SPEQ.L vs. SPXD.L
Compare and contrast key facts about Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEQ.L) and Invesco S&P 500 UCITS ETF Dist (SPXD.L).
SPEQ.L and SPXD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPEQ.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Net Total Return. It was launched on Apr 6, 2021. SPXD.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on Oct 26, 2015. Both SPEQ.L and SPXD.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.
Performance
SPEQ.L vs. SPXD.L - Performance Comparison
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SPEQ.L vs. SPXD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPEQ.L Invesco S&P 500 Equal Weight UCITS ETF Acc | 0.46% | 11.52% | 12.23% | 13.79% | -11.53% | 24.80% |
SPXD.L Invesco S&P 500 UCITS ETF Dist | -4.14% | 17.53% | 25.57% | 26.91% | -18.50% | 16.61% |
Returns By Period
In the year-to-date period, SPEQ.L achieves a 0.46% return, which is significantly higher than SPXD.L's -4.14% return.
SPEQ.L
- 1D
- 1.86%
- 1M
- -4.65%
- YTD
- 0.46%
- 6M
- 2.47%
- 1Y
- 13.11%
- 3Y*
- 11.89%
- 5Y*
- —
- 10Y*
- —
SPXD.L
- 1D
- 2.42%
- 1M
- -3.69%
- YTD
- -4.14%
- 6M
- -0.98%
- 1Y
- 18.36%
- 3Y*
- 18.83%
- 5Y*
- 11.99%
- 10Y*
- —
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SPEQ.L vs. SPXD.L - Expense Ratio Comparison
SPEQ.L has a 0.20% expense ratio, which is higher than SPXD.L's 0.05% 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%.
Return for Risk
SPEQ.L vs. SPXD.L — Risk / Return Rank
SPEQ.L
SPXD.L
SPEQ.L vs. SPXD.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 S&P 500 UCITS ETF Dist (SPXD.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.L | SPXD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.16 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.68 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.12 | -0.83 |
Martin ratioReturn relative to average drawdown | 5.73 | 8.62 | -2.89 |
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
| SPEQ.L | SPXD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.16 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.82 | -0.21 |
Correlation
The correlation between SPEQ.L and SPXD.L is 0.75, 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.
Dividends
SPEQ.L vs. SPXD.L - Dividend Comparison
SPEQ.L has not paid dividends to shareholders, while SPXD.L's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPEQ.L Invesco S&P 500 Equal Weight UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPXD.L Invesco S&P 500 UCITS ETF Dist | 1.25% | 1.16% | 1.31% | 1.51% | 1.68% | 1.30% | 1.55% | 1.87% | 0.00% |
Drawdowns
SPEQ.L vs. SPXD.L - Drawdown Comparison
The maximum SPEQ.L drawdown since its inception was -20.84%, smaller than the maximum SPXD.L drawdown of -33.98%. Use the drawdown chart below to compare losses from any high point for SPEQ.L and SPXD.L.
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Drawdown Indicators
| SPEQ.L | SPXD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.84% | -33.98% | +13.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -11.69% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.17% | — |
Current DrawdownCurrent decline from peak | -5.00% | -5.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -5.17% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.05% | +0.10% |
Volatility
SPEQ.L vs. SPXD.L - Volatility Comparison
The current volatility for Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEQ.L) is 4.12%, while Invesco S&P 500 UCITS ETF Dist (SPXD.L) has a volatility of 4.64%. This indicates that SPEQ.L experiences smaller price fluctuations and is considered to be less risky than SPXD.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.L | SPXD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.64% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 8.62% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.27% | 15.79% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 15.82% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 17.81% | +0.17% |