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SPED.L vs. XDED.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPED.L vs. XDED.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 (SPED.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE). The values are adjusted to include any dividend payments, if applicable.

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SPED.L vs. XDED.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SPED.L
Invesco S&P 500 Equal Weight UCITS ETF Dist
0.30%11.67%12.37%15.11%
XDED.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 2D
0.21%12.39%11.75%15.22%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPED.L achieves a 0.30% return, which is significantly higher than XDED.DE's 0.21% return.


SPED.L

1D
1.74%
1M
-4.83%
YTD
0.30%
6M
2.32%
1Y
13.03%
3Y*
11.83%
5Y*
10Y*

XDED.DE

1D
1.48%
1M
-4.84%
YTD
0.21%
6M
2.30%
1Y
13.09%
3Y*
11.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPED.L vs. XDED.DE - Expense Ratio Comparison

Both SPED.L and XDED.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

SPED.L vs. XDED.DE — Risk / Return Rank

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

SPED.L
SPED.L Risk / Return Rank: 4545
Overall Rank
SPED.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SPED.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
SPED.L Omega Ratio Rank: 4343
Omega Ratio Rank
SPED.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPED.L Martin Ratio Rank: 5353
Martin Ratio Rank

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

SPED.L vs. XDED.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight UCITS ETF Dist (SPED.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.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.


SPED.LXDED.DEDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.81

+0.04

Sortino ratio

Return per unit of downside risk

1.25

1.19

+0.06

Omega ratio

Gain probability vs. loss probability

1.18

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.32

1.18

+0.14

Martin ratio

Return relative to average drawdown

5.72

5.64

+0.09

SPED.L vs. XDED.DE - Sharpe Ratio Comparison

The current SPED.L Sharpe Ratio is 0.85, which is comparable to the XDED.DE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of SPED.L and XDED.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


SPED.LXDED.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.81

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.96

-0.46

Correlation

The correlation between SPED.L and XDED.DE is 0.84, 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

SPED.L vs. XDED.DE - Dividend Comparison

SPED.L's dividend yield for the trailing twelve months is around 1.39%, more than XDED.DE's 1.31% yield.


TTM20252024202320222021
SPED.L
Invesco S&P 500 Equal Weight UCITS ETF Dist
1.39%1.36%1.39%1.46%1.51%0.74%
XDED.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 2D
1.31%1.35%1.61%0.83%0.00%0.00%

Drawdowns

SPED.L vs. XDED.DE - Drawdown Comparison

The maximum SPED.L drawdown since its inception was -20.80%, which is greater than XDED.DE's maximum drawdown of -19.66%. Use the drawdown chart below to compare losses from any high point for SPED.L and XDED.DE.


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Drawdown Indicators


SPED.LXDED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.80%

-22.63%

+1.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

-14.55%

+1.89%

Current Drawdown

Current decline from peak

-5.12%

-4.80%

-0.32%

Average Drawdown

Average peak-to-trough decline

-5.12%

-4.40%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.43%

-0.28%

Volatility

SPED.L vs. XDED.DE - Volatility Comparison

Invesco S&P 500 Equal Weight UCITS ETF Dist (SPED.L) has a higher volatility of 4.04% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) at 3.73%. This indicates that SPED.L's price experiences larger fluctuations and is considered to be riskier than XDED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPED.LXDED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

3.73%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

7.56%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

16.17%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

13.44%

+4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

13.44%

+4.32%