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SPEP.L vs. SPIDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SPEP.L vs. SPIDX

Last updated Jun 25, 2026

SPEP.L (Invesco S&P 500 Scored & Screened ETF Acc) and SPIDX (Invesco S&P 500 Index Fund) are both S&P 500 funds from Invesco - SPEP.L tracks the S&P 500 ESG Index while SPIDX tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, SPEP.L returned 15.21%/yr vs 14.03%/yr for SPIDX. A 0.56 correlation means they provide meaningful diversification when combined. SPEP.L charges 0.09%/yr vs 0.29%/yr for SPIDX.

Performance

SPEP.L vs. SPIDX - 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 Invesco S&P 500 Index Fund (SPIDX). The values are adjusted to include any dividend payments, if applicable.

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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 11.15% return, which is significantly higher than SPIDX's 10.30% return.

SPEP.L

1D
0.81%
1M
2.14%
YTD
11.15%
6M
11.54%
1Y
31.62%
3Y*
19.51%
5Y*
15.21%
10Y*
—

SPIDX

1D
-1.04%
1M
0.37%
YTD
10.30%
6M
9.22%
1Y
25.81%
3Y*
18.98%
5Y*
14.03%
10Y*
15.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPEP.L vs. SPIDX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
SPEP.L
Invesco S&P 500 Scored & Screened ETF Acc		11.15%9.94%26.61%21.47%-8.35%34.02%21.63%
SPIDX
Invesco S&P 500 Index Fund		10.30%9.17%26.83%19.66%-8.66%29.52%32.79%

Correlation

The correlation between SPEP.L and SPIDX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2020

0.56

The correlation between SPEP.L and SPIDX has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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Invesco S&P 500 Scored & Screened ETF Acc

Invesco S&P 500 Index Fund

Often compared with SPEP.L:
SPEP.L vs. SPYSPEP.L vs. SPXP.LSPEP.L vs. SPY5.LSPEP.L vs. P500.DESPEP.L vs. VOOSPEP.L vs. XD9U.DESPEP.L vs. VUAA.L
Often compared with SPIDX:
SPIDX vs. SPYSPIDX vs. FXAIXSPIDX vs. SPHQSPIDX vs. SCPIXSPIDX vs. SWTSXSPIDX vs. CSPX.LSPIDX vs. QQQ

Return for Risk

SPEP.L vs. SPIDX — 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: 9191
Overall Rank
SPEP.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SPEP.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
SPEP.L Omega Ratio Rank: 9191
Omega Ratio Rank
SPEP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
SPEP.L Martin Ratio Rank: 8989
Martin Ratio Rank
SPIDX
SPIDX Risk / Return Rank: 5353
Overall Rank
SPIDX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPIDX Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPIDX Omega Ratio Rank: 4848
Omega Ratio Rank
SPIDX Calmar Ratio Rank: 5454
Calmar Ratio Rank
SPIDX Martin Ratio Rank: 6666
Martin Ratio Rank
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. 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.

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.LSPIDXDifference
Sharpe ratioReturn per unit of total volatility
2.89
2.21

+0.68

Sortino ratioReturn per unit of downside risk
3.97
2.88

+1.08

Omega ratioGain probability vs. loss probability

1.53

1.41

+0.12

Calmar ratioReturn relative to maximum drawdown

4.54

3.49

+1.05

Martin ratioReturn relative to average drawdown

17.52

13.15

+4.37

SPEP.L vs. SPIDX - Sharpe Ratio Comparison

The current SPEP.L Sharpe Ratio is 2.89, which is higher than the SPIDX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SPEP.L and SPIDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SPEP.L vs. SPIDX - Drawdown Comparison

The maximum SPEP.L drawdown since its inception was -21.07%, smaller than the maximum SPIDX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SPEP.L and SPIDX.

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Drawdown Indicators

SPEP.LSPIDXDifference

Max Drawdown

Largest peak-to-trough decline

-21.07%

-34.97%

+13.90%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-7.63%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-21.96%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-21.96%

+0.89%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.91%

—

Current Drawdown

Current decline from peak

-0.52%

-1.73%

+1.21%

Average Drawdown

Average peak-to-trough decline

-4.49%

-4.79%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

2.02%

-0.22%

Volatility

SPEP.L vs. SPIDX - Volatility Comparison

The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) is 3.52%, while Invesco S&P 500 Index Fund (SPIDX) has a volatility of 4.36%. 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.LSPIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

4.36%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

9.03%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

12.06%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.10%

15.98%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.80%

18.11%

+2.69%

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.

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 0.99%.

PositionTTM20252024202320222021202020192018201720162015
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		0.99%1.07%1.28%1.23%1.14%2.09%1.45%2.11%2.82%1.49%1.49%1.74%

Frequently Asked Questions

SPEP.L and SPIDX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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