PortfoliosLab logoPortfoliosLab logo
USVL.L vs. SPXS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USVL.L vs. SPXS.L - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, USVL.L achieves a 23.80% return, which is significantly higher than SPXS.L's 10.20% return. Over the past 10 years, USVL.L has outperformed SPXS.L with an annualized return of 12.08%, while SPXS.L has yielded a comparatively lower -27.39% annualized return.


USVL.L

1D
-0.23%
1M
-3.95%
6M
20.72%
YTD
23.80%
1Y
48.22%
3Y*
22.39%
5Y*
12.09%
10Y*
12.08%

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)

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


2026 (YTD)202520242023202220212020201920182017
USVL.L
State Street SPDR MSCI USA Value UCITS ETF USD Acc
23.80%28.52%4.90%15.93%-15.04%29.87%1.93%26.43%-10.49%16.19%
SPXS.L
Invesco S&P 500 UCITS ETF
10.20%-98.82%25.56%27.00%-18.53%29.64%17.89%30.86%-5.19%21.62%

Correlation

The correlation between USVL.L and SPXS.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.76

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

0.82

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

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.82

The correlation between USVL.L and SPXS.L has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Invesco S&P 500 UCITS ETF

Return for Risk

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

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

USVL.L
USVL.L Risk / Return Rank: 9595
Overall Rank
USVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
USVL.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
USVL.L Omega Ratio Rank: 9494
Omega Ratio Rank
USVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
USVL.L Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI USA Value UCITS ETF USD Acc (USVL.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.


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

+4.27

Sortino ratioReturn per unit of downside risk

+5.45

Omega ratioGain probability vs. loss probability

1.56

0.52

+1.04

Calmar ratioReturn relative to maximum drawdown

6.46

-1.00

+7.46

Martin ratioReturn relative to average drawdown

19.45

-1.23

+20.68

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

The current USVL.L Sharpe Ratio is 3.27, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of USVL.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.


Loading charts...

Drawdowns

USVL.L vs. SPXS.L - Drawdown Comparison

The maximum USVL.L drawdown since its inception was -40.24%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for USVL.L and SPXS.L.


Loading charts...

Drawdown Indicators


USVL.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.24%

-99.07%

+58.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-99.07%

+91.33%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-99.07%

+79.48%

Max Drawdown (5Y)

Largest decline over 5 years

-25.55%

-99.07%

+73.52%

Max Drawdown (10Y)

Largest decline over 10 years

-40.24%

-99.07%

+58.83%

Current Drawdown

Current decline from peak

-5.75%

-98.90%

+93.15%

Average Drawdown

Average peak-to-trough decline

-6.34%

-7.67%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

80.57%

-77.99%

Volatility

USVL.L vs. SPXS.L - Volatility Comparison

State Street SPDR MSCI USA Value UCITS ETF USD Acc (USVL.L) has a higher volatility of 4.22% compared to Invesco S&P 500 UCITS ETF (SPXS.L) at 2.73%. This indicates that USVL.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.


Loading charts...

Volatility by Period


USVL.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

2.73%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

9.24%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

99.43%

-84.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

47.13%

-29.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

35.27%

-17.10%

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

USVL.L has a 0.20% 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

USVL.L vs. SPXS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


USVL.L and SPXS.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.20% for USVL.L.

USVL.L tracks State Street SPDR MSCI USA Value UCITS ETF USD Acc, while SPXS.L tracks Invesco S&P 500 UCITS ETF. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.20% for USVL.L and 0.05% for SPXS.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer