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SPXP.L vs. CNX1.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SPXP.L vs. CNX1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 UCITS ETF (SPXP.L) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SPXP.L:

0.41

CNX1.L:

0.24

Sortino Ratio

SPXP.L:

0.65

CNX1.L:

0.46

Omega Ratio

SPXP.L:

1.09

CNX1.L:

1.06

Calmar Ratio

SPXP.L:

0.32

CNX1.L:

0.20

Martin Ratio

SPXP.L:

0.88

CNX1.L:

0.53

Ulcer Index

SPXP.L:

7.54%

CNX1.L:

9.24%

Daily Std Dev

SPXP.L:

16.74%

CNX1.L:

21.36%

Max Drawdown

SPXP.L:

-25.46%

CNX1.L:

-27.56%

Current Drawdown

SPXP.L:

-6.99%

CNX1.L:

-6.16%

Returns By Period

In the year-to-date period, SPXP.L achieves a -2.67% return, which is significantly lower than CNX1.L's -1.76% return. Over the past 10 years, SPXP.L has underperformed CNX1.L with an annualized return of 14.92%, while CNX1.L has yielded a comparatively higher 19.91% annualized return.


SPXP.L

YTD
-2.67%
1M
3.35%
6M
-4.16%
1Y
6.91%
3Y*
13.64%
5Y*
14.50%
10Y*
14.92%

CNX1.L

YTD
-1.76%
1M
3.62%
6M
-3.66%
1Y
5.24%
3Y*
18.56%
5Y*
15.11%
10Y*
19.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Invesco S&P 500 UCITS ETF

SPXP.L vs. CNX1.L - Expense Ratio Comparison

SPXP.L has a 0.05% expense ratio, which is lower than CNX1.L's 0.36% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SPXP.L vs. CNX1.L — Risk-Adjusted Performance Rank

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

SPXP.L
The Risk-Adjusted Performance Rank of SPXP.L is 3131
Overall Rank
The Sharpe Ratio Rank of SPXP.L is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXP.L is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SPXP.L is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SPXP.L is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SPXP.L is 2828
Martin Ratio Rank

CNX1.L
The Risk-Adjusted Performance Rank of CNX1.L is 2323
Overall Rank
The Sharpe Ratio Rank of CNX1.L is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of CNX1.L is 2323
Sortino Ratio Rank
The Omega Ratio Rank of CNX1.L is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CNX1.L is 2424
Calmar Ratio Rank
The Martin Ratio Rank of CNX1.L is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPXP.L vs. CNX1.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXP.L) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.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.


The current SPXP.L Sharpe Ratio is 0.41, which is higher than the CNX1.L Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of SPXP.L and CNX1.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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between SPXP.L and CNX1.L is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPXP.L vs. CNX1.L - Dividend Comparison

Neither SPXP.L nor CNX1.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPXP.L vs. CNX1.L - Drawdown Comparison

The maximum SPXP.L drawdown since its inception was -25.46%, smaller than the maximum CNX1.L drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for SPXP.L and CNX1.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SPXP.L vs. CNX1.L - Volatility Comparison

The current volatility for Invesco S&P 500 UCITS ETF (SPXP.L) is 2.30%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) has a volatility of 3.09%. This indicates that SPXP.L experiences smaller price fluctuations and is considered to be less risky than CNX1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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