SPEP.L vs. SPIDX
Compare and contrast key facts about Invesco S&P 500 Scored & Screened 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 S&P 500 ESG Index. It was launched on Nov 5, 2021. SPIDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on Sep 26, 1997. Both SPEP.L and SPIDX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPEP.L vs. SPIDX - Performance Comparison
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SPEP.L vs. SPIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPEP.L Invesco S&P 500 Scored & Screened ETF Acc | -3.00% | 9.94% | 26.61% | 21.47% | -8.87% | 34.78% | 21.63% |
SPIDX Invesco S&P 500 Index Fund | -2.62% | 9.17% | 26.83% | 19.66% | -8.66% | 29.52% | 24.55% |
Different Trading Currencies
SPEP.L is traded in GBp, while SPIDX is traded in USD. To make them comparable, the SPIDX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPEP.L achieves a -3.00% return, which is significantly lower than SPIDX's -2.62% return.
SPEP.L
- 1D
- 1.62%
- 1M
- -3.65%
- YTD
- -3.00%
- 6M
- 1.92%
- 1Y
- 16.02%
- 3Y*
- 16.10%
- 5Y*
- 13.64%
- 10Y*
- —
SPIDX
- 1D
- 2.60%
- 1M
- -3.76%
- YTD
- -2.62%
- 6M
- -0.38%
- 1Y
- 14.34%
- 3Y*
- 15.26%
- 5Y*
- 12.47%
- 10Y*
- 14.58%
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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.
Return for Risk
SPEP.L vs. SPIDX — Risk / Return Rank
SPEP.L
SPIDX
SPEP.L vs. SPIDX - 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 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.
| SPEP.L | SPIDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 0.79 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.22 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 1.16 | -0.57 |
Martin ratioReturn relative to average drawdown | 1.02 | 4.71 | -3.69 |
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 | SPIDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.79 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.79 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.64 | -0.11 |
Correlation
The correlation between SPEP.L and SPIDX is 0.55, 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.
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 1.12%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
SPIDX Invesco S&P 500 Index Fund | 1.12% | 1.07% | 1.28% | 1.23% | 1.14% | 2.09% | 1.45% | 2.11% | 2.82% | 1.49% | 1.49% | 1.74% |
Drawdowns
SPEP.L vs. SPIDX - Drawdown Comparison
The maximum SPEP.L drawdown since its inception was -27.82%, smaller than the maximum SPIDX drawdown of -35.26%. Use the drawdown chart below to compare losses from any high point for SPEP.L and SPIDX.
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Drawdown Indicators
| SPEP.L | SPIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.82% | -55.30% | +27.48% |
Max Drawdown (1Y)Largest decline over 1 year | -27.82% | -12.14% | -15.68% |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | -24.66% | -3.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.84% | — |
Current DrawdownCurrent decline from peak | -25.90% | -6.28% | -19.62% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -10.57% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.97% | 2.53% | +13.44% |
Volatility
SPEP.L vs. SPIDX - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) is 3.81%, while Invesco S&P 500 Index Fund (SPIDX) has a volatility of 4.55%. 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.
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Volatility by Period
| SPEP.L | SPIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 4.55% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 41.51% | 9.48% | +32.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.66% | 18.77% | +25.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.53% | 15.92% | +15.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.46% | 18.18% | +12.28% |