SPEP.L vs. IQSS.L
SPEP.L (Invesco S&P 500 Scored & Screened ETF Acc) and IQSS.L (Invesco Global Active ESG Equity 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 IQSS.L is a ESG fund actively managed by Invesco. SPEP.L is passively managed, while IQSS.L is actively managed. Over the past year, SPEP.L returned 32.26% vs 32.16% for IQSS.L. Their correlation of 0.87 suggests significant overlap in exposure. SPEP.L charges 0.09%/yr vs 0.60%/yr for IQSS.L.
Performance
SPEP.L vs. IQSS.L - Performance Comparison
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Returns By Period
In the year-to-date period, SPEP.L achieves a 10.28% return, which is significantly lower than IQSS.L's 14.34% return.
SPEP.L
- 1D
- 0.69%
- 1M
- 5.80%
- YTD
- 10.28%
- 6M
- 10.71%
- 1Y
- 32.26%
- 3Y*
- 18.76%
- 5Y*
- 15.83%
- 10Y*
- —
IQSS.L
- 1D
- -0.06%
- 1M
- 6.33%
- YTD
- 14.34%
- 6M
- 15.71%
- 1Y
- 32.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPEP.L vs. IQSS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SPEP.L Invesco S&P 500 Scored & Screened ETF Acc | 10.28% | 9.94% | 7.42% |
IQSS.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.34% | 14.30% | 6.63% |
Correlation
The correlation between SPEP.L and IQSS.L is 0.82, 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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2024 | 0.87 |
The correlation between SPEP.L and IQSS.L has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
SPEP.L vs. IQSS.L — Risk / Return Rank
SPEP.L
IQSS.L
SPEP.L vs. IQSS.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 Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.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.
| SPEP.L | IQSS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.54 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 4.70 | -3.55 |
| Martin ratioReturn relative to average drawdown | 1.79 | 19.62 | -17.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPEP.L | IQSS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.86 | -2.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 1.35 | -0.75 |
Drawdowns
SPEP.L vs. IQSS.L - Drawdown Comparison
The maximum SPEP.L drawdown since its inception was -27.82%, which is greater than IQSS.L's maximum drawdown of -18.91%. Use the drawdown chart below to compare losses from any high point for SPEP.L and IQSS.L.
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Drawdown Indicators
| SPEP.L | IQSS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.82% | -18.91% | -8.91% |
Max Drawdown (1Y)Largest decline over 1 year | -27.82% | -6.81% | -21.01% |
Max Drawdown (3Y)Largest decline over 3 years | -27.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | — | — |
Current DrawdownCurrent decline from peak | -15.76% | -0.22% | -15.54% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -2.86% | -4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 1.64% | +16.29% |
Volatility
SPEP.L vs. IQSS.L - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) is 2.84%, while Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L) has a volatility of 3.21%. This indicates that SPEP.L experiences smaller price fluctuations and is considered to be less risky than IQSS.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 | IQSS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 3.21% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 8.26% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.32% | 11.18% | +32.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.49% | 14.10% | +17.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.09% | 14.10% | +15.99% |
SPEP.L vs. IQSS.L - Expense Ratio Comparison
SPEP.L has a 0.09% expense ratio, which is lower than IQSS.L's 0.60% expense ratio.
Dividends
SPEP.L vs. IQSS.L - Dividend Comparison
Neither SPEP.L nor IQSS.L has paid dividends to shareholders.
Frequently Asked Questions
SPEP.L and IQSS.L have a correlation of 0.82, 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 0.60% for IQSS.L.
SPEP.L is categorized as S&P 500, while IQSS.L is ESG. Their fees differ too: 0.09% for SPEP.L and 0.60% for IQSS.L.
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