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

Performance

SPEP.L vs. SPXS.L - 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 UCITS ETF USD (Acc) (SPXS.L). 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 SPXS.L is traded in USD. To make them comparable, the SPXS.L 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 8.50% return, which is significantly lower than SPXS.L's 9.10% return.


SPEP.L

1D
-1.05%
1M
-1.79%
6M
7.14%
YTD
8.50%
1Y
21.71%
3Y*
18.02%
5Y*
14.01%
10Y*

SPXS.L

1D
-1.15%
1M
-1.82%
6M
7.38%
YTD
9.10%
1Y
-98.80%
3Y*
-74.51%
5Y*
-54.83%
10Y*
-27.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPEP.L vs. SPXS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPEP.L
Invesco S&P 500 Scored & Screened ETF Acc
8.50%9.94%26.61%21.47%-8.35%34.02%21.63%
SPXS.L
Invesco S&P 500 UCITS ETF USD (Acc)
9.10%-98.91%27.76%20.65%-8.84%30.87%29.69%

Correlation

The correlation between SPEP.L and SPXS.L is 0.87, 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

0.87

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

0.90

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

0.90

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

0.91

The correlation between SPEP.L and SPXS.L has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

SPEP.L vs. SPXS.L — 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: 8080
Overall Rank
SPEP.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPEP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
SPEP.L Omega Ratio Rank: 8080
Omega Ratio Rank
SPEP.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPEP.L Martin Ratio Rank: 8080
Martin Ratio Rank

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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. SPXS.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 S&P 500 UCITS ETF USD (Acc) (SPXS.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.

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.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.99

Sortino ratioReturn per unit of downside risk

+3.61

Omega ratioGain probability vs. loss probability

1.36

0.51

+0.85

Calmar ratioReturn relative to maximum drawdown

3.12

-1.00

+4.11

Martin ratioReturn relative to average drawdown

11.74

-1.22

+12.97

SPEP.L vs. SPXS.L - Sharpe Ratio Comparison

The current SPEP.L Sharpe Ratio is 1.99, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of SPEP.L and SPXS.L, 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. SPXS.L - Drawdown Comparison

The maximum SPEP.L drawdown since its inception was -21.07%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for SPEP.L and SPXS.L.


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Drawdown Indicators


SPEP.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.07%

-99.07%

+78.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-99.07%

+92.14%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-99.07%

+78.00%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-99.07%

+78.00%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

Current Drawdown

Current decline from peak

-2.89%

-98.93%

+96.04%

Average Drawdown

Average peak-to-trough decline

-4.45%

-7.36%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

80.83%

-78.99%

Volatility

SPEP.L vs. SPXS.L - Volatility Comparison

The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) is 2.87%, while Invesco S&P 500 UCITS ETF USD (Acc) (SPXS.L) has a volatility of 3.15%. This indicates that SPEP.L experiences smaller price fluctuations and is considered to be less risky than SPXS.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.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

3.15%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.80%

9.34%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

10.93%

99.46%

-88.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.11%

46.94%

-26.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

35.32%

-14.61%

SPEP.L vs. SPXS.L - Expense Ratio Comparison

SPEP.L has a 0.09% expense ratio, which is higher than SPXS.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPEP.L vs. SPXS.L - Dividend Comparison

Neither SPEP.L nor SPXS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPEP.L and SPXS.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.09% for SPEP.L.

SPEP.L tracks S&P 500 ESG Index, while SPXS.L tracks S&P 500 Index. Their fees differ too: 0.09% for SPEP.L and 0.05% for SPXS.L.

Portfolio Optimizer

Find the right allocation for SPEP.L and SPXS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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