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SP2D.DE vs. SP2Q.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SP2D.DE and SP2Q.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

SP2D.DE vs. SP2Q.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) and Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.81%
5.99%
SP2D.DE
SP2Q.DE

Key characteristics

Sharpe Ratio

SP2D.DE:

1.75

SP2Q.DE:

1.66

Sortino Ratio

SP2D.DE:

2.55

SP2Q.DE:

2.42

Omega Ratio

SP2D.DE:

1.34

SP2Q.DE:

1.32

Calmar Ratio

SP2D.DE:

3.22

SP2Q.DE:

3.33

Martin Ratio

SP2D.DE:

8.62

SP2Q.DE:

8.61

Ulcer Index

SP2D.DE:

2.35%

SP2Q.DE:

2.28%

Daily Std Dev

SP2D.DE:

11.67%

SP2Q.DE:

11.90%

Max Drawdown

SP2D.DE:

-15.08%

SP2Q.DE:

-15.06%

Current Drawdown

SP2D.DE:

-2.15%

SP2Q.DE:

-1.54%

Returns By Period

In the year-to-date period, SP2D.DE achieves a 3.52% return, which is significantly lower than SP2Q.DE's 4.50% return.


SP2D.DE

YTD

3.52%

1M

-0.54%

6M

13.67%

1Y

19.02%

5Y*

N/A

10Y*

N/A

SP2Q.DE

YTD

4.50%

1M

0.17%

6M

14.46%

1Y

19.80%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


SP2D.DE vs. SP2Q.DE - Expense Ratio Comparison

Both SP2D.DE and SP2Q.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
Expense ratio chart for SP2D.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SP2Q.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

SP2D.DE vs. SP2Q.DE — Risk-Adjusted Performance Rank

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

SP2D.DE
The Risk-Adjusted Performance Rank of SP2D.DE is 7474
Overall Rank
The Sharpe Ratio Rank of SP2D.DE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SP2D.DE is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SP2D.DE is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SP2D.DE is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SP2D.DE is 6969
Martin Ratio Rank

SP2Q.DE
The Risk-Adjusted Performance Rank of SP2Q.DE is 7272
Overall Rank
The Sharpe Ratio Rank of SP2Q.DE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SP2Q.DE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SP2Q.DE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SP2Q.DE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SP2Q.DE is 6868
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.

SP2D.DE vs. SP2Q.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) and Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.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.


Sharpe ratio
The chart of Sharpe ratio for SP2D.DE, currently valued at 1.46, compared to the broader market0.002.004.001.461.45
The chart of Sortino ratio for SP2D.DE, currently valued at 2.06, compared to the broader market0.005.0010.002.062.03
The chart of Omega ratio for SP2D.DE, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.26
The chart of Calmar ratio for SP2D.DE, currently valued at 2.20, compared to the broader market0.005.0010.0015.0020.002.202.15
The chart of Martin ratio for SP2D.DE, currently valued at 6.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.056.02
SP2D.DE
SP2Q.DE

The current SP2D.DE Sharpe Ratio is 1.75, which is comparable to the SP2Q.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SP2D.DE and SP2Q.DE, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.46
1.45
SP2D.DE
SP2Q.DE

Dividends

SP2D.DE vs. SP2Q.DE - Dividend Comparison

SP2D.DE's dividend yield for the trailing twelve months is around 1.30%, while SP2Q.DE has not paid dividends to shareholders.


TTM202420232022
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
1.30%1.34%1.49%1.54%
SP2Q.DE
Invesco S&P 500 Equal Weight UCITS ETF Acc
0.00%0.00%0.00%0.00%

Drawdowns

SP2D.DE vs. SP2Q.DE - Drawdown Comparison

The maximum SP2D.DE drawdown since its inception was -15.08%, roughly equal to the maximum SP2Q.DE drawdown of -15.06%. Use the drawdown chart below to compare losses from any high point for SP2D.DE and SP2Q.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.73%
-3.82%
SP2D.DE
SP2Q.DE

Volatility

SP2D.DE vs. SP2Q.DE - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) is 2.26%, while Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE) has a volatility of 2.55%. This indicates that SP2D.DE experiences smaller price fluctuations and is considered to be less risky than SP2Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%SeptemberOctoberNovemberDecember2025February
2.26%
2.55%
SP2D.DE
SP2Q.DE
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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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