SPXD.L vs. ^SP100
SPXD.L (Invesco S&P 500 UCITS ETF Dist) is S&P 500 fund tracking the S&P 500 Index, while ^SP100 (S&P 100 Index) is an index. Over the past 5 years, SPXD.L returned 13.92%/yr vs 14.42%/yr for ^SP100. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
SPXD.L vs. ^SP100 - Performance Comparison
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Returns By Period
In the year-to-date period, SPXD.L achieves a 10.44% return, which is significantly higher than ^SP100's 9.46% return.
SPXD.L
- 1D
- -0.02%
- 1M
- 4.50%
- YTD
- 10.44%
- 6M
- 11.25%
- 1Y
- 27.99%
- 3Y*
- 22.39%
- 5Y*
- 13.92%
- 10Y*
- —
^SP100
- 1D
- 0.35%
- 1M
- 4.77%
- YTD
- 9.46%
- 6M
- 9.14%
- 1Y
- 28.71%
- 3Y*
- 23.43%
- 5Y*
- 14.42%
- 10Y*
- 14.96%
SPXD.L vs. ^SP100 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPXD.L Invesco S&P 500 UCITS ETF Dist | 10.44% | 17.53% | 25.57% | 26.91% | -18.50% | 29.67% | 17.90% | 13.21% |
^SP100 S&P 100 Index | 9.46% | 18.76% | 29.25% | 30.83% | -22.12% | 27.55% | 19.30% | 13.95% |
Correlation
The correlation between SPXD.L and ^SP100 is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2019 | 0.56 |
The correlation between SPXD.L and ^SP100 shifts across timeframes, from 0.56 (all time) to 0.68 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SPXD.L vs. ^SP100 — Risk / Return Rank
SPXD.L
^SP100
SPXD.L vs. ^SP100 - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF Dist (SPXD.L) and S&P 100 Index (^SP100). 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.
| SPXD.L | ^SP100 | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.41 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 2.55 | +0.75 |
| Martin ratioReturn relative to average drawdown | 14.56 | 10.65 | +3.91 |
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
| SPXD.L | ^SP100 | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 2.27 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.82 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.55 | +0.38 |
Drawdowns
SPXD.L vs. ^SP100 - Drawdown Comparison
The maximum SPXD.L drawdown since its inception was -33.98%, smaller than the maximum ^SP100 drawdown of -61.31%. Use the drawdown chart below to compare losses from any high point for SPXD.L and ^SP100.
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Drawdown Indicators
| SPXD.L | ^SP100 | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.98% | -61.31% | +27.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -11.30% | +2.95% |
Max Drawdown (3Y)Largest decline over 3 years | -18.29% | -19.89% | +1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.17% | -27.23% | +3.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.68% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -12.67% | +7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.70% | -0.79% |
Volatility
SPXD.L vs. ^SP100 - Volatility Comparison
Invesco S&P 500 UCITS ETF Dist (SPXD.L) and S&P 100 Index (^SP100) have volatilities of 3.10% and 3.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPXD.L | ^SP100 | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 3.23% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | 9.52% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.46% | 12.68% | -1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 17.75% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.70% | 18.47% | -0.77% |
Frequently Asked Questions
SPXD.L and ^SP100 have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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