S250.L vs. ^GSPC
S250.L (Invesco FTSE 250 UCITS ETF) is Europe Equities fund tracking the FTSE 250 Ex Investment Trust TR GBP, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, S250.L returned 5.79%/yr vs 14.50%/yr for ^GSPC. At a 0.30 correlation, their price movements are largely independent.
Performance
S250.L vs. ^GSPC - Performance Comparison
Loading charts...
Different Trading Currencies
S250.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, S250.L achieves a 5.31% return, which is significantly lower than ^GSPC's 11.24% return. Over the past 10 years, S250.L has underperformed ^GSPC with an annualized return of 5.79%, while ^GSPC has yielded a comparatively higher 14.50% annualized return.
S250.L
- 1D
- 0.50%
- 1M
- 4.20%
- YTD
- 5.31%
- 6M
- 7.34%
- 1Y
- 14.35%
- 3Y*
- 10.35%
- 5Y*
- 3.40%
- 10Y*
- 5.79%
^GSPC
- 1D
- 0.41%
- 1M
- 5.44%
- YTD
- 11.24%
- 6M
- 9.84%
- 1Y
- 28.25%
- 3Y*
- 18.03%
- 5Y*
- 13.60%
- 10Y*
- 14.50%
S250.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
S250.L Invesco FTSE 250 UCITS ETF | 5.31% | 12.81% | 7.93% | 7.60% | -17.52% | 16.69% | -4.90% | 28.57% | -13.48% | 17.36% |
^GSPC S&P 500 Index | 11.24% | 8.10% | 25.46% | 18.02% | -9.86% | 28.09% | 12.84% | 23.98% | -0.68% | 9.09% |
Correlation
The correlation between S250.L and ^GSPC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2009 | 0.30 |
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
S250.L vs. ^GSPC — Risk / Return Rank
S250.L
^GSPC
S250.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 250 UCITS ETF (S250.L) and S&P 500 Index (^GSPC). 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.
| S250.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.46 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 3.53 | -2.29 |
| Martin ratioReturn relative to average drawdown | 4.49 | 13.19 | -8.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| S250.L | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 2.46 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.86 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.80 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.58 | -0.03 |
Drawdowns
S250.L vs. ^GSPC - Drawdown Comparison
The maximum S250.L drawdown since its inception was -40.91%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for S250.L and ^GSPC.
Loading charts...
Drawdown Indicators
| S250.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.91% | -37.07% | -3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -8.03% | -3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -16.16% | -22.15% | +5.99% |
Max Drawdown (5Y)Largest decline over 5 years | -29.69% | -22.15% | -7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -40.91% | -26.01% | -14.90% |
Current DrawdownCurrent decline from peak | -0.69% | 0.00% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -5.32% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.15% | +1.04% |
Volatility
S250.L vs. ^GSPC - Volatility Comparison
Invesco FTSE 250 UCITS ETF (S250.L) has a higher volatility of 4.15% compared to S&P 500 Index (^GSPC) at 2.60%. This indicates that S250.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| S250.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 2.60% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 8.20% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 11.52% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 15.85% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 18.15% | -1.72% |
Frequently Asked Questions
S250.L and ^GSPC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for S250.L and ^GSPC
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