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SP5L.L vs. SPXS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SP5L.L vs. SPXS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Invesco S&P 500 UCITS ETF USD (Acc) (SPXS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SP5L.L is traded in GBP, while SPXS.L is traded in USD. To make them comparable, the SPXS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with SP5L.L having a 9.18% return and SPXS.L slightly lower at 9.10%. Over the past 10 years, SP5L.L has outperformed SPXS.L with an annualized return of 12.71%, while SPXS.L has yielded a comparatively lower -27.66% annualized 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%

SPXS.L

1D
-1.15%
1M
-1.82%
6M
7.38%
YTD
9.10%
1Y
-98.80%
3Y*
-74.51%
5Y*
-54.83%
10Y*
-27.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SP5L.L vs. SPXS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SP5L.L
Lyxor S&P 500 UCITS ETF - Acc
9.18%9.50%27.60%19.99%-8.84%31.19%13.92%26.93%1.00%-5.12%
SPXS.L
Invesco S&P 500 UCITS ETF USD (Acc)
9.10%-98.91%27.76%20.65%-8.84%30.87%14.43%25.88%0.43%11.11%

Correlation

The correlation between SP5L.L and SPXS.L is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2014

0.77

The correlation between SP5L.L and SPXS.L shifts across timeframes, from 0.77 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SP5L.L vs. SPXS.L — Risk / Return Rank

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

SP5L.L
SP5L.L Risk / Return Rank: 7070
Overall Rank
SP5L.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SP5L.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
SP5L.L Omega Ratio Rank: 7070
Omega Ratio Rank
SP5L.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
SP5L.L Martin Ratio Rank: 6969
Martin Ratio Rank

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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.

SP5L.L vs. SPXS.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 UCITS ETF USD (Acc) (SPXS.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.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.79

Sortino ratioReturn per unit of downside risk

+3.27

Omega ratioGain probability vs. loss probability

1.33

0.51

+0.82

Calmar ratioReturn relative to maximum drawdown

2.75

-1.00

+3.74

Martin ratioReturn relative to average drawdown

9.64

-1.22

+10.87

SP5L.L vs. SPXS.L - Sharpe Ratio Comparison

The current SP5L.L Sharpe Ratio is 1.80, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of SP5L.L and SPXS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SP5L.L vs. SPXS.L - Drawdown Comparison

The maximum SP5L.L drawdown since its inception was -25.47%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for SP5L.L and SPXS.L.


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Drawdown Indicators


SP5L.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-99.07%

+73.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

-99.07%

+91.87%

Max Drawdown (3Y)

Largest decline over 3 years

-21.12%

-99.07%

+77.95%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-99.07%

+77.95%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

-99.07%

+73.60%

Current Drawdown

Current decline from peak

-1.86%

-98.93%

+97.07%

Average Drawdown

Average peak-to-trough decline

-5.13%

-7.36%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

80.83%

-78.77%

Volatility

SP5L.L vs. SPXS.L - Volatility Comparison

Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Invesco S&P 500 UCITS ETF USD (Acc) (SPXS.L) have volatilities of 3.16% and 3.15%, 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.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

3.15%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

9.34%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

11.07%

99.46%

-88.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

46.94%

-28.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

35.32%

-17.36%

SP5L.L vs. SPXS.L - Expense Ratio Comparison

SP5L.L has a 0.07% expense ratio, which is higher than SPXS.L's 0.05% 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%.


Dividends

SP5L.L vs. SPXS.L - Dividend Comparison

Neither SP5L.L nor SPXS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, SP5L.L and SPXS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.07% for SP5L.L.

Both ETFs track S&P 500 Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.07% for SP5L.L and 0.05% for SPXS.L.

Portfolio Optimizer

Find the right allocation for SP5L.L and SPXS.L

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