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USPA.L vs. SPXS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USPA.L vs. SPXS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin S&P 500 Paris Aligned Climate UCITS ETF (USPA.L) and Invesco S&P 500 UCITS ETF (SPXS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USPA.L achieves a 7.03% return, which is significantly lower than SPXS.L's 10.20% return.


USPA.L

1D
-0.31%
1M
-0.65%
6M
7.59%
YTD
7.03%
1Y
17.98%
3Y*
19.02%
5Y*
12.16%
10Y*

SPXS.L

1D
-0.12%
1M
-0.05%
6M
9.96%
YTD
10.20%
1Y
-98.78%
3Y*
-74.11%
5Y*
-54.94%
10Y*
-27.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPA.L vs. SPXS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USPA.L
Franklin S&P 500 Paris Aligned Climate UCITS ETF
7.03%15.76%26.74%30.46%-22.10%32.21%16.58%
SPXS.L
Invesco S&P 500 UCITS ETF
10.20%-98.82%25.56%27.00%-18.53%29.64%16.06%

Correlation

The correlation between USPA.L and SPXS.L is 0.96 - 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

0.96

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2020

0.97

The correlation between USPA.L and SPXS.L has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Invesco S&P 500 UCITS ETF

Return for Risk

USPA.L vs. SPXS.L — Risk / Return Rank

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

USPA.L
USPA.L Risk / Return Rank: 5151
Overall Rank
USPA.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
USPA.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
USPA.L Omega Ratio Rank: 5353
Omega Ratio Rank
USPA.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
USPA.L Martin Ratio Rank: 4949
Martin Ratio Rank

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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.

USPA.L vs. SPXS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin S&P 500 Paris Aligned Climate UCITS ETF (USPA.L) and Invesco S&P 500 UCITS ETF (SPXS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USPA.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.50

Sortino ratioReturn per unit of downside risk

+3.06

Omega ratioGain probability vs. loss probability

1.27

0.52

+0.75

Calmar ratioReturn relative to maximum drawdown

1.75

-1.00

+2.74

Martin ratioReturn relative to average drawdown

6.61

-1.23

+7.83

USPA.L vs. SPXS.L - Sharpe Ratio Comparison

The current USPA.L Sharpe Ratio is 1.50, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of USPA.L and SPXS.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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Drawdowns

USPA.L vs. SPXS.L - Drawdown Comparison

The maximum USPA.L drawdown since its inception was -27.78%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for USPA.L and SPXS.L.


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Drawdown Indicators


USPA.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.78%

-99.07%

+71.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-99.07%

+88.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.86%

-99.07%

+80.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.78%

-99.07%

+71.29%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

Current Drawdown

Current decline from peak

-1.28%

-98.90%

+97.62%

Average Drawdown

Average peak-to-trough decline

-5.97%

-7.67%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

80.57%

-77.77%

Volatility

USPA.L vs. SPXS.L - Volatility Comparison

Franklin S&P 500 Paris Aligned Climate UCITS ETF (USPA.L) has a higher volatility of 3.42% compared to Invesco S&P 500 UCITS ETF (SPXS.L) at 2.73%. This indicates that USPA.L's price experiences larger fluctuations and is considered to be riskier than SPXS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USPA.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

2.73%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

9.24%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

99.43%

-87.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

47.13%

-30.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

35.27%

-18.79%

USPA.L vs. SPXS.L - Expense Ratio Comparison

USPA.L has a 0.07% expense ratio, which is higher than SPXS.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

USPA.L vs. SPXS.L - Dividend Comparison

Neither USPA.L nor SPXS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, USPA.L and SPXS.L 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.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.07% for USPA.L.

USPA.L tracks Franklin S&P 500 Paris Aligned Climate UCITS ETF, while SPXS.L tracks Invesco S&P 500 UCITS ETF. They also come from different issuers: Franklin and Invesco. Their fees differ too: 0.07% for USPA.L and 0.05% for SPXS.L.

Portfolio Optimizer

Find the right allocation for USPA.L and SPXS.L

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