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SPLW.L vs. SPYL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPLW.L vs. SPYL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.L) and SPDR S&P 500 UCITS ETF USD Acc (SPYL.L). The values are adjusted to include any dividend payments, if applicable.

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SPLW.L vs. SPYL.L - Yearly Performance Comparison


2026 (YTD)202520242023
SPLW.L
Invesco S&P 500 Low Volatility UCITS ETF Acc
1.43%4.80%13.46%7.99%
SPYL.L
SPDR S&P 500 UCITS ETF USD Acc
-6.38%17.39%25.33%14.46%

Returns By Period

In the year-to-date period, SPLW.L achieves a 1.43% return, which is significantly higher than SPYL.L's -6.38% return.


SPLW.L

1D
-0.64%
1M
-5.77%
YTD
1.43%
6M
0.27%
1Y
-0.54%
3Y*
7.24%
5Y*
10Y*

SPYL.L

1D
0.48%
1M
-6.33%
YTD
-6.38%
6M
-2.71%
1Y
17.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPLW.L vs. SPYL.L - Expense Ratio Comparison

SPLW.L has a 0.25% expense ratio, which is higher than SPYL.L's 0.03% 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

SPLW.L vs. SPYL.L — Risk / Return Rank

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

SPLW.L
SPLW.L Risk / Return Rank: 1010
Overall Rank
SPLW.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SPLW.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
SPLW.L Omega Ratio Rank: 1010
Omega Ratio Rank
SPLW.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
SPLW.L Martin Ratio Rank: 1010
Martin Ratio Rank

SPYL.L
SPYL.L Risk / Return Rank: 7373
Overall Rank
SPYL.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPYL.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPYL.L Omega Ratio Rank: 6161
Omega Ratio Rank
SPYL.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
SPYL.L Martin Ratio Rank: 9494
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.

SPLW.L vs. SPYL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.L) and SPDR S&P 500 UCITS ETF USD Acc (SPYL.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.


SPLW.LSPYL.LDifference

Sharpe ratio

Return per unit of total volatility

-0.04

1.07

-1.11

Sortino ratio

Return per unit of downside risk

0.03

1.56

-1.53

Omega ratio

Gain probability vs. loss probability

1.00

1.23

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.09

3.13

-3.21

Martin ratio

Return relative to average drawdown

-0.27

14.12

-14.39

SPLW.L vs. SPYL.L - Sharpe Ratio Comparison

The current SPLW.L Sharpe Ratio is -0.04, which is lower than the SPYL.L Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SPLW.L and SPYL.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


SPLW.LSPYL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

1.07

-1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.47

-1.04

Correlation

The correlation between SPLW.L and SPYL.L is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPLW.L vs. SPYL.L - Dividend Comparison

Neither SPLW.L nor SPYL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPLW.L vs. SPYL.L - Drawdown Comparison

The maximum SPLW.L drawdown since its inception was -17.23%, smaller than the maximum SPYL.L drawdown of -18.42%. Use the drawdown chart below to compare losses from any high point for SPLW.L and SPYL.L.


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Drawdown Indicators


SPLW.LSPYL.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.23%

-18.42%

+1.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.44%

-11.78%

+2.34%

Current Drawdown

Current decline from peak

-5.85%

-7.69%

+1.84%

Average Drawdown

Average peak-to-trough decline

-5.08%

-1.82%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.80%

+1.16%

Volatility

SPLW.L vs. SPYL.L - Volatility Comparison

The current volatility for Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.L) is 3.16%, while SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) has a volatility of 4.11%. This indicates that SPLW.L experiences smaller price fluctuations and is considered to be less risky than SPYL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPLW.LSPYL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

4.11%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.93%

8.29%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

15.77%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.30%

13.96%

-1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.30%

13.96%

-1.66%