SPXP.L vs. SPX5.L

In the year-to-date period, SPXP.L achieves a -2.37% return, which is significantly higher than SPX5.L's -2.53% return. Both investments have delivered pretty close results over the past 10 years, with SPXP.L having a 14.95% annualized return and SPX5.L not far behind at 14.80%.

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SPXP.L has a 0.05% expense ratio, which is lower than SPX5.L's 0.09% 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 SPDR S&P 500 UCITS ETF (SPX5.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 SPX5.L Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of SPXP.L and SPX5.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 SPX5.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 SPX5.L's dividend yield for the trailing twelve months is around 107.26%.

The maximum SPXP.L drawdown since its inception was -25.46%, smaller than the maximum SPX5.L drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for SPXP.L and SPX5.L.

Invesco S&P 500 UCITS ETF (SPXP.L) and SPDR S&P 500 UCITS ETF (SPX5.L) have volatilities of 2.29% and 2.30%, 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.