SPEX.L vs. GARP

In the year-to-date period, SPEX.L achieves a -6.39% return, which is significantly lower than GARP's 1.29% return.

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SPEX.L has a 0.20% expense ratio, which is higher than GARP'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%.

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEX.L) and iShares MSCI USA Quality GARP ETF (GARP). 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.

The current SPEX.L Sharpe Ratio is 0.20, which is lower than the GARP Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of SPEX.L and GARP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPEX.L has not paid dividends to shareholders, while GARP's dividend yield for the trailing twelve months is around 0.41%.

The maximum SPEX.L drawdown since its inception was -25.19%, smaller than the maximum GARP drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for SPEX.L and GARP.

The current volatility for Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEX.L) is 5.48%, while iShares MSCI USA Quality GARP ETF (GARP) has a volatility of 6.32%. This indicates that SPEX.L experiences smaller price fluctuations and is considered to be less risky than GARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.