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SPXE.L vs. SPEP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXE.L vs. SPEP.L - Performance Comparison

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

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Different Trading Currencies

SPXE.L 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

The year-to-date returns for both stocks are quite close, with SPXE.L having a 8.48% return and SPEP.L slightly lower at 8.44%.


SPXE.L

1D
-1.23%
1M
-1.46%
6M
7.68%
YTD
8.48%
1Y
22.18%
3Y*
19.17%
5Y*
13.46%
10Y*

SPEP.L

1D
-1.26%
1M
-0.61%
6M
7.71%
YTD
8.44%
1Y
22.01%
3Y*
19.25%
5Y*
13.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXE.L vs. SPEP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPXE.L
Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc)
8.48%17.97%24.55%28.40%-18.00%32.29%28.38%
SPEP.L
Invesco S&P 500 Scored & Screened ETF Acc
8.44%18.23%24.50%27.88%-18.15%32.81%28.73%

Correlation

The correlation between SPXE.L and SPEP.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2020

0.92

The correlation between SPXE.L and SPEP.L has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

SPXE.L vs. SPEP.L — Risk / Return Rank

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

SPXE.L
SPXE.L Risk / Return Rank: 7676
Overall Rank
SPXE.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SPXE.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
SPXE.L Omega Ratio Rank: 7777
Omega Ratio Rank
SPXE.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPXE.L Martin Ratio Rank: 7777
Martin Ratio Rank

SPEP.L
SPEP.L Risk / Return Rank: 8080
Overall Rank
SPEP.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPEP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
SPEP.L Omega Ratio Rank: 8080
Omega Ratio Rank
SPEP.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPEP.L Martin Ratio Rank: 8080
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.

SPXE.L vs. SPEP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) (SPXE.L) 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.

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.


SPXE.LSPEP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.34

1.34

0.00

Calmar ratioReturn relative to maximum drawdown

2.51

2.41

+0.10

Martin ratioReturn relative to average drawdown

10.68

10.48

+0.20

SPXE.L vs. SPEP.L - Sharpe Ratio Comparison

The current SPXE.L Sharpe Ratio is 1.85, which is comparable to the SPEP.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SPXE.L and SPEP.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.


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Drawdowns

SPXE.L vs. SPEP.L - Drawdown Comparison

The maximum SPXE.L drawdown since its inception was -24.15%, roughly equal to the maximum SPEP.L drawdown of -24.86%. Use the drawdown chart below to compare losses from any high point for SPXE.L and SPEP.L.


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Drawdown Indicators


SPXE.LSPEP.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.15%

-24.86%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-9.08%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-19.39%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.93%

-24.86%

+0.93%

Current Drawdown

Current decline from peak

-2.05%

-1.99%

-0.06%

Average Drawdown

Average peak-to-trough decline

-4.70%

-5.64%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.10%

-0.03%

Volatility

SPXE.L vs. SPEP.L - Volatility Comparison

Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) (SPXE.L) and Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) have volatilities of 3.04% and 2.97%, 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


SPXE.LSPEP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

2.97%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

8.74%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

11.51%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

21.00%

-4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

22.07%

-2.89%

SPXE.L vs. SPEP.L - Expense Ratio Comparison

Both SPXE.L and SPEP.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPXE.L vs. SPEP.L - Dividend Comparison

Neither SPXE.L nor SPEP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, SPXE.L and SPEP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPXE.L and SPEP.L have the same expense ratio: 0.09% per year.

SPXE.L tracks S&P 500 Scored & Screened Index, while SPEP.L tracks S&P 500 ESG Index.

Portfolio Optimizer

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