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SPY5.L vs. SPEP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SPY5.L vs. SPEP.L

Last updated Jun 5, 2026

SPY5.L (State Street SPDR S&P 500 UCITS ETF) and SPEP.L (Invesco S&P 500 Scored & Screened ETF Acc) are both S&P 500 funds - SPY5.L tracks the S&P 500 while SPEP.L tracks the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, SPY5.L returned 13.71%/yr vs 14.62%/yr for SPEP.L. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.09% expense ratio.

Performance

SPY5.L vs. SPEP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR S&P 500 UCITS ETF (SPY5.L) and Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPY5.L is traded in USD, while SPEP.L is traded in GBp. To make them comparable, the SPEP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with SPY5.L having a 10.31% return and SPEP.L slightly lower at 10.01%.

SPY5.L

1D
0.01%
1M
4.49%
YTD
10.31%
6M
11.16%
1Y
27.83%
3Y*
22.16%
5Y*
13.71%
10Y*
15.36%

SPEP.L

1D
0.74%
1M
4.91%
YTD
10.01%
6M
11.53%
1Y
31.00%
3Y*
21.82%
5Y*
14.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY5.L vs. SPEP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
SPY5.L
State Street SPDR S&P 500 UCITS ETF		10.31%17.43%25.36%26.64%-18.68%29.28%37.39%
SPEP.L
Invesco S&P 500 Scored & Screened ETF Acc		10.01%18.23%24.50%27.88%-18.42%33.24%28.73%

Correlation

The correlation between SPY5.L and SPEP.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

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

0.88

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

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2020

0.91

The correlation between SPY5.L and SPEP.L has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

SPY5.L vs. SPEP.L - Sectors Allocation Comparison

Sectors
SPY5.L
SPEP.L

Technology

38.0%
38.6%

Financial Services

11.3%
12.0%

Communication Services

10.6%
14.5%

Consumer Cyclical

9.8%
4.6%

Healthcare

8.4%
9.3%

Industrials

7.6%
6.8%

Consumer Defensive

4.7%
5.1%

Energy

3.4%
4.2%

Utilities

2.6%
0.8%

Real Estate

1.8%
2.2%

Basic Materials

1.7%
1.9%

Technology

SPY5.L
38.0%
SPEP.L
38.6%

Financial Services

SPY5.L
11.3%
SPEP.L
12.0%

Communication Services

SPY5.L
10.6%
SPEP.L
14.5%

Consumer Cyclical

SPY5.L
9.8%
SPEP.L
4.6%

Healthcare

SPY5.L
8.4%
SPEP.L
9.3%

Industrials

SPY5.L
7.6%
SPEP.L
6.8%

Consumer Defensive

SPY5.L
4.7%
SPEP.L
5.1%

Energy

SPY5.L
3.4%
SPEP.L
4.2%

Utilities

SPY5.L
2.6%
SPEP.L
0.8%

Real Estate

SPY5.L
1.8%
SPEP.L
2.2%

Basic Materials

SPY5.L
1.7%
SPEP.L
1.9%

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State Street SPDR S&P 500 UCITS ETF

Invesco S&P 500 Scored & Screened ETF Acc

Often compared with SPY5.L:
SPY5.L vs. SPYSPY5.L vs. CSPX.LSPY5.L vs. VUSA.DESPY5.L vs. VOOSPY5.L vs. CSP1.LSPY5.L vs. VUAA.LSPY5.L vs. SWRD.L
Often compared with SPEP.L:
SPEP.L vs. SPYSPEP.L vs. SPXP.LSPEP.L vs. SPIDXSPEP.L vs. VOOSPEP.L vs. P500.DESPEP.L vs. XD9U.DESPEP.L vs. VUAA.L

Return for Risk

SPY5.L vs. SPEP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPY5.L
SPY5.L Risk / Return Rank: 7575
Overall Rank
SPY5.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPY5.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SPY5.L Omega Ratio Rank: 7575
Omega Ratio Rank
SPY5.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPY5.L Martin Ratio Rank: 7777
Martin Ratio Rank
SPEP.L
SPEP.L Risk / Return Rank: 3535
Overall Rank
SPEP.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPEP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPEP.L Omega Ratio Rank: 8383
Omega Ratio Rank
SPEP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
SPEP.L Martin Ratio Rank: 1818
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.

SPY5.L vs. SPEP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 UCITS ETF (SPY5.L) and Invesco S&P 500 Scored & Screened ETF Acc (SPEP.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.

SPY5.LSPEP.LDifference
Sharpe ratioReturn per unit of total volatility
2.39
0.71

+1.68

Sortino ratioReturn per unit of downside risk
3.51
1.43

+2.08

Omega ratioGain probability vs. loss probability

1.44

1.45

-0.01

Calmar ratioReturn relative to maximum drawdown

3.39

1.09

+2.29

Martin ratioReturn relative to average drawdown

14.64

1.77

+12.87

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPY5.L vs. SPEP.L - Sharpe Ratio Comparison

The current SPY5.L Sharpe Ratio is 2.39, which is higher than the SPEP.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SPY5.L and SPEP.L, 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

SPY5.LSPEP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

0.71

+1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.46

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.60

+0.34

Drawdowns

SPY5.L vs. SPEP.L - Drawdown Comparison

The maximum SPY5.L drawdown since its inception was -33.89%, which is greater than SPEP.L's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for SPY5.L and SPEP.L.

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Drawdown Indicators

SPY5.LSPEP.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-28.24%

-5.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-28.24%

+20.06%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

-28.24%

+9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

-28.24%

+3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

—

—

Current Drawdown

Current decline from peak

-0.55%

-15.04%

+14.49%

Average Drawdown

Average peak-to-trough decline

-3.70%

-8.85%

+5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

17.51%

-15.61%

Volatility

SPY5.L vs. SPEP.L - Volatility Comparison

State Street SPDR S&P 500 UCITS ETF (SPY5.L) has a higher volatility of 3.17% compared to Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) at 2.92%. This indicates that SPY5.L's price experiences larger fluctuations and is considered to be riskier than SPEP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SPY5.LSPEP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

2.92%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

7.97%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.59%

43.25%

-31.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

32.11%

-16.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

31.02%

-14.78%

SPY5.L vs. SPEP.L - Expense Ratio Comparison

Both SPY5.L and SPEP.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

SPY5.L vs. SPEP.L - Dividend Comparison

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

PositionTTM20252024202320222021202020192018201720162015
SPEP.L
Invesco S&P 500 Scored & Screened ETF Acc		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.L
State Street SPDR S&P 500 UCITS ETF		0.89%0.97%1.06%1.19%1.40%0.99%1.28%1.71%2.20%2.29%1.64%1.73%

Frequently Asked Questions

SPY5.L and SPEP.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPY5.L and SPEP.L have the same expense ratio: 0.09% per year.

SPY5.L tracks S&P 500, while SPEP.L tracks S&P 500 ESG Index. They also come from different issuers: State Street and Invesco.

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