SPXP.L vs. IUSA.L

The year-to-date returns for both investments are quite close, with SPXP.L having a -2.67% return and IUSA.L slightly higher at -2.58%. Both investments have delivered pretty close results over the past 10 years, with SPXP.L having a 14.92% annualized return and IUSA.L not far ahead at 15.17%.

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SPXP.L has a 0.05% expense ratio, which is lower than IUSA.L's 0.07% 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%.

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXP.L) and iShares S&P 500 UCITS Dist (IUSA.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 comparable to the IUSA.L Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SPXP.L and IUSA.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.

The correlation between SPXP.L and IUSA.L is 0.61, 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.

SPXP.L has not paid dividends to shareholders, while IUSA.L's dividend yield for the trailing twelve months is around 1.37%.

The maximum SPXP.L drawdown since its inception was -25.46%, smaller than the maximum IUSA.L drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for SPXP.L and IUSA.L.

Invesco S&P 500 UCITS ETF (SPXP.L) and iShares S&P 500 UCITS Dist (IUSA.L) have volatilities of 2.30% and 2.31%, 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.