PortfoliosLab logoPortfoliosLab logo
SPES.L vs. IESU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPES.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 Dist (SPES.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.

Loading charts...

Returns By Period

In the year-to-date period, SPES.L achieves a 11.91% return, which is significantly lower than IESU.L's 28.61% return.


SPES.L

1D
0.07%
1M
0.84%
6M
7.89%
YTD
11.91%
1Y
18.23%
3Y*
12.27%
5Y*
9.44%
10Y*

IESU.L

1D
1.07%
1M
4.80%
6M
20.56%
YTD
28.61%
1Y
35.99%
3Y*
13.44%
5Y*
22.82%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
SPES.L
Invesco S&P 500 Equal Weight UCITS ETF Dist
11.91%3.95%13.66%8.18%-1.34%-15.96%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.61%2.26%5.45%-5.96%83.53%19.72%

Correlation

The correlation between SPES.L and IESU.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.35

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

0.41

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

0.41

Over the past year, the correlation between SPES.L and IESU.L has dropped to 0.11 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

SPES.L
SPES.L Risk / Return Rank: 7777
Overall Rank
SPES.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SPES.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPES.L Omega Ratio Rank: 7676
Omega Ratio Rank
SPES.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SPES.L Martin Ratio Rank: 7474
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
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.

SPES.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 Dist (SPES.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.


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

+0.47

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.35

1.26

+0.08

Calmar ratioReturn relative to maximum drawdown

3.16

2.07

+1.10

Martin ratioReturn relative to average drawdown

10.26

5.01

+5.25

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

The current SPES.L Sharpe Ratio is 1.93, which is higher than the IESU.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SPES.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.


Loading charts...

Drawdowns

SPES.L vs. IESU.L - Drawdown Comparison

The maximum SPES.L drawdown since its inception was -34.38%, smaller than the maximum IESU.L drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for SPES.L and IESU.L.


Loading charts...

Drawdown Indicators


SPES.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-63.88%

+29.50%

Max Drawdown (1Y)

Largest decline over 1 year

-5.74%

-17.34%

+11.60%

Max Drawdown (3Y)

Largest decline over 3 years

-19.65%

-26.36%

+6.71%

Max Drawdown (5Y)

Largest decline over 5 years

-19.65%

-26.36%

+6.71%

Max Drawdown (10Y)

Largest decline over 10 years

-62.16%

Current Drawdown

Current decline from peak

-1.24%

-10.65%

+9.41%

Average Drawdown

Average peak-to-trough decline

-11.91%

-20.50%

+8.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

7.16%

-5.39%

Volatility

SPES.L vs. IESU.L - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight UCITS ETF Dist (SPES.L) is 2.81%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 7.50%. This indicates that SPES.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.


Loading charts...

Volatility by Period


SPES.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

7.50%

-4.69%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

21.74%

-15.12%

Volatility (1Y)

Calculated over the trailing 1-year period

9.50%

24.54%

-15.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

29.08%

-15.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.83%

29.16%

-8.33%

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

SPES.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

SPES.L vs. IESU.L - Dividend Comparison

SPES.L's dividend yield for the trailing twelve months is around 1.29%, while IESU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
SPES.L
Invesco S&P 500 Equal Weight UCITS ETF Dist
1.29%1.37%1.36%1.48%1.49%0.74%

Frequently Asked Questions


SPES.L and IESU.L have a correlation of 0.11, 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 SPES.L.

SPES.L is categorized as S&P 500, while IESU.L is Energy Equities. SPES.L tracks S&P 500 Equal Weight Index, 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 SPES.L and 0.15% for IESU.L.

Portfolio Optimizer

Find the right allocation for SPES.L and IESU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer