S250.L vs. ^GSPC
Compare and contrast key facts about Invesco FTSE 250 UCITS ETF (S250.L) and S&P 500 (^GSPC).
S250.L is a passively managed fund by Invesco that tracks the performance of the FTSE 250 Ex Investment Trust TR GBP. It was launched on Mar 31, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: S250.L or ^GSPC.
Correlation
The correlation between S250.L and ^GSPC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
S250.L vs. ^GSPC - Performance Comparison
Key characteristics
S250.L:
0.86
^GSPC:
1.74
S250.L:
1.28
^GSPC:
2.36
S250.L:
1.16
^GSPC:
1.32
S250.L:
0.63
^GSPC:
2.62
S250.L:
3.73
^GSPC:
10.69
S250.L:
2.75%
^GSPC:
2.08%
S250.L:
11.91%
^GSPC:
12.76%
S250.L:
-40.91%
^GSPC:
-56.78%
S250.L:
-6.51%
^GSPC:
-0.43%
Returns By Period
In the year-to-date period, S250.L achieves a 0.31% return, which is significantly lower than ^GSPC's 4.01% return. Over the past 10 years, S250.L has underperformed ^GSPC with an annualized return of 4.38%, while ^GSPC has yielded a comparatively higher 11.26% annualized return.
S250.L
0.31%
0.33%
-1.22%
11.18%
1.37%
4.38%
^GSPC
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
S250.L vs. ^GSPC — Risk-Adjusted Performance Rank
S250.L
^GSPC
S250.L vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 250 UCITS ETF (S250.L) and S&P 500 (^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.
Drawdowns
S250.L vs. ^GSPC - Drawdown Comparison
The maximum S250.L drawdown since its inception was -40.91%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for S250.L and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
S250.L vs. ^GSPC - Volatility Comparison
Invesco FTSE 250 UCITS ETF (S250.L) and S&P 500 (^GSPC) have volatilities of 2.94% and 2.95%, 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.