDUS.L has a 0.07% expense ratio, which is lower than SPXE.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
IDUS.L vs. SPXE.L - Dividend Comparison
IDUS.L's dividend yield for the trailing twelve months is around 0.87%, while SPXE.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDUS.L iShares Core S&P 500 UCITS ETF USD Distributing | 0.87% | 0.92% | 1.02% | 1.22% | 1.44% | 1.03% | 1.32% | 1.49% | 1.74% | 1.44% | 1.42% | 1.55% |
SPXE.L Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) | 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
With a correlation of 0.95, IDUS.L and SPXE.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, IDUS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDUS.L is cheaper with a 0.07% expense ratio, compared with 0.09% for SPXE.L.
IDUS.L tracks S&P 500, while SPXE.L tracks S&P 500 Scored & Screened Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for IDUS.L and 0.09% for SPXE.L.
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