SPIDX vs. SPEP.L
Compare and contrast key facts about Invesco S&P 500 Index Fund (SPIDX) and Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L).
SPIDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on Sep 26, 1997. SPEP.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 ESG Index. It was launched on Nov 5, 2021. Both SPIDX and SPEP.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
SPIDX vs. SPEP.L - Performance Comparison
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SPIDX vs. SPEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPIDX Invesco S&P 500 Index Fund | -7.13% | 17.54% | 24.65% | 25.95% | -18.36% | 28.30% | 32.02% |
SPEP.L Invesco S&P 500 Scored & Screened ETF Acc | -6.13% | 18.23% | 24.50% | 27.88% | -18.42% | 33.24% | 28.73% |
Different Trading Currencies
SPIDX is traded in USD, while SPEP.L is traded in GBp. To make them comparable, the SPEP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPIDX achieves a -7.13% return, which is significantly lower than SPEP.L's -6.13% return.
SPIDX
- 1D
- -0.40%
- 1M
- -7.71%
- YTD
- -7.13%
- 6M
- -4.70%
- 1Y
- 14.14%
- 3Y*
- 16.85%
- 5Y*
- 11.09%
- 10Y*
- 13.42%
SPEP.L
- 1D
- 1.02%
- 1M
- -6.60%
- YTD
- -6.13%
- 6M
- -1.01%
- 1Y
- 19.19%
- 3Y*
- 18.24%
- 5Y*
- 12.28%
- 10Y*
- —
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SPIDX vs. SPEP.L - Expense Ratio Comparison
SPIDX has a 0.29% expense ratio, which is higher than SPEP.L's 0.09% expense ratio.
Return for Risk
SPIDX vs. SPEP.L — Risk / Return Rank
SPIDX
SPEP.L
SPIDX vs. SPEP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Index Fund (SPIDX) and Invesco S&P 500 Scored & Screened ETF Acc (SPEP.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.
| SPIDX | SPEP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.43 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.02 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.60 | +0.37 |
Martin ratioReturn relative to average drawdown | 4.71 | 1.08 | +3.64 |
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
| SPIDX | SPEP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.43 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.38 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.52 | -0.08 |
Correlation
The correlation between SPIDX and SPEP.L is 0.61, 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
SPIDX vs. SPEP.L - Dividend Comparison
SPIDX's dividend yield for the trailing twelve months is around 1.16%, while SPEP.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPIDX Invesco S&P 500 Index Fund | 1.16% | 1.07% | 1.28% | 1.23% | 1.14% | 2.09% | 1.45% | 2.11% | 2.82% | 1.49% | 1.49% | 1.74% |
SPEP.L Invesco S&P 500 Scored & Screened ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPIDX vs. SPEP.L - Drawdown Comparison
The maximum SPIDX drawdown since its inception was -55.30%, which is greater than SPEP.L's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for SPIDX and SPEP.L.
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Drawdown Indicators
| SPIDX | SPEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.30% | -27.82% | -27.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -27.82% | +15.68% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -27.82% | +3.16% |
Max Drawdown (10Y)Largest decline over 10 years | -33.84% | — | — |
Current DrawdownCurrent decline from peak | -8.93% | -27.08% | +18.15% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -7.12% | -3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 16.01% | -13.44% |
Volatility
SPIDX vs. SPEP.L - Volatility Comparison
Invesco S&P 500 Index Fund (SPIDX) has a higher volatility of 4.24% compared to Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) at 3.83%. This indicates that SPIDX's price experiences larger fluctuations and is considered to be riskier than SPEP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPIDX | SPEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.83% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 41.32% | -32.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 44.65% | -26.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 32.12% | -15.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 31.40% | -13.35% |