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

Performance

SPXD.L vs. IESU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 UCITS ETF Dist (SPXD.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...

Different Trading Currencies

SPXD.L is traded in USD, while IESU.L is traded in GBp. To make them comparable, the IESU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPXD.L achieves a 9.15% return, which is significantly lower than IESU.L's 28.54% return.


SPXD.L

1D
-1.11%
1M
-0.39%
6M
8.14%
YTD
9.15%
1Y
20.24%
3Y*
19.61%
5Y*
13.00%
10Y*

IESU.L

1D
0.85%
1M
6.06%
6M
21.20%
YTD
28.54%
1Y
36.33%
3Y*
14.63%
5Y*
22.27%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
SPXD.L
Invesco S&P 500 UCITS ETF Dist
9.15%17.53%25.57%26.91%-18.51%29.66%17.86%14.06%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.54%9.98%3.69%-1.00%63.91%52.43%-33.64%4.14%

Correlation

The correlation between SPXD.L and IESU.L is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

0.09

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2019

0.34

The correlation between SPXD.L and IESU.L shifts across timeframes, from -0.16 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

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

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

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

SPXD.L
SPXD.L Risk / Return Rank: 6767
Overall Rank
SPXD.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SPXD.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPXD.L Omega Ratio Rank: 6565
Omega Ratio Rank
SPXD.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPXD.L Martin Ratio Rank: 7272
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.

SPXD.L vs. IESU.L - 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 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.


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

+0.17

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratioReturn relative to maximum drawdown

2.41

2.21

+0.20

Martin ratioReturn relative to average drawdown

9.92

5.65

+4.28

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

The current SPXD.L Sharpe Ratio is 1.68, which is comparable to the IESU.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of SPXD.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

SPXD.L vs. IESU.L - Drawdown Comparison

The maximum SPXD.L drawdown since its inception was -33.98%, smaller than the maximum IESU.L drawdown of -72.57%. Use the drawdown chart below to compare losses from any high point for SPXD.L and IESU.L.


Loading charts...

Drawdown Indicators


SPXD.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.98%

-72.57%

+38.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-16.37%

+8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.30%

-22.55%

+4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.18%

-27.74%

+3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-66.85%

Current Drawdown

Current decline from peak

-1.67%

-8.87%

+7.20%

Average Drawdown

Average peak-to-trough decline

-5.01%

-24.88%

+19.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

6.42%

-4.38%

Volatility

SPXD.L vs. IESU.L - Volatility Comparison

The current volatility for Invesco S&P 500 UCITS ETF Dist (SPXD.L) is 3.15%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 6.97%. This indicates that SPXD.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


SPXD.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

6.97%

-3.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

21.03%

-11.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

23.89%

-11.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

29.47%

-13.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

29.81%

-12.18%

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

SPXD.L has a 0.05% expense ratio, which is lower than IESU.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPXD.L vs. IESU.L - Dividend Comparison

SPXD.L's dividend yield for the trailing twelve months is around 1.12%, while IESU.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPXD.L
Invesco S&P 500 UCITS ETF Dist
1.12%1.16%1.31%1.51%1.68%1.30%1.52%1.41%

Frequently Asked Questions


SPXD.L and IESU.L have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXD.L is cheaper with a 0.05% expense ratio, compared with 0.15% for IESU.L.

SPXD.L is categorized as S&P 500, while IESU.L is Energy Equities. SPXD.L tracks S&P 500 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: 0.05% for SPXD.L and 0.15% for IESU.L.

Portfolio Optimizer

Find the right allocation for SPXD.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