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MLPS.L vs. VUSA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MLPS.L and VUSA.L is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

MLPS.L vs. VUSA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L) and Vanguard S&P 500 UCITS ETF (VUSA.L). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
18.64%
8.54%
MLPS.L
VUSA.L

Key characteristics

Sharpe Ratio

MLPS.L:

1.76

VUSA.L:

1.83

Sortino Ratio

MLPS.L:

2.43

VUSA.L:

2.62

Omega Ratio

MLPS.L:

1.30

VUSA.L:

1.35

Calmar Ratio

MLPS.L:

2.69

VUSA.L:

3.36

Martin Ratio

MLPS.L:

8.58

VUSA.L:

12.75

Ulcer Index

MLPS.L:

2.99%

VUSA.L:

1.65%

Daily Std Dev

MLPS.L:

14.54%

VUSA.L:

11.60%

Max Drawdown

MLPS.L:

-82.23%

VUSA.L:

-25.47%

Current Drawdown

MLPS.L:

-0.53%

VUSA.L:

-2.66%

Returns By Period

In the year-to-date period, MLPS.L achieves a 11.55% return, which is significantly higher than VUSA.L's 1.87% return. Over the past 10 years, MLPS.L has underperformed VUSA.L with an annualized return of 3.02%, while VUSA.L has yielded a comparatively higher 15.07% annualized return.


MLPS.L

YTD

11.55%

1M

1.81%

6M

18.63%

1Y

26.41%

5Y*

17.56%

10Y*

3.02%

VUSA.L

YTD

1.87%

1M

-2.50%

6M

13.55%

1Y

21.06%

5Y*

15.35%

10Y*

15.07%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MLPS.L vs. VUSA.L - Expense Ratio Comparison

MLPS.L has a 0.50% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.


MLPS.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
Expense ratio chart for MLPS.L: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VUSA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

MLPS.L vs. VUSA.L — Risk-Adjusted Performance Rank

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

MLPS.L
The Risk-Adjusted Performance Rank of MLPS.L is 7474
Overall Rank
The Sharpe Ratio Rank of MLPS.L is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MLPS.L is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MLPS.L is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MLPS.L is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MLPS.L is 7070
Martin Ratio Rank

VUSA.L
The Risk-Adjusted Performance Rank of VUSA.L is 8282
Overall Rank
The Sharpe Ratio Rank of VUSA.L is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.L is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.L is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.L is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.L is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MLPS.L vs. VUSA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.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.


Sharpe ratio
The chart of Sharpe ratio for MLPS.L, currently valued at 1.76, compared to the broader market0.002.004.001.761.77
The chart of Sortino ratio for MLPS.L, currently valued at 2.43, compared to the broader market0.005.0010.002.432.47
The chart of Omega ratio for MLPS.L, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.33
The chart of Calmar ratio for MLPS.L, currently valued at 2.69, compared to the broader market0.005.0010.0015.0020.002.692.72
The chart of Martin ratio for MLPS.L, currently valued at 8.58, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.5810.62
MLPS.L
VUSA.L

The current MLPS.L Sharpe Ratio is 1.76, which is comparable to the VUSA.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of MLPS.L and VUSA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.76
1.77
MLPS.L
VUSA.L

Dividends

MLPS.L vs. VUSA.L - Dividend Comparison

MLPS.L has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 0.98%.


TTM20242023202220212020201920182017201620152014
MLPS.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.L
Vanguard S&P 500 UCITS ETF
0.98%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.73%1.50%

Drawdowns

MLPS.L vs. VUSA.L - Drawdown Comparison

The maximum MLPS.L drawdown since its inception was -82.23%, 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 MLPS.L and VUSA.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.53%
-0.90%
MLPS.L
VUSA.L

Volatility

MLPS.L vs. VUSA.L - Volatility Comparison

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L) has a higher volatility of 5.63% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.39%. This indicates that MLPS.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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
5.63%
3.39%
MLPS.L
VUSA.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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