MXFP.L vs. P500.DE
Compare and contrast key facts about Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) and Invesco S&P 500 UCITS ETF (P500.DE).
MXFP.L and P500.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MXFP.L is a passively managed fund by Invesco that tracks the performance of the MSCI EM NR USD. It was launched on Apr 26, 2010. P500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on May 20, 2010. Both MXFP.L and P500.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
MXFP.L vs. P500.DE - Performance Comparison
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MXFP.L vs. P500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXFP.L Invesco MSCI Emerging Markets UCITS ETF | 5.95% | 24.86% | 8.78% | 2.95% | -10.46% | -1.96% | 14.06% | 12.84% | -9.61% | 24.99% |
P500.DE Invesco S&P 500 UCITS ETF | -4.46% | 10.34% | 26.78% | 20.24% | -9.34% | 31.10% | 13.08% | 27.86% | 0.55% | 11.26% |
Different Trading Currencies
MXFP.L is traded in GBp, while P500.DE is traded in EUR. To make them comparable, the P500.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, MXFP.L achieves a 5.95% return, which is significantly higher than P500.DE's -4.46% return. Over the past 10 years, MXFP.L has underperformed P500.DE with an annualized return of 8.69%, while P500.DE has yielded a comparatively higher 14.67% annualized return.
MXFP.L
- 1D
- 3.30%
- 1M
- -5.28%
- YTD
- 5.95%
- 6M
- 10.44%
- 1Y
- 30.70%
- 3Y*
- 13.64%
- 5Y*
- 4.85%
- 10Y*
- 8.69%
P500.DE
- 1D
- 0.40%
- 1M
- -4.59%
- YTD
- -4.46%
- 6M
- -1.21%
- 1Y
- 13.45%
- 3Y*
- 15.38%
- 5Y*
- 12.52%
- 10Y*
- 14.67%
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MXFP.L vs. P500.DE - Expense Ratio Comparison
MXFP.L has a 0.19% expense ratio, which is higher than P500.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
MXFP.L vs. P500.DE — Risk / Return Rank
MXFP.L
P500.DE
MXFP.L vs. P500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) and Invesco S&P 500 UCITS ETF (P500.DE). 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.
| MXFP.L | P500.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.91 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.37 | 1.32 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.19 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.93 | 1.18 | +1.75 |
Martin ratioReturn relative to average drawdown | 10.22 | 4.98 | +5.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXFP.L | P500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.91 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.84 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.91 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.98 | -0.45 |
Correlation
The correlation between MXFP.L and P500.DE is 0.59, 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.
Dividends
MXFP.L vs. P500.DE - Dividend Comparison
Neither MXFP.L nor P500.DE has paid dividends to shareholders.
Drawdowns
MXFP.L vs. P500.DE - Drawdown Comparison
The maximum MXFP.L drawdown since its inception was -27.23%, roughly equal to the maximum P500.DE drawdown of -26.37%. Use the drawdown chart below to compare losses from any high point for MXFP.L and P500.DE.
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Drawdown Indicators
| MXFP.L | P500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.23% | -33.78% | +6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.72% | -13.42% | +2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -23.92% | -23.34% | -0.58% |
Max Drawdown (10Y)Largest decline over 10 years | -27.23% | -33.78% | +6.55% |
Current DrawdownCurrent decline from peak | -7.29% | -6.78% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -3.89% | -5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.22% | -0.16% |
Volatility
MXFP.L vs. P500.DE - Volatility Comparison
Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) has a higher volatility of 7.10% compared to Invesco S&P 500 UCITS ETF (P500.DE) at 3.35%. This indicates that MXFP.L's price experiences larger fluctuations and is considered to be riskier than P500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXFP.L | P500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 3.35% | +3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 8.40% | +4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 16.14% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 14.79% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 15.99% | +1.83% |