LIFE.L vs. SPXS.L
LIFE.L (Rize Environmental Impact 100 UCITS ETF) and SPXS.L (Invesco S&P 500 UCITS ETF) are both Global Equities funds - LIFE.L tracks the Rize Environmental Impact 100 UCITS ETF while SPXS.L tracks the Invesco S&P 500 UCITS ETF. Both are passively managed. Over the past 5 years, LIFE.L returned 5.24%/yr vs -54.94%/yr for SPXS.L. A 0.77 correlation means they provide meaningful diversification when combined. LIFE.L charges 0.55%/yr vs 0.05%/yr for SPXS.L.
Performance
LIFE.L vs. SPXS.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LIFE.L having a 10.44% return and SPXS.L slightly lower at 10.20%.
LIFE.L
- 1D
- -0.24%
- 1M
- -3.60%
- 6M
- 5.80%
- YTD
- 10.44%
- 1Y
- 17.23%
- 3Y*
- 8.49%
- 5Y*
- 5.24%
- 10Y*
- —
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%
LIFE.L vs. SPXS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LIFE.L Rize Environmental Impact 100 UCITS ETF | 10.44% | 25.27% | -4.01% | 15.12% | -20.54% | 4.83% |
SPXS.L Invesco S&P 500 UCITS ETF | 10.20% | -98.82% | 25.56% | 27.00% | -18.53% | 9.36% |
Correlation
The correlation between LIFE.L and SPXS.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2021 | 0.77 |
The correlation between LIFE.L and SPXS.L has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
LIFE.L vs. SPXS.L — Risk / Return Rank
LIFE.L
SPXS.L
LIFE.L vs. SPXS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rize Environmental Impact 100 UCITS ETF (LIFE.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.
| LIFE.L | SPXS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.05 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.52 | +0.66 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | -1.00 | +2.72 |
| Martin ratioReturn relative to average drawdown | 4.93 | -1.23 | +6.16 |
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Drawdowns
LIFE.L vs. SPXS.L - Drawdown Comparison
The maximum LIFE.L drawdown since its inception was -34.57%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for LIFE.L and SPXS.L.
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Drawdown Indicators
| LIFE.L | SPXS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.57% | -99.07% | +64.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -99.07% | +88.49% |
Max Drawdown (3Y)Largest decline over 3 years | -22.00% | -99.07% | +77.07% |
Max Drawdown (5Y)Largest decline over 5 years | -34.57% | -99.07% | +64.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.07% | — |
Current DrawdownCurrent decline from peak | -6.32% | -98.90% | +92.58% |
Average DrawdownAverage peak-to-trough decline | -12.67% | -7.67% | -5.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 80.57% | -76.86% |
Volatility
LIFE.L vs. SPXS.L - Volatility Comparison
Rize Environmental Impact 100 UCITS ETF (LIFE.L) has a higher volatility of 4.93% compared to Invesco S&P 500 UCITS ETF (SPXS.L) at 2.73%. This indicates that LIFE.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
| LIFE.L | SPXS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 2.73% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 9.24% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.34% | 99.43% | -82.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 47.13% | -27.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 35.27% | -15.82% |
LIFE.L vs. SPXS.L - Expense Ratio Comparison
LIFE.L has a 0.55% expense ratio, which is higher than SPXS.L's 0.05% expense ratio.
Dividends
LIFE.L vs. SPXS.L - Dividend Comparison
Neither LIFE.L nor SPXS.L has paid dividends to shareholders.
Frequently Asked Questions
LIFE.L and SPXS.L have a correlation of 0.73, 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 0.55% for LIFE.L.
LIFE.L tracks Rize Environmental Impact 100 UCITS ETF, while SPXS.L tracks Invesco S&P 500 UCITS ETF. They also come from different issuers: Rize ETF and Invesco. Their fees differ too: 0.55% for LIFE.L and 0.05% for SPXS.L.
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