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

Performance

SPXE.L vs. SPXS.L - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with SPXE.L having a 9.73% return and SPXS.L slightly higher at 10.20%.


SPXE.L

1D
-0.05%
1M
-0.92%
6M
9.61%
YTD
9.73%
1Y
23.78%
3Y*
19.79%
5Y*
13.72%
10Y*

SPXS.L

1D
-0.12%
1M
-0.05%
6M
9.96%
YTD
10.20%
1Y
-98.78%
3Y*
-74.11%
5Y*
-54.94%
10Y*
-27.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SPXE.L
Invesco S&P 500 Scored & Screened ETF Acc
9.73%17.97%24.55%28.40%-18.00%32.29%28.38%
SPXS.L
Invesco S&P 500 UCITS ETF
10.20%-98.82%25.56%27.00%-18.53%29.64%35.29%

Correlation

The correlation between SPXE.L and SPXS.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.96

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

0.97

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

0.97

The correlation between SPXE.L and SPXS.L has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Invesco S&P 500 UCITS ETF

Return for Risk

SPXE.L vs. SPXS.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: 7979
Overall Rank
SPXE.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPXE.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
SPXE.L Omega Ratio Rank: 8181
Omega Ratio Rank
SPXE.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPXE.L Martin Ratio Rank: 7979
Martin Ratio Rank

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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. SPXS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Scored & Screened ETF Acc (SPXE.L) and Invesco S&P 500 UCITS ETF (SPXS.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.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+3.05

Sortino ratioReturn per unit of downside risk

+3.89

Omega ratioGain probability vs. loss probability

1.38

0.52

+0.86

Calmar ratioReturn relative to maximum drawdown

2.78

-1.00

+3.78

Martin ratioReturn relative to average drawdown

11.84

-1.23

+13.07

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

The current SPXE.L Sharpe Ratio is 2.06, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of SPXE.L and SPXS.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. SPXS.L - Drawdown Comparison

The maximum SPXE.L drawdown since its inception was -24.15%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for SPXE.L and SPXS.L.


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Drawdown Indicators


SPXE.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.15%

-99.07%

+74.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-99.07%

+90.28%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-99.07%

+79.93%

Max Drawdown (5Y)

Largest decline over 5 years

-23.93%

-99.07%

+75.14%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

Current Drawdown

Current decline from peak

-0.92%

-98.90%

+97.98%

Average Drawdown

Average peak-to-trough decline

-4.70%

-7.67%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

80.57%

-78.50%

Volatility

SPXE.L vs. SPXS.L - Volatility Comparison

Invesco S&P 500 Scored & Screened ETF Acc (SPXE.L) and Invesco S&P 500 UCITS ETF (SPXS.L) have volatilities of 2.79% and 2.73%, 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.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.73%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

9.24%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

99.43%

-87.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

47.13%

-30.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

35.27%

-16.09%

Dividends

SPXE.L vs. SPXS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, SPXE.L and SPXS.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.

SPXE.L tracks Invesco S&P 500 Scored & Screened ETF Acc, while SPXS.L tracks Invesco S&P 500 UCITS ETF.

Portfolio Optimizer

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