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LSPU.L vs. SPXE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSPU.L vs. SPXE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor S&P 500 UCITS ETF - D-USD (LSPU.L) and Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) (SPXE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LSPU.L achieves a 9.17% return, which is significantly higher than SPXE.L's 8.48% return.


LSPU.L

1D
-1.17%
1M
-0.37%
6M
8.16%
YTD
9.17%
1Y
20.24%
3Y*
19.60%
5Y*
12.97%
10Y*
14.99%

SPXE.L

1D
-1.23%
1M
-1.46%
6M
7.68%
YTD
8.48%
1Y
22.18%
3Y*
19.17%
5Y*
13.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSPU.L vs. SPXE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LSPU.L
Lyxor S&P 500 UCITS ETF - D-USD
9.17%17.50%25.55%26.93%-18.54%29.54%35.24%
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 LSPU.L and SPXE.L is 0.96 - 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

0.96

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2020

0.98

The correlation between LSPU.L and SPXE.L has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

LSPU.L vs. SPXE.L — Risk / Return Rank

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

LSPU.L
LSPU.L Risk / Return Rank: 6969
Overall Rank
LSPU.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LSPU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
LSPU.L Omega Ratio Rank: 6565
Omega Ratio Rank
LSPU.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
LSPU.L Martin Ratio Rank: 7373
Martin Ratio Rank

SPXE.L
SPXE.L Risk / Return Rank: 7676
Overall Rank
SPXE.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SPXE.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
SPXE.L Omega Ratio Rank: 7777
Omega Ratio Rank
SPXE.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPXE.L Martin Ratio Rank: 7777
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.

LSPU.L vs. SPXE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - D-USD (LSPU.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.


LSPU.LSPXE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

2.49

2.51

-0.02

Martin ratioReturn relative to average drawdown

9.99

10.68

-0.69

LSPU.L vs. SPXE.L - Sharpe Ratio Comparison

The current LSPU.L Sharpe Ratio is 1.67, which is comparable to the SPXE.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of LSPU.L and SPXE.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

LSPU.L vs. SPXE.L - Drawdown Comparison

The maximum LSPU.L drawdown since its inception was -41.00%, 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 LSPU.L and SPXE.L.


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Drawdown Indicators


LSPU.LSPXE.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.00%

-24.15%

-16.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-8.79%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-18.42%

-19.14%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-24.19%

-23.93%

-0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-34.00%

Current Drawdown

Current decline from peak

-1.67%

-2.05%

+0.38%

Average Drawdown

Average peak-to-trough decline

-3.86%

-4.70%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.07%

-0.05%

Volatility

LSPU.L vs. SPXE.L - Volatility Comparison

Lyxor S&P 500 UCITS ETF - D-USD (LSPU.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


LSPU.LSPXE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

3.04%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

9.31%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

11.92%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

16.20%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

19.18%

-2.93%

LSPU.L vs. SPXE.L - Expense Ratio Comparison

Both LSPU.L and SPXE.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LSPU.L vs. SPXE.L - Dividend Comparison

LSPU.L's dividend yield for the trailing twelve months is around 0.91%, while SPXE.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LSPU.L
Lyxor S&P 500 UCITS ETF - D-USD
0.91%0.99%1.29%1.00%2.05%1.11%1.47%1.64%1.96%1.68%1.96%2.01%
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 0.96, LSPU.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.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LSPU.L and SPXE.L have the same expense ratio: 0.09% per year.

LSPU.L tracks Russell 1000 TR USD, while SPXE.L tracks S&P 500 Scored & Screened Index. They also come from different issuers: Amundi and Invesco.

Portfolio Optimizer

Find the right allocation for LSPU.L and SPXE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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