SPEP.L vs. XLG
Compare and contrast key facts about Invesco S&P 500 ESG UCITS ETF Acc (SPEP.L) and Invesco S&P 500® Top 50 ETF (XLG).
SPEP.L and XLG 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. XLG is a passively managed fund by Invesco that tracks the performance of the Russell Top 50 Index. It was launched on May 10, 2005. Both SPEP.L and XLG 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 XLG.
Key characteristics
| SPEP.L | XLG | |
|---|---|---|
| YTD Return | 25.22% | 32.48% |
| 1Y Return | 30.62% | 40.35% |
| 3Y Return (Ann) | 12.42% | 12.35% |
| Sharpe Ratio | 0.63 | 2.90 |
| Sortino Ratio | 1.28 | 3.75 |
| Omega Ratio | 1.41 | 1.53 |
| Calmar Ratio | 1.42 | 3.78 |
| Martin Ratio | 2.23 | 15.75 |
| Ulcer Index | 13.60% | 2.72% |
| Daily Std Dev | 47.73% | 14.71% |
| Max Drawdown | -21.35% | -52.39% |
| Current Drawdown | -7.19% | -0.30% |
Correlation
The correlation between SPEP.L and XLG is 0.60, 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.
Performance
SPEP.L vs. XLG - Performance Comparison
In the year-to-date period, SPEP.L achieves a 25.22% return, which is significantly lower than XLG's 32.48% 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. XLG - Expense Ratio Comparison
SPEP.L has a 0.09% expense ratio, which is lower than XLG's 0.20% expense ratio. Despite the difference, 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. XLG - 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 Invesco S&P 500® Top 50 ETF (XLG). 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. XLG - Dividend Comparison
SPEP.L has not paid dividends to shareholders, while XLG's dividend yield for the trailing twelve months is around 0.72%.
| 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% |
XLG Invesco S&P 500® Top 50 ETF | 0.72% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% | 1.97% |
Drawdowns
SPEP.L vs. XLG - Drawdown Comparison
The maximum SPEP.L drawdown since its inception was -21.35%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for SPEP.L and XLG. For additional features, visit the drawdowns tool.
Volatility
SPEP.L vs. XLG - Volatility Comparison
The current volatility for Invesco S&P 500 ESG UCITS ETF Acc (SPEP.L) is 3.32%, while Invesco S&P 500® Top 50 ETF (XLG) has a volatility of 4.69%. This indicates that SPEP.L experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.