LSPU.L vs. SPXE.L
LSPU.L (Lyxor S&P 500 UCITS ETF - D-USD) and SPXE.L (Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc)) are both S&P 500 funds - LSPU.L tracks the Russell 1000 TR USD while SPXE.L tracks the S&P 500 Scored & Screened Index. Both are passively managed. Over the past 5 years, LSPU.L returned 12.97%/yr vs 13.46%/yr for SPXE.L. With a 0.98 correlation, they move nearly in lockstep. Both charge a 0.09% expense ratio.
Performance
LSPU.L vs. SPXE.L - Performance Comparison
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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*
- —
LSPU.L vs. SPXE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
LSPU.L
SPXE.L
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.L | SPXE.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | SPXE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.67% | -2.05% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -4.70% | +0.84% |
Ulcer IndexDepth 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.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 | 9.36% | 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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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