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SPXS.MI vs. SPY5.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXS.MI vs. SPY5.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 UCITS ETF (SPXS.MI) and SPDR S&P 500 UCITS ETF (SPY5.MI). 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 stocks are quite close, with SPXS.MI having a 11.42% return and SPY5.MI slightly lower at 11.35%. Both investments have delivered pretty close results over the past 10 years, with SPXS.MI having a 15.17% annualized return and SPY5.MI not far behind at 14.92%.


SPXS.MI

1D
-0.11%
1M
5.27%
YTD
11.42%
6M
11.54%
1Y
25.86%
3Y*
19.09%
5Y*
14.98%
10Y*
15.17%

SPY5.MI

1D
-0.17%
1M
5.29%
YTD
11.35%
6M
11.48%
1Y
25.74%
3Y*
18.91%
5Y*
14.76%
10Y*
14.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXS.MI vs. SPY5.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXS.MI
Invesco S&P 500 UCITS ETF
11.42%4.51%33.86%22.52%-14.49%41.21%7.76%34.77%-0.95%6.04%
SPY5.MI
SPDR S&P 500 UCITS ETF
11.35%4.37%33.74%22.06%-14.63%40.85%7.39%34.32%-1.24%6.85%

Correlation

The correlation between SPXS.MI and SPY5.MI is 0.99 - 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

0.99

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

0.99

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

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.88

The correlation between SPXS.MI and SPY5.MI shifts across timeframes, from 0.88 (all time) to 1.00 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPXS.MI vs. SPY5.MI — Risk / Return Rank

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

SPXS.MI
SPXS.MI Risk / Return Rank: 7171
Overall Rank
SPXS.MI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPXS.MI Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPXS.MI Omega Ratio Rank: 7272
Omega Ratio Rank
SPXS.MI Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPXS.MI Martin Ratio Rank: 7171
Martin Ratio Rank

SPY5.MI
SPY5.MI Risk / Return Rank: 7171
Overall Rank
SPY5.MI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPY5.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPY5.MI Omega Ratio Rank: 7272
Omega Ratio Rank
SPY5.MI Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPY5.MI Martin Ratio Rank: 6969
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.

SPXS.MI vs. SPY5.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXS.MI) and SPDR S&P 500 UCITS ETF (SPY5.MI). 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.


SPXS.MISPY5.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.70

3.59

+0.10

Martin ratioReturn relative to average drawdown

13.16

12.74

+0.42

SPXS.MI vs. SPY5.MI - Sharpe Ratio Comparison

The current SPXS.MI Sharpe Ratio is 2.26, which is comparable to the SPY5.MI Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SPXS.MI and SPY5.MI, 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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Sharpe Ratios by Period


SPXS.MISPY5.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

2.27

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.97

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.95

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.09

-0.14

Drawdowns

SPXS.MI vs. SPY5.MI - Drawdown Comparison

The maximum SPXS.MI drawdown since its inception was -33.57%, roughly equal to the maximum SPY5.MI drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for SPXS.MI and SPY5.MI.


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Drawdown Indicators


SPXS.MISPY5.MIDifference

Max Drawdown

Largest peak-to-trough decline

-33.57%

-33.59%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-7.17%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-23.07%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-23.07%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.57%

-33.59%

+0.02%

Current Drawdown

Current decline from peak

-0.40%

-0.41%

+0.01%

Average Drawdown

Average peak-to-trough decline

-4.35%

-4.19%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.02%

-0.06%

Volatility

SPXS.MI vs. SPY5.MI - Volatility Comparison

Invesco S&P 500 UCITS ETF (SPXS.MI) and SPDR S&P 500 UCITS ETF (SPY5.MI) have volatilities of 2.68% and 2.66%, 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


SPXS.MISPY5.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.66%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

7.47%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.44%

11.35%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

15.06%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

16.39%

-0.08%

SPXS.MI vs. SPY5.MI - Expense Ratio Comparison

SPXS.MI has a 0.05% expense ratio, which is lower than SPY5.MI'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%.


Dividends

SPXS.MI vs. SPY5.MI - Dividend Comparison

SPXS.MI has not paid dividends to shareholders, while SPY5.MI's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM20252024202320222021202020192018201720162015
SPXS.MI
Invesco S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY5.MI
SPDR S&P 500 UCITS ETF
0.89%0.99%1.02%1.22%1.43%0.95%1.37%1.44%2.25%1.60%1.58%1.69%

Frequently Asked Questions


With a correlation of 0.99, SPXS.MI and SPY5.MI 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.

On fees, SPXS.MI is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.MI is cheaper with a 0.05% expense ratio, compared with 0.09% for SPY5.MI.

Both ETFs track S&P 500 Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.05% for SPXS.MI and 0.09% for SPY5.MI.

Portfolio Optimizer

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