SPEP.L vs. 5ESG.L

Last updated Jul 16, 2026

SPEP.L (Invesco S&P 500 Scored & Screened ETF Acc) and 5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) are both S&P 500 funds tracking the S&P 500 ESG Index, from Invesco and UBS respectively. Both are passively managed. Over the past 5 years, SPEP.L returned 14.22%/yr vs 12.36%/yr for 5ESG.L. Their correlation of 0.80 suggests significant overlap in exposure. SPEP.L charges 0.09%/yr vs 0.17%/yr for 5ESG.L.

Performance

SPEP.L vs. 5ESG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SPEP.L having a 9.52% return and 5ESG.L slightly lower at 9.11%.

SPEP.L

• 1D: -0.79%
• 1M: -1.33%
• 6M: 9.14%
• YTD: 9.52%
• 1Y: 22.83%
• 3Y*: 18.67%
• 5Y*: 14.22%
• 10Y*: —

5ESG.L

• 1D: -0.06%
• 1M: -0.96%
• 6M: 8.84%
• YTD: 9.11%
• 1Y: 22.99%
• 3Y*: 19.03%
• 5Y*: 12.36%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPEP.L vs. 5ESG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SPEP.L Invesco S&P 500 Scored & Screened ETF Acc	9.52%	9.94%	26.61%	21.47%	-8.35%	34.02%	21.63%
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	9.11%	18.26%	23.62%	26.17%	-20.24%	31.59%	32.53%

Correlation

The correlation between SPEP.L and 5ESG.L is 0.80, 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Mar 10, 2020	0.80

The correlation between SPEP.L and 5ESG.L has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.

SPEP.L vs. 5ESG.L - Sectors Allocation Comparison

Sectors	SPEP.L	5ESG.L
Technology	38.0%	38.0%
Communication Services	12.6%	12.6%
Financial Services	12.3%	12.3%
Healthcare	10.6%	10.6%
Industrials	8.2%	8.2%
Consumer Defensive	5.1%	5.1%
Consumer Cyclical	5.0%	5.0%
Energy	2.7%	2.7%
Real Estate	2.2%	2.2%
Basic Materials	2.0%	2.0%
Utilities	1.4%	1.4%

Return for Risk

SPEP.L vs. 5ESG.L — Risk / Return Rank

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

SPEP.L

SPEP.L Risk / Return Rank: 80
SPEP.L Sharpe Ratio Rank: 81
SPEP.L Sortino Ratio Rank: 81
SPEP.L Omega Ratio Rank: 80
SPEP.L Calmar Ratio Rank: 79
SPEP.L Martin Ratio Rank: 81

5ESG.L

5ESG.L Risk / Return Rank: 73
5ESG.L Sharpe Ratio Rank: 74
5ESG.L Sortino Ratio Rank: 81
5ESG.L Omega Ratio Rank: 75
5ESG.L Calmar Ratio Rank: 63
5ESG.L Martin Ratio Rank: 73

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.

SPEP.L vs. 5ESG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.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.

	SPEP.L	5ESG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.07	1.92	+0.15
Sortino ratio: Return per unit of downside risk	2.90	2.91	-0.01
Omega ratio: Gain probability vs. loss probability	1.38	1.35	+0.03
Calmar ratio: Return relative to maximum drawdown	3.28	2.54	+0.74
Martin ratio: Return relative to average drawdown	12.43	10.84	+1.59

SPEP.L vs. 5ESG.L - Sharpe Ratio Comparison

The current SPEP.L Sharpe Ratio is 2.07, which is comparable to the 5ESG.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SPEP.L and 5ESG.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.

Drawdowns

SPEP.L vs. 5ESG.L - Drawdown Comparison

The maximum SPEP.L drawdown since its inception was -21.07%, smaller than the maximum 5ESG.L drawdown of -36.07%. Use the drawdown chart below to compare losses from any high point for SPEP.L and 5ESG.L.

Drawdown Indicators

	SPEP.L	5ESG.L	Difference
Max Drawdown Largest peak-to-trough decline	-21.07%	-36.07%	+15.00%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-9.01%	+2.08%
Max Drawdown (3Y) Largest decline over 3 years	-21.07%	-19.53%	-1.54%
Max Drawdown (5Y) Largest decline over 5 years	-21.07%	-25.41%	+4.34%
Current Drawdown Current decline from peak	-1.97%	-0.96%	-1.01%
Average Drawdown Average peak-to-trough decline	-4.46%	-5.34%	+0.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	2.12%	-0.29%

Volatility

SPEP.L vs. 5ESG.L - Volatility Comparison

Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) has a higher volatility of 2.91% compared to UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) at 2.77%. This indicates that SPEP.L's price experiences larger fluctuations and is considered to be riskier than 5ESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPEP.L	5ESG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	2.77%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	7.80%	9.38%	-1.58%
Volatility (1Y) Calculated over the trailing 1-year period	11.01%	11.94%	-0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.11%	16.24%	+3.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.72%	18.00%	+2.72%

SPEP.L vs. 5ESG.L - Expense Ratio Comparison

SPEP.L has a 0.09% expense ratio, which is lower than 5ESG.L's 0.17% 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

SPEP.L vs. 5ESG.L - Dividend Comparison

SPEP.L has not paid dividends to shareholders, while 5ESG.L's dividend yield for the trailing twelve months is around 0.62%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist	0.62%	0.87%	0.47%	1.07%	1.32%	0.89%	1.25%	0.39%
SPEP.L Invesco S&P 500 Scored & Screened ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SPEP.L and 5ESG.L in my portfolio?

SPEP.L and 5ESG.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPEP.L or 5ESG.L?

On fees, SPEP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPEP.L or 5ESG.L?

SPEP.L is cheaper with a 0.09% expense ratio, compared with 0.17% for 5ESG.L.

What is the main difference between SPEP.L and 5ESG.L?

Both ETFs track S&P 500 ESG Index. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.09% for SPEP.L and 0.17% for 5ESG.L.