LSPX.L vs. SPXE.L
LSPX.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 - LSPX.L tracks the S&P 500 Index while SPXE.L tracks the S&P 500 Scored & Screened Index. Both are passively managed. Over the past 5 years, LSPX.L returned 13.52%/yr vs 13.98%/yr for SPXE.L. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.09% expense ratio.
Performance
LSPX.L vs. SPXE.L - Performance Comparison
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Different Trading Currencies
LSPX.L is traded in GBp, while SPXE.L is traded in USD. To make them comparable, the SPXE.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, LSPX.L achieves a 9.18% return, which is significantly higher than SPXE.L's 8.63% return.
LSPX.L
- 1D
- -0.91%
- 1M
- -0.81%
- 6M
- 7.64%
- YTD
- 9.18%
- 1Y
- 19.88%
- 3Y*
- 18.45%
- 5Y*
- 13.52%
- 10Y*
- 14.72%
SPXE.L
- 1D
- -1.07%
- 1M
- -2.67%
- 6M
- 7.06%
- YTD
- 8.63%
- 1Y
- 21.84%
- 3Y*
- 17.92%
- 5Y*
- 13.98%
- 10Y*
- —
LSPX.L vs. SPXE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LSPX.L Lyxor S&P 500 UCITS ETF - D-USD | 9.18% | 9.48% | 27.63% | 20.00% | -8.83% | 31.23% | 29.36% |
SPXE.L Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) | 8.63% | 9.57% | 26.72% | 21.98% | -8.25% | 33.54% | 21.11% |
Correlation
The correlation between LSPX.L and SPXE.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2020 | 0.91 |
The correlation between LSPX.L and SPXE.L has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
LSPX.L vs. SPXE.L — Risk / Return Rank
LSPX.L
SPXE.L
LSPX.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 (LSPX.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.
| LSPX.L | SPXE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 3.21 | -0.47 |
| Martin ratioReturn relative to average drawdown | 9.64 | 11.49 | -1.86 |
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Drawdowns
LSPX.L vs. SPXE.L - Drawdown Comparison
The maximum LSPX.L drawdown since its inception was -44.92%, which is greater than SPXE.L's maximum drawdown of -21.81%. Use the drawdown chart below to compare losses from any high point for LSPX.L and SPXE.L.
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Drawdown Indicators
| LSPX.L | SPXE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.92% | -21.81% | -23.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -6.78% | -0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -21.10% | -21.81% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | -21.81% | +0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -25.47% | — | — |
Current DrawdownCurrent decline from peak | -1.88% | -2.89% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -9.04% | -3.35% | -5.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.90% | +0.16% |
Volatility
LSPX.L vs. SPXE.L - Volatility Comparison
Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) and Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) (SPXE.L) have volatilities of 3.16% and 3.26%, 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
| LSPX.L | SPXE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.26% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 9.35% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.07% | 12.18% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 15.66% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.58% | 18.23% | -2.65% |
LSPX.L vs. SPXE.L - Expense Ratio Comparison
Both LSPX.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
LSPX.L vs. SPXE.L - Dividend Comparison
LSPX.L's dividend yield for the trailing twelve months is around 0.92%, while SPXE.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSPX.L Lyxor S&P 500 UCITS ETF - D-USD | 0.92% | 1.00% | 1.26% | 1.02% | 2.05% | 1.10% | 1.55% | 1.70% | 1.93% | 1.73% | 1.89% | 1.95% |
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
LSPX.L and SPXE.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LSPX.L and SPXE.L have the same expense ratio: 0.09% per year.
LSPX.L tracks S&P 500 Index, while SPXE.L tracks S&P 500 Scored & Screened Index. They also come from different issuers: Amundi and Invesco.
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