SPEP.L vs. XWQS.L
SPEP.L (Invesco S&P 500 Scored & Screened ETF Acc) and XWQS.L (Xtrackers MSCI World Quality ESG UCITS ETF 1C) are both exchange-traded funds - SPEP.L is a S&P 500 fund tracking the S&P 500 ESG Index, while XWQS.L is a ESG fund tracking the MSCI World Quality Low Carbon SRI Screened Select Index. Both are passively managed. Over the past year, SPEP.L returned 31.49% vs 26.10% for XWQS.L. Their correlation of 0.88 suggests significant overlap in exposure. SPEP.L charges 0.09%/yr vs 0.25%/yr for XWQS.L.
Performance
SPEP.L vs. XWQS.L - Performance Comparison
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Different Trading Currencies
SPEP.L is traded in GBp, while XWQS.L is traded in GBP. To make them comparable, the XWQS.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 9.52% return, which is significantly higher than XWQS.L's 8.11% 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*
- —
XWQS.L
- 1D
- -0.35%
- 1M
- 3.51%
- YTD
- 8.11%
- 6M
- 9.55%
- 1Y
- 26.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPEP.L vs. XWQS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPEP.L Invesco S&P 500 Scored & Screened ETF Acc | 9.52% | 9.94% | 26.61% | 8.00% |
XWQS.L Xtrackers MSCI World Quality ESG UCITS ETF 1C | 8.11% | 9.12% | 20.95% | -12.78% |
Correlation
The correlation between SPEP.L and XWQS.L is 0.84, 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 | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2023 | 0.88 |
The correlation between SPEP.L and XWQS.L has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
SPEP.L vs. XWQS.L — Risk / Return Rank
SPEP.L
XWQS.L
SPEP.L vs. XWQS.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 Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.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.
| SPEP.L | XWQS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.44 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 3.34 | -2.21 |
| Martin ratioReturn relative to average drawdown | 1.75 | 13.76 | -12.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPEP.L | XWQS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 2.39 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.42 | +0.17 |
Drawdowns
SPEP.L vs. XWQS.L - Drawdown Comparison
The maximum SPEP.L drawdown since its inception was -27.82%, which is greater than XWQS.L's maximum drawdown of -23.95%. Use the drawdown chart below to compare losses from any high point for SPEP.L and XWQS.L.
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Drawdown Indicators
| SPEP.L | XWQS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.82% | -23.95% | -3.87% |
Max Drawdown (1Y)Largest decline over 1 year | -27.82% | -7.82% | -20.00% |
Max Drawdown (3Y)Largest decline over 3 years | -27.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | — | — |
Current DrawdownCurrent decline from peak | -16.33% | -0.68% | -15.65% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -7.13% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.90% | 1.90% | +16.00% |
Volatility
SPEP.L vs. XWQS.L - Volatility Comparison
Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) and Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) have volatilities of 2.81% and 2.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPEP.L | XWQS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.86% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.07% | 7.94% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.33% | 10.98% | +32.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.49% | 18.62% | +12.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 18.62% | +11.48% |
SPEP.L vs. XWQS.L - Expense Ratio Comparison
SPEP.L has a 0.09% expense ratio, which is lower than XWQS.L's 0.25% 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%.
Dividends
SPEP.L vs. XWQS.L - Dividend Comparison
Neither SPEP.L nor XWQS.L has paid dividends to shareholders.
Frequently Asked Questions
SPEP.L and XWQS.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPEP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPEP.L is cheaper with a 0.09% expense ratio, compared with 0.25% for XWQS.L.
SPEP.L is categorized as S&P 500, while XWQS.L is ESG. SPEP.L tracks S&P 500 ESG Index, while XWQS.L tracks MSCI World Quality Low Carbon SRI Screened Select Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.09% for SPEP.L and 0.25% for XWQS.L.
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