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SP2Q.DE vs. SP2D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SP2Q.DE vs. SP2D.DE - Performance Comparison

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

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SP2Q.DE vs. SP2D.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SP2Q.DE
Invesco S&P 500 Equal Weight UCITS ETF Acc
1.52%-0.55%18.83%9.91%-0.85%
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
1.48%-0.81%18.69%10.53%-1.10%

Returns By Period

The year-to-date returns for both stocks are quite close, with SP2Q.DE having a 1.52% return and SP2D.DE slightly lower at 1.48%.


SP2Q.DE

1D
1.16%
1M
-3.99%
YTD
1.52%
6M
3.50%
1Y
5.13%
3Y*
9.46%
5Y*
10Y*

SP2D.DE

1D
1.07%
1M
-4.08%
YTD
1.48%
6M
3.48%
1Y
5.22%
3Y*
9.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both SP2Q.DE and SP2D.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%.


Return for Risk

SP2Q.DE vs. SP2D.DE — Risk / Return Rank

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

SP2Q.DE
SP2Q.DE Risk / Return Rank: 2121
Overall Rank
SP2Q.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SP2Q.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
SP2Q.DE Omega Ratio Rank: 1919
Omega Ratio Rank
SP2Q.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SP2Q.DE Martin Ratio Rank: 2525
Martin Ratio Rank

SP2D.DE
SP2D.DE Risk / Return Rank: 2121
Overall Rank
SP2D.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SP2D.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
SP2D.DE Omega Ratio Rank: 2020
Omega Ratio Rank
SP2D.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SP2D.DE Martin Ratio Rank: 2525
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.

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

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


SP2Q.DESP2D.DEDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.31

0.00

Sortino ratio

Return per unit of downside risk

0.52

0.52

0.00

Omega ratio

Gain probability vs. loss probability

1.08

1.08

0.00

Calmar ratio

Return relative to maximum drawdown

0.53

0.53

0.00

Martin ratio

Return relative to average drawdown

2.13

2.10

+0.03

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

The current SP2Q.DE Sharpe Ratio is 0.31, which is comparable to the SP2D.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of SP2Q.DE and SP2D.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.


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Sharpe Ratios by Period


SP2Q.DESP2D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.31

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.44

+0.21

Correlation

The correlation between SP2Q.DE and SP2D.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.


Dividends

SP2Q.DE vs. SP2D.DE - Dividend Comparison

SP2Q.DE has not paid dividends to shareholders, while SP2D.DE's dividend yield for the trailing twelve months is around 1.39%.


TTM2025202420232022
SP2Q.DE
Invesco S&P 500 Equal Weight UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
1.39%1.39%1.34%1.49%1.54%

Drawdowns

SP2Q.DE vs. SP2D.DE - Drawdown Comparison

The maximum SP2Q.DE drawdown since its inception was -22.73%, roughly equal to the maximum SP2D.DE drawdown of -22.69%. Use the drawdown chart below to compare losses from any high point for SP2Q.DE and SP2D.DE.


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Drawdown Indicators


SP2Q.DESP2D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.73%

-22.69%

-0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-14.62%

+0.05%

Current Drawdown

Current decline from peak

-4.88%

-4.86%

-0.02%

Average Drawdown

Average peak-to-trough decline

-5.35%

-6.08%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.41%

+0.02%

Volatility

SP2Q.DE vs. SP2D.DE - Volatility Comparison

Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE) has a higher volatility of 3.41% compared to Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) at 3.24%. This indicates that SP2Q.DE's price experiences larger fluctuations and is considered to be riskier than SP2D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SP2Q.DESP2D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

3.24%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.45%

7.56%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

16.66%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

15.13%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

15.13%

+0.50%