PortfoliosLab logoPortfoliosLab logo
PQVG.L vs. SPXS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PQVG.L vs. SPXS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco S&P 500 QVM UCITS ETF (PQVG.L) and Invesco S&P 500 UCITS ETF USD (Acc) (SPXS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

PQVG.L is traded in GBp, while SPXS.L is traded in USD. To make them comparable, the SPXS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PQVG.L achieves a 14.02% return, which is significantly higher than SPXS.L's 9.10% return.


PQVG.L

1D
-0.06%
1M
-5.28%
6M
10.96%
YTD
14.02%
1Y
20.06%
3Y*
20.21%
5Y*
14.80%
10Y*

SPXS.L

1D
-1.15%
1M
-1.82%
6M
7.38%
YTD
9.10%
1Y
-98.80%
3Y*
-74.51%
5Y*
-54.83%
10Y*
-27.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PQVG.L vs. SPXS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PQVG.L
Invesco S&P 500 QVM UCITS ETF
14.02%5.84%32.29%0.98%12.54%27.78%4.44%21.16%-1.98%-10.66%
SPXS.L
Invesco S&P 500 UCITS ETF USD (Acc)
9.10%-98.91%27.76%20.65%-8.84%30.87%14.43%25.88%0.43%10.18%

Correlation

The correlation between PQVG.L and SPXS.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.68

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

0.68

Correlation (All Time)
Calculated using the full available price history since May 18, 2017

0.78

Over the past year, the correlation between PQVG.L and SPXS.L has dropped to 0.49 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

PQVG.L vs. SPXS.L — Risk / Return Rank

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

PQVG.L
PQVG.L Risk / Return Rank: 6464
Overall Rank
PQVG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PQVG.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
PQVG.L Omega Ratio Rank: 6262
Omega Ratio Rank
PQVG.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
PQVG.L Martin Ratio Rank: 7777
Martin Ratio Rank

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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.

PQVG.L vs. SPXS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 QVM UCITS ETF (PQVG.L) and Invesco S&P 500 UCITS ETF USD (Acc) (SPXS.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.


PQVG.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.56

Sortino ratioReturn per unit of downside risk

+2.91

Omega ratioGain probability vs. loss probability

1.29

0.51

+0.78

Calmar ratioReturn relative to maximum drawdown

2.68

-1.00

+3.67

Martin ratioReturn relative to average drawdown

11.09

-1.22

+12.31

PQVG.L vs. SPXS.L - Sharpe Ratio Comparison

The current PQVG.L Sharpe Ratio is 1.57, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of PQVG.L and SPXS.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.


Loading charts...

Drawdowns

PQVG.L vs. SPXS.L - Drawdown Comparison

The maximum PQVG.L drawdown since its inception was -25.88%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for PQVG.L and SPXS.L.


Loading charts...

Drawdown Indicators


PQVG.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.88%

-99.07%

+73.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.46%

-99.07%

+91.61%

Max Drawdown (3Y)

Largest decline over 3 years

-17.44%

-99.07%

+81.63%

Max Drawdown (5Y)

Largest decline over 5 years

-17.44%

-99.07%

+81.63%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

Current Drawdown

Current decline from peak

-7.46%

-98.93%

+91.47%

Average Drawdown

Average peak-to-trough decline

-5.78%

-7.36%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

80.83%

-79.03%

Volatility

PQVG.L vs. SPXS.L - Volatility Comparison

Invesco S&P 500 QVM UCITS ETF (PQVG.L) has a higher volatility of 7.45% compared to Invesco S&P 500 UCITS ETF USD (Acc) (SPXS.L) at 3.15%. This indicates that PQVG.L's price experiences larger fluctuations and is considered to be riskier than SPXS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PQVG.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

3.15%

+4.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

9.34%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

99.46%

-86.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

46.94%

-31.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

35.32%

-17.33%

PQVG.L vs. SPXS.L - Expense Ratio Comparison

PQVG.L has a 0.35% expense ratio, which is higher than SPXS.L's 0.05% expense ratio.


Dividends

PQVG.L vs. SPXS.L - Dividend Comparison

PQVG.L's dividend yield for the trailing twelve months is around 0.83%, while SPXS.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
PQVG.L
Invesco S&P 500 QVM UCITS ETF
0.83%0.83%0.82%1.61%1.77%0.88%1.59%1.41%1.30%0.72%
SPXS.L
Invesco S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PQVG.L and SPXS.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.35% for PQVG.L.

PQVG.L tracks S&P 500 Quality, Value, and Momentum Multi-Factor Index (Net Total Return), while SPXS.L tracks S&P 500 Index. Their fees differ too: 0.35% for PQVG.L and 0.05% for SPXS.L.

Portfolio Optimizer

Find the right allocation for PQVG.L and SPXS.L

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

Open Portfolio Optimizer