SPEP.L vs. SPY5.L
Compare and contrast key facts about Invesco S&P 500 ESG UCITS ETF Acc (SPEP.L) and SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L).
SPEP.L and SPY5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SPY5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. Both SPEP.L and SPY5.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPEP.L or SPY5.L.
Key characteristics
| SPEP.L | SPY5.L | |
|---|---|---|
| YTD Return | 23.02% | 25.91% |
| 1Y Return | 29.37% | 38.00% |
| 3Y Return (Ann) | 11.90% | 9.66% |
| Sharpe Ratio | 0.61 | 3.23 |
| Sortino Ratio | 1.25 | 4.50 |
| Omega Ratio | 1.40 | 1.61 |
| Calmar Ratio | 1.36 | 4.93 |
| Martin Ratio | 2.14 | 21.25 |
| Ulcer Index | 13.58% | 1.77% |
| Daily Std Dev | 47.63% | 11.63% |
| Max Drawdown | -21.35% | -33.89% |
| Current Drawdown | -8.83% | 0.00% |
Correlation
The correlation between SPEP.L and SPY5.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SPEP.L vs. SPY5.L - Performance Comparison
In the year-to-date period, SPEP.L achieves a 23.02% return, which is significantly lower than SPY5.L's 25.91% 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. SPY5.L - Expense Ratio Comparison
SPEP.L has a 0.09% expense ratio, which is higher than SPY5.L's 0.03% 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%.
Risk-Adjusted Performance
SPEP.L vs. SPY5.L - 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 SPDR® S&P 500 UCITS ETF (Dist) (SPY5.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.
Dividends
SPEP.L vs. SPY5.L - Dividend Comparison
SPEP.L has not paid dividends to shareholders, while SPY5.L's dividend yield for the trailing twelve months is around 1.04%.
| 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% |
SPY5.L SPDR® S&P 500 UCITS ETF (Dist) | 1.04% | 1.19% | 1.40% | 0.99% | 1.28% | 1.71% | 2.20% | 2.29% | 1.64% | 1.73% | 1.49% | 1.48% |
Drawdowns
SPEP.L vs. SPY5.L - Drawdown Comparison
The maximum SPEP.L drawdown since its inception was -21.35%, smaller than the maximum SPY5.L drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for SPEP.L and SPY5.L. For additional features, visit the drawdowns tool.
Volatility
SPEP.L vs. SPY5.L - Volatility Comparison
The current volatility for Invesco S&P 500 ESG UCITS ETF Acc (SPEP.L) is 3.30%, while SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L) has a volatility of 3.74%. This indicates that SPEP.L experiences smaller price fluctuations and is considered to be less risky than SPY5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.