SPXS.MI vs. ^GSPC

In the year-to-date period, SPXS.MI achieves a -8.26% return, which is significantly lower than ^GSPC's 0.51% return. Over the past 10 years, SPXS.MI has outperformed ^GSPC with an annualized return of 12.42%, while ^GSPC has yielded a comparatively lower 10.85% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXS.MI) and S&P 500 (^GSPC). 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 SPXS.MI Sharpe Ratio is 0.45, which is lower than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SPXS.MI and ^GSPC, 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 maximum SPXS.MI drawdown since its inception was -33.57%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SPXS.MI and ^GSPC.

Invesco S&P 500 UCITS ETF (SPXS.MI) has a higher volatility of 5.83% compared to S&P 500 (^GSPC) at 4.77%. This indicates that SPXS.MI's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.