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SPEQ.L vs. IESU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPEQ.L vs. IESU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEQ.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPEQ.L is traded in USD, while IESU.L is traded in GBp. To make them comparable, the IESU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPEQ.L achieves a 12.08% return, which is significantly lower than IESU.L's 27.45% return.


SPEQ.L

1D
0.66%
1M
1.28%
6M
8.14%
YTD
12.08%
1Y
20.54%
3Y*
13.71%
5Y*
8.95%
10Y*

IESU.L

1D
1.86%
1M
4.06%
6M
19.43%
YTD
27.45%
1Y
36.06%
3Y*
14.94%
5Y*
22.06%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPEQ.L vs. IESU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPEQ.L
Invesco S&P 500 Equal Weight UCITS ETF Acc
12.08%11.52%12.24%13.97%-11.69%13.21%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
27.45%9.98%3.69%-1.00%63.91%17.14%

Correlation

The correlation between SPEQ.L and IESU.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

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

0.24

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

0.36

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2021

0.37

Over the past year, the correlation between SPEQ.L and IESU.L has dropped to 0.01 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

SPEQ.L vs. IESU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPEQ.L
SPEQ.L Risk / Return Rank: 7575
Overall Rank
SPEQ.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPEQ.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
SPEQ.L Omega Ratio Rank: 7373
Omega Ratio Rank
SPEQ.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPEQ.L Martin Ratio Rank: 7474
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 4747
Overall Rank
IESU.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5050
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 3939
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.

SPEQ.L vs. IESU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEQ.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.


SPEQ.LIESU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.34

1.26

+0.08

Calmar ratioReturn relative to maximum drawdown

2.98

2.19

+0.79

Martin ratioReturn relative to average drawdown

10.75

5.63

+5.12

SPEQ.L vs. IESU.L - Sharpe Ratio Comparison

The current SPEQ.L Sharpe Ratio is 1.91, which is comparable to the IESU.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of SPEQ.L and IESU.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

SPEQ.L vs. IESU.L - Drawdown Comparison

The maximum SPEQ.L drawdown since its inception was -20.86%, smaller than the maximum IESU.L drawdown of -72.57%. Use the drawdown chart below to compare losses from any high point for SPEQ.L and IESU.L.


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Drawdown Indicators


SPEQ.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-72.57%

+51.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.85%

-16.37%

+9.52%

Max Drawdown (3Y)

Largest decline over 3 years

-18.67%

-22.55%

+3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-27.74%

+6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-66.85%

Current Drawdown

Current decline from peak

-0.03%

-9.64%

+9.61%

Average Drawdown

Average peak-to-trough decline

-5.15%

-24.89%

+19.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

6.39%

-4.48%

Volatility

SPEQ.L vs. IESU.L - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEQ.L) is 2.78%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 7.49%. This indicates that SPEQ.L experiences smaller price fluctuations and is considered to be less risky than IESU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEQ.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

7.49%

-4.71%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

21.04%

-13.23%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

23.95%

-13.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

29.48%

-13.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

29.81%

-13.14%

SPEQ.L vs. IESU.L - Expense Ratio Comparison

SPEQ.L has a 0.20% expense ratio, which is higher than IESU.L's 0.15% 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

SPEQ.L vs. IESU.L - Dividend Comparison

Neither SPEQ.L nor IESU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPEQ.L and IESU.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESU.L is cheaper with a 0.15% expense ratio, compared with 0.20% for SPEQ.L.

SPEQ.L is categorized as S&P 500, while IESU.L is Energy Equities. SPEQ.L tracks S&P 500 Equal Weight Net Total Return, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SPEQ.L and 0.15% for IESU.L.

Portfolio Optimizer

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