SPEP.L vs. SPIDX
Compare and contrast key facts about Invesco S&P 500 ESG UCITS ETF Acc (SPEP.L) and Invesco S&P 500 Index Fund (SPIDX).
SPEP.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 10, 2020. SPIDX is managed by Invesco. It was launched on Sep 26, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPEP.L or SPIDX.
Key characteristics
| SPEP.L | SPIDX | |
|---|---|---|
| YTD Return | 25.22% | 26.98% |
| 1Y Return | 30.62% | 37.47% |
| 3Y Return (Ann) | 12.42% | 10.05% |
| Sharpe Ratio | 0.63 | 3.21 |
| Sortino Ratio | 1.28 | 4.25 |
| Omega Ratio | 1.41 | 1.60 |
| Calmar Ratio | 1.42 | 4.69 |
| Martin Ratio | 2.23 | 21.16 |
| Ulcer Index | 13.60% | 1.87% |
| Daily Std Dev | 47.73% | 12.30% |
| Max Drawdown | -21.35% | -55.30% |
| Current Drawdown | -7.19% | 0.00% |
Correlation
The correlation between SPEP.L and SPIDX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SPEP.L vs. SPIDX - Performance Comparison
In the year-to-date period, SPEP.L achieves a 25.22% return, which is significantly lower than SPIDX's 26.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPEP.L vs. SPIDX - Expense Ratio Comparison
SPEP.L has a 0.09% expense ratio, which is lower than SPIDX's 0.29% expense ratio.
Risk-Adjusted Performance
SPEP.L vs. SPIDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 ESG UCITS ETF Acc (SPEP.L) and Invesco S&P 500 Index Fund (SPIDX). 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.
Dividends
SPEP.L vs. SPIDX - Dividend Comparison
SPEP.L has not paid dividends to shareholders, while SPIDX's dividend yield for the trailing twelve months is around 0.97%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPEP.L Invesco S&P 500 ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPIDX Invesco S&P 500 Index Fund | 0.97% | 1.23% | 1.13% | 0.98% | 1.28% | 1.50% | 1.81% | 1.49% | 1.49% | 1.74% | 1.38% | 1.60% |
Drawdowns
SPEP.L vs. SPIDX - Drawdown Comparison
The maximum SPEP.L drawdown since its inception was -21.35%, smaller than the maximum SPIDX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for SPEP.L and SPIDX. For additional features, visit the drawdowns tool.
Volatility
SPEP.L vs. SPIDX - Volatility Comparison
The current volatility for Invesco S&P 500 ESG UCITS ETF Acc (SPEP.L) is 3.32%, while Invesco S&P 500 Index Fund (SPIDX) has a volatility of 3.89%. This indicates that SPEP.L experiences smaller price fluctuations and is considered to be less risky than SPIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.