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

Performance

SPEQ.L vs. XDPP.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 Xtrackers S&P 500 UCITS ETF 4C (XDPP.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
SPEQ.L
Invesco S&P 500 Equal Weight UCITS ETF Acc
0.46%11.52%12.23%13.79%6.32%
XDPP.L
Xtrackers S&P 500 UCITS ETF 4C
-4.21%17.70%25.14%26.13%1.78%
Different Trading Currencies

SPEQ.L is traded in USD, while XDPP.L is traded in GBP. To make them comparable, the XDPP.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 0.46% return, which is significantly higher than XDPP.L's -4.21% return.


SPEQ.L

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

XDPP.L

1D
2.29%
1M
-4.00%
YTD
-4.21%
6M
-1.07%
1Y
18.19%
3Y*
18.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SPEQ.L has a 0.20% expense ratio, which is higher than XDPP.L's 0.06% 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. XDPP.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

XDPP.L
XDPP.L Risk / Return Rank: 5757
Overall Rank
XDPP.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XDPP.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
XDPP.L Omega Ratio Rank: 5151
Omega Ratio Rank
XDPP.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDPP.L Martin Ratio Rank: 6363
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. XDPP.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 Xtrackers S&P 500 UCITS ETF 4C (XDPP.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.LXDPP.LDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.13

-0.28

Sortino ratio

Return per unit of downside risk

1.26

1.65

-0.38

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.30

1.95

-0.66

Martin ratio

Return relative to average drawdown

5.73

8.09

-2.36

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

The current SPEQ.L Sharpe Ratio is 0.86, which is comparable to the XDPP.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SPEQ.L and XDPP.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.LXDPP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.13

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.13

-0.52

Correlation

The correlation between SPEQ.L and XDPP.L is 0.73, 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. XDPP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SPEQ.L vs. XDPP.L - Drawdown Comparison

The maximum SPEQ.L drawdown since its inception was -20.84%, which is greater than XDPP.L's maximum drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for SPEQ.L and XDPP.L.


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Drawdown Indicators


SPEQ.LXDPP.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.84%

-20.98%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-10.54%

-2.49%

Current Drawdown

Current decline from peak

-5.00%

-4.93%

-0.07%

Average Drawdown

Average peak-to-trough decline

-5.20%

-3.61%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.13%

+0.02%

Volatility

SPEQ.L vs. XDPP.L - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEQ.L) is 4.12%, while Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) has a volatility of 4.46%. This indicates that SPEQ.L experiences smaller price fluctuations and is considered to be less risky than XDPP.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.LXDPP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.46%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

8.69%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

16.05%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.98%

15.00%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

15.00%

+2.98%