IGET.L vs. VUSA.L

Last updated Jun 5, 2026

IGET.L (Invesco Global Equity Income Trust plc) is a stock, while VUSA.L (Vanguard S&P 500 UCITS ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, IGET.L returned 9.51%/yr vs 16.07%/yr for VUSA.L. At a 0.26 correlation, their price movements are largely independent.

Performance

IGET.L vs. VUSA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Global Equity Income Trust plc (IGET.L) and Vanguard S&P 500 UCITS ETF (VUSA.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IGET.L achieves a 5.68% return, which is significantly lower than VUSA.L's 10.52% return. Over the past 10 years, IGET.L has underperformed VUSA.L with an annualized return of 9.51%, while VUSA.L has yielded a comparatively higher 16.07% annualized return.

IGET.L

• 1D: -0.51%
• 1M: 1.03%
• YTD: 5.68%
• 6M: 7.12%
• 1Y: 12.68%
• 3Y*: 19.15%
• 5Y*: 11.48%
• 10Y*: 9.51%

VUSA.L

• 1D: 0.03%
• 1M: 5.52%
• YTD: 10.52%
• 6M: 10.48%
• 1Y: 29.10%
• 3Y*: 19.01%
• 5Y*: 14.94%
• 10Y*: 16.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGET.L vs. VUSA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGET.L Invesco Global Equity Income Trust plc	5.68%	23.30%	14.06%	15.32%	-8.00%	20.33%	-4.57%	17.98%	-11.30%	9.90%
VUSA.L Vanguard S&P 500 UCITS ETF	10.52%	9.39%	27.33%	19.81%	-9.02%	30.98%	13.66%	26.54%	-0.12%	10.71%

Correlation

The correlation between IGET.L and VUSA.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.25
Correlation (All Time) Calculated using the full available price history since May 24, 2012	0.26

Over the past year, IGET.L and VUSA.L have become more correlated (0.47) than their long-term average of 0.26, meaning their price movements have been converging.

Return for Risk

IGET.L vs. VUSA.L — Risk / Return Rank

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

IGET.L

IGET.L Risk / Return Rank: 59
IGET.L Sharpe Ratio Rank: 63
IGET.L Sortino Ratio Rank: 54
IGET.L Omega Ratio Rank: 54
IGET.L Calmar Ratio Rank: 59
IGET.L Martin Ratio Rank: 66

VUSA.L

VUSA.L Risk / Return Rank: 82
VUSA.L Sharpe Ratio Rank: 84
VUSA.L Sortino Ratio Rank: 83
VUSA.L Omega Ratio Rank: 85
VUSA.L Calmar Ratio Rank: 80
VUSA.L Martin Ratio Rank: 78

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.

IGET.L vs. VUSA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Equity Income Trust plc (IGET.L) and Vanguard S&P 500 UCITS ETF (VUSA.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.

	IGET.L	VUSA.L	Difference
Sharpe ratio: Return per unit of total volatility	0.65	2.74	-2.08
Sortino ratio: Return per unit of downside risk	0.99	3.68	-2.68
Omega ratio: Gain probability vs. loss probability	1.13	1.51	-0.38
Calmar ratio: Return relative to maximum drawdown	0.82	4.08	-3.25
Martin ratio: Return relative to average drawdown	2.91	15.02	-12.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGET.L vs. VUSA.L - Sharpe Ratio Comparison

The current IGET.L Sharpe Ratio is 0.65, which is lower than the VUSA.L Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of IGET.L and VUSA.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.

Sharpe Ratios by Period

	IGET.L	VUSA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.65	2.74	-2.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	1.04	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	1.03	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	1.06	-0.55

Drawdowns

IGET.L vs. VUSA.L - Drawdown Comparison

The maximum IGET.L drawdown since its inception was -37.04%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for IGET.L and VUSA.L.

Drawdown Indicators

	IGET.L	VUSA.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.04%	-25.47%	-11.57%
Max Drawdown (1Y) Largest decline over 1 year	-15.35%	-7.11%	-8.24%
Max Drawdown (3Y) Largest decline over 3 years	-17.51%	-20.94%	+3.43%
Max Drawdown (5Y) Largest decline over 5 years	-17.51%	-20.94%	+3.43%
Max Drawdown (10Y) Largest decline over 10 years	-33.41%	-25.47%	-7.94%
Current Drawdown Current decline from peak	-2.97%	-0.23%	-2.74%
Average Drawdown Average peak-to-trough decline	-6.31%	-3.19%	-3.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.35%	1.93%	+2.42%

Volatility

IGET.L vs. VUSA.L - Volatility Comparison

Invesco Global Equity Income Trust plc (IGET.L) has a higher volatility of 4.83% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 2.63%. This indicates that IGET.L's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGET.L	VUSA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	2.63%	+2.20%
Volatility (6M) Calculated over the trailing 6-month period	15.09%	7.12%	+7.97%
Volatility (1Y) Calculated over the trailing 1-year period	19.38%	10.58%	+8.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.68%	14.29%	+3.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.91%	15.64%	-0.73%

Dividends

IGET.L vs. VUSA.L - Dividend Comparison

IGET.L's dividend yield for the trailing twelve months is around 0.03%, less than VUSA.L's 0.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGET.L Invesco Global Equity Income Trust plc	0.03%	0.04%	0.03%	0.03%	0.03%	0.03%	0.03%	0.03%	0.04%	0.03%	0.03%	0.03%
VUSA.L Vanguard S&P 500 UCITS ETF	0.87%	0.95%	1.00%	1.24%	1.41%	1.04%	1.44%	1.50%	1.72%	1.61%	1.58%	1.73%

Frequently Asked Questions

Can I hold both IGET.L and VUSA.L in my portfolio?

IGET.L and VUSA.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.