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SP2Q.DE vs. VUAG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SP2Q.DE vs. VUAG.L - 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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

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SP2Q.DE vs. VUAG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SP2Q.DE
Invesco S&P 500 Equal Weight UCITS ETF Acc
1.52%-0.55%18.83%9.91%-6.71%31.98%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
-2.67%3.66%33.47%22.20%-13.58%23.40%
Different Trading Currencies

SP2Q.DE is traded in EUR, while VUAG.L is traded in GBP. To make them comparable, the VUAG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SP2Q.DE achieves a 1.52% return, which is significantly higher than VUAG.L's -2.67% return.


SP2Q.DE

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

VUAG.L

1D
2.16%
1M
-3.00%
YTD
-2.67%
6M
0.35%
1Y
10.34%
3Y*
16.22%
5Y*
12.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SP2Q.DE vs. VUAG.L - Expense Ratio Comparison

SP2Q.DE has a 0.20% expense ratio, which is higher than VUAG.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SP2Q.DE vs. VUAG.L — 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

VUAG.L
VUAG.L Risk / Return Rank: 5959
Overall Rank
VUAG.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 5151
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 6767
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. VUAG.L - 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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.


SP2Q.DEVUAG.LDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.62

-0.30

Sortino ratio

Return per unit of downside risk

0.52

0.93

-0.41

Omega ratio

Gain probability vs. loss probability

1.08

1.14

-0.06

Calmar ratio

Return relative to maximum drawdown

0.53

1.32

-0.79

Martin ratio

Return relative to average drawdown

2.13

4.31

-2.18

SP2Q.DE vs. VUAG.L - Sharpe Ratio Comparison

The current SP2Q.DE Sharpe Ratio is 0.31, which is lower than the VUAG.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SP2Q.DE and VUAG.L, 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.DEVUAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.62

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.84

-0.19

Correlation

The correlation between SP2Q.DE and VUAG.L is 0.79, 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. VUAG.L - Dividend Comparison

Neither SP2Q.DE nor VUAG.L has paid dividends to shareholders.


TTM202520242023202220212020
SP2Q.DE
Invesco S&P 500 Equal Weight UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%71.39%

Drawdowns

SP2Q.DE vs. VUAG.L - Drawdown Comparison

The maximum SP2Q.DE drawdown since its inception was -22.73%, smaller than the maximum VUAG.L drawdown of -33.02%. Use the drawdown chart below to compare losses from any high point for SP2Q.DE and VUAG.L.


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Drawdown Indicators


SP2Q.DEVUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.73%

-25.61%

+2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-10.53%

-4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.88%

Current Drawdown

Current decline from peak

-4.88%

-4.74%

-0.14%

Average Drawdown

Average peak-to-trough decline

-5.35%

-3.57%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.08%

+0.35%

Volatility

SP2Q.DE vs. VUAG.L - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE) is 3.41%, while Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) has a volatility of 4.09%. This indicates that SP2Q.DE experiences smaller price fluctuations and is considered to be less risky than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SP2Q.DEVUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

4.09%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.45%

8.60%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

16.75%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

15.15%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

36.83%

-21.20%