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

Performance

SPEQ.L vs. MLPS.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 Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
SPEQ.L
Invesco S&P 500 Equal Weight UCITS ETF Acc
0.46%11.52%12.23%13.79%-11.53%24.80%
MLPS.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
14.41%2.44%22.62%19.38%31.92%9.09%

Returns By Period

In the year-to-date period, SPEQ.L achieves a 0.46% return, which is significantly lower than MLPS.L's 14.41% return.


SPEQ.L

1D
1.86%
1M
-4.65%
YTD
0.46%
6M
2.47%
1Y
13.11%
3Y*
11.89%
5Y*
10Y*

MLPS.L

1D
-3.20%
1M
-1.65%
YTD
14.41%
6M
14.18%
1Y
5.62%
3Y*
18.35%
5Y*
20.49%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SPEQ.L has a 0.20% expense ratio, which is lower than MLPS.L's 0.50% expense ratio.


Return for Risk

SPEQ.L vs. MLPS.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: 4545
Overall Rank
SPEQ.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SPEQ.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPEQ.L Omega Ratio Rank: 4444
Omega Ratio Rank
SPEQ.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPEQ.L Martin Ratio Rank: 5353
Martin Ratio Rank

MLPS.L
MLPS.L Risk / Return Rank: 1919
Overall Rank
MLPS.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MLPS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
MLPS.L Omega Ratio Rank: 1919
Omega Ratio Rank
MLPS.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
MLPS.L Martin Ratio Rank: 1919
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. MLPS.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 Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.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.


SPEQ.LMLPS.LDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.29

+0.57

Sortino ratio

Return per unit of downside risk

1.26

0.49

+0.77

Omega ratio

Gain probability vs. loss probability

1.18

1.08

+0.11

Calmar ratio

Return relative to maximum drawdown

1.30

0.32

+0.97

Martin ratio

Return relative to average drawdown

5.73

1.06

+4.67

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

The current SPEQ.L Sharpe Ratio is 0.86, which is higher than the MLPS.L Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of SPEQ.L and MLPS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPEQ.LMLPS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.29

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.14

+0.47

Correlation

The correlation between SPEQ.L and MLPS.L is 0.46, 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.


Dividends

SPEQ.L vs. MLPS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SPEQ.L vs. MLPS.L - Drawdown Comparison

The maximum SPEQ.L drawdown since its inception was -20.84%, smaller than the maximum MLPS.L drawdown of -82.23%. Use the drawdown chart below to compare losses from any high point for SPEQ.L and MLPS.L.


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Drawdown Indicators


SPEQ.LMLPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.84%

-82.23%

+61.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-17.38%

+4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

Max Drawdown (10Y)

Largest decline over 10 years

-75.70%

Current Drawdown

Current decline from peak

-5.00%

-4.62%

-0.38%

Average Drawdown

Average peak-to-trough decline

-5.20%

-28.58%

+23.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

4.62%

-2.47%

Volatility

SPEQ.L vs. MLPS.L - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEQ.L) is 4.12%, while Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L) has a volatility of 5.14%. This indicates that SPEQ.L experiences smaller price fluctuations and is considered to be less risky than MLPS.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.LMLPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

5.14%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

9.86%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

19.41%

-4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.98%

20.60%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

28.68%

-10.70%