SPEP.L vs. IESU.L
SPEP.L (Invesco S&P 500 Scored & Screened ETF Acc) and IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - SPEP.L is a S&P 500 fund tracking the S&P 500 ESG Index, while IESU.L is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy Index NTR. Both are passively managed. Over the past 5 years, SPEP.L returned 14.01%/yr vs 22.82%/yr for IESU.L. At a 0.31 correlation, their price movements are largely independent. SPEP.L charges 0.09%/yr vs 0.15%/yr for IESU.L.
Performance
SPEP.L vs. IESU.L - Performance Comparison
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Returns By Period
In the year-to-date period, SPEP.L achieves a 8.50% return, which is significantly lower than IESU.L's 28.61% return.
SPEP.L
- 1D
- -1.05%
- 1M
- -1.79%
- 6M
- 7.14%
- YTD
- 8.50%
- 1Y
- 21.71%
- 3Y*
- 18.02%
- 5Y*
- 14.01%
- 10Y*
- —
IESU.L
- 1D
- 1.07%
- 1M
- 4.80%
- 6M
- 20.56%
- YTD
- 28.61%
- 1Y
- 35.99%
- 3Y*
- 13.44%
- 5Y*
- 22.82%
- 10Y*
- 8.50%
SPEP.L vs. IESU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPEP.L Invesco S&P 500 Scored & Screened ETF Acc | 8.50% | 9.94% | 26.61% | 21.47% | -8.35% | 34.02% | 21.63% |
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 28.61% | 2.26% | 5.45% | -5.96% | 83.53% | 53.82% | 8.62% |
Correlation
The correlation between SPEP.L and IESU.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2020 | 0.31 |
The correlation between SPEP.L and IESU.L shifts across timeframes, from -0.07 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPEP.L vs. IESU.L — Risk / Return Rank
SPEP.L
IESU.L
SPEP.L vs. IESU.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 iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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 | IESU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 2.07 | +1.05 |
| Martin ratioReturn relative to average drawdown | 11.74 | 5.01 | +6.73 |
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Drawdowns
SPEP.L vs. IESU.L - Drawdown Comparison
The maximum SPEP.L drawdown since its inception was -21.07%, smaller than the maximum IESU.L drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for SPEP.L and IESU.L.
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Drawdown Indicators
| SPEP.L | IESU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.07% | -63.88% | +42.81% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -17.34% | +10.41% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -26.36% | +5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -26.36% | +5.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.16% | — |
Current DrawdownCurrent decline from peak | -2.89% | -10.65% | +7.76% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -20.50% | +16.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 7.16% | -5.32% |
Volatility
SPEP.L vs. IESU.L - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) is 2.87%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 7.50%. This indicates that SPEP.L experiences smaller price fluctuations and is considered to be less risky than IESU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPEP.L | IESU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 7.50% | -4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 21.74% | -13.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.93% | 24.54% | -13.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.11% | 29.08% | -8.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.71% | 29.16% | -8.45% |
SPEP.L vs. IESU.L - Expense Ratio Comparison
SPEP.L has a 0.09% expense ratio, which is lower than IESU.L's 0.15% 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. IESU.L - Dividend Comparison
Neither SPEP.L nor IESU.L has paid dividends to shareholders.
Frequently Asked Questions
SPEP.L and IESU.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
SPEP.L is cheaper with a 0.09% expense ratio, compared with 0.15% for IESU.L.
SPEP.L is categorized as S&P 500, while IESU.L is Energy Equities. SPEP.L tracks S&P 500 ESG Index, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.09% for SPEP.L and 0.15% for IESU.L.
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