SP5L.L vs. SPXE.L
SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) and SPXE.L (Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc)) are both S&P 500 funds - SP5L.L tracks the S&P 500 Index while SPXE.L tracks the S&P 500 Scored & Screened Index. Both are passively managed. Over the past 5 years, SP5L.L returned 13.52%/yr vs 13.98%/yr for SPXE.L. Their correlation of 0.91 suggests significant overlap in exposure. SP5L.L charges 0.07%/yr vs 0.09%/yr for SPXE.L.
Performance
SP5L.L vs. SPXE.L - Performance Comparison
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Different Trading Currencies
SP5L.L is traded in GBP, while SPXE.L is traded in USD. To make them comparable, the SPXE.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SP5L.L achieves a 9.18% return, which is significantly higher than SPXE.L's 8.63% return.
SP5L.L
- 1D
- -0.91%
- 1M
- -0.83%
- 6M
- 7.64%
- YTD
- 9.18%
- 1Y
- 19.87%
- 3Y*
- 18.45%
- 5Y*
- 13.52%
- 10Y*
- 12.71%
SPXE.L
- 1D
- -1.07%
- 1M
- -2.67%
- 6M
- 7.06%
- YTD
- 8.63%
- 1Y
- 21.84%
- 3Y*
- 17.92%
- 5Y*
- 13.98%
- 10Y*
- —
SP5L.L vs. SPXE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 9.18% | 9.50% | 27.60% | 19.99% | -8.84% | 31.19% | 29.39% |
SPXE.L Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) | 8.63% | 9.57% | 26.72% | 21.98% | -8.25% | 33.54% | 21.11% |
Correlation
The correlation between SP5L.L and SPXE.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2020 | 0.91 |
The correlation between SP5L.L and SPXE.L has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
SP5L.L vs. SPXE.L — Risk / Return Rank
SP5L.L
SPXE.L
SP5L.L vs. SPXE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) (SPXE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SP5L.L | SPXE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 3.21 | -0.46 |
| Martin ratioReturn relative to average drawdown | 9.64 | 11.49 | -1.85 |
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Drawdowns
SP5L.L vs. SPXE.L - Drawdown Comparison
The maximum SP5L.L drawdown since its inception was -25.47%, which is greater than SPXE.L's maximum drawdown of -21.81%. Use the drawdown chart below to compare losses from any high point for SP5L.L and SPXE.L.
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Drawdown Indicators
| SP5L.L | SPXE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.47% | -21.81% | -3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -6.78% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -21.81% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -21.81% | +0.69% |
Max Drawdown (10Y)Largest decline over 10 years | -25.47% | — | — |
Current DrawdownCurrent decline from peak | -1.86% | -2.89% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -3.35% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.90% | +0.16% |
Volatility
SP5L.L vs. SPXE.L - Volatility Comparison
Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) (SPXE.L) have volatilities of 3.16% and 3.26%, 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.
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Volatility by Period
| SP5L.L | SPXE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.26% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 9.35% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.07% | 12.18% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.81% | 15.66% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 18.23% | -0.27% |
SP5L.L vs. SPXE.L - Expense Ratio Comparison
SP5L.L has a 0.07% expense ratio, which is lower than SPXE.L's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SP5L.L vs. SPXE.L - Dividend Comparison
Neither SP5L.L nor SPXE.L has paid dividends to shareholders.
Frequently Asked Questions
SP5L.L and SPXE.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SP5L.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SP5L.L is cheaper with a 0.07% expense ratio, compared with 0.09% for SPXE.L.
SP5L.L tracks S&P 500 Index, while SPXE.L tracks S&P 500 Scored & Screened Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.07% for SP5L.L and 0.09% for SPXE.L.
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