SPEP.L vs. SPIDX

Last updated Jun 4, 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 15.68%/yr vs 15.03%/yr for SPIDX. A 0.55 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.

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 9.52% return, which is significantly lower than SPIDX's 11.70% return.

SPEP.L

• 1D: -0.47%
• 1M: 5.57%
• YTD: 9.52%
• 6M: 9.85%
• 1Y: 31.49%
• 3Y*: 18.82%
• 5Y*: 15.68%
• 10Y*: —

SPIDX

• 1D: 0.07%
• 1M: 6.36%
• YTD: 11.70%
• 6M: 10.75%
• 1Y: 29.24%
• 3Y*: 19.28%
• 5Y*: 15.03%
• 10Y*: 16.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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	9.52%	9.94%	26.61%	21.47%	-8.87%	34.78%	21.63%
SPIDX Invesco S&P 500 Index Fund	11.70%	9.17%	26.83%	19.66%	-8.66%	29.52%	24.55%

Correlation

The correlation between SPEP.L and SPIDX is 0.59, 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	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (All Time) Calculated using the full available price history since Mar 11, 2020	0.55

The correlation between SPEP.L and SPIDX has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.

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: 34
SPEP.L Sharpe Ratio Rank: 21
SPEP.L Sortino Ratio Rank: 26
SPEP.L Omega Ratio Rank: 81
SPEP.L Calmar Ratio Rank: 24
SPEP.L Martin Ratio Rank: 17

SPIDX

SPIDX Risk / Return Rank: 72
SPIDX Sharpe Ratio Rank: 74
SPIDX Sortino Ratio Rank: 66
SPIDX Omega Ratio Rank: 66
SPIDX Calmar Ratio Rank: 73
SPIDX Martin Ratio Rank: 82

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.

	SPEP.L	SPIDX	Difference
Sharpe ratio: Return per unit of total volatility	0.72	2.64	-1.91
Sortino ratio: Return per unit of downside risk	1.44	3.42	-1.98
Omega ratio: Gain probability vs. loss probability	1.48	1.49	-0.01
Calmar ratio: Return relative to maximum drawdown	1.13	4.00	-2.87
Martin ratio: Return relative to average drawdown	1.75	15.31	-13.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPEP.L vs. SPIDX - Sharpe Ratio Comparison

The current SPEP.L Sharpe Ratio is 0.72, which is lower than the SPIDX Sharpe Ratio of 2.64. 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.

Sharpe Ratios by Period

	SPEP.L	SPIDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	2.64	-1.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.95	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.68	-0.08

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 -34.97%. Use the drawdown chart below to compare losses from any high point for SPEP.L and SPIDX.

Drawdown Indicators

	SPEP.L	SPIDX	Difference
Max Drawdown Largest peak-to-trough decline	-27.82%	-34.97%	+7.15%
Max Drawdown (1Y) Largest decline over 1 year	-27.82%	-7.63%	-20.19%
Max Drawdown (3Y) Largest decline over 3 years	-27.82%	-21.96%	-5.86%
Max Drawdown (5Y) Largest decline over 5 years	-27.82%	-21.96%	-5.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.91%	—
Current Drawdown Current decline from peak	-16.33%	0.00%	-16.33%
Average Drawdown Average peak-to-trough decline	-7.47%	-4.81%	-2.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.90%	1.98%	+15.92%

Volatility

SPEP.L vs. SPIDX - Volatility Comparison

Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) has a higher volatility of 2.81% compared to Invesco S&P 500 Index Fund (SPIDX) at 2.67%. This indicates that SPEP.L's price experiences larger fluctuations and is considered to be riskier than SPIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPEP.L	SPIDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	2.67%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	7.07%	8.24%	-1.17%
Volatility (1Y) Calculated over the trailing 1-year period	43.33%	11.57%	+31.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.49%	15.87%	+15.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.10%	18.17%	+11.93%

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 0.96%.

Position	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	0.96%	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

Can I hold both SPEP.L and SPIDX in my portfolio?

SPEP.L and SPIDX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.