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

Performance

USVL.L vs. USPA.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 Franklin S&P 500 Paris Aligned Climate UCITS ETF USD (Acc) (USPA.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, USVL.L achieves a 24.47% return, which is significantly higher than USPA.L's 6.42% return.


USVL.L

1D
0.16%
1M
-2.10%
6M
20.13%
YTD
24.47%
1Y
49.93%
3Y*
22.22%
5Y*
12.22%
10Y*
12.16%

USPA.L

1D
-0.92%
1M
-0.37%
6M
6.70%
YTD
6.42%
1Y
16.97%
3Y*
18.65%
5Y*
12.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
USVL.L
State Street SPDR MSCI USA Value UCITS ETF USD (Acc)
24.47%28.52%4.90%15.93%-15.04%29.87%18.83%
USPA.L
Franklin S&P 500 Paris Aligned Climate UCITS ETF USD (Acc)
6.42%15.76%26.74%30.46%-22.10%32.21%16.58%

Correlation

The correlation between USVL.L and USPA.L is 0.74, 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

0.74

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

0.75

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

0.80

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

0.79

The correlation between USVL.L and USPA.L has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.

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Return for Risk

USVL.L vs. USPA.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: 9696
Calmar Ratio Rank
USVL.L Martin Ratio Rank: 9494
Martin Ratio Rank

USPA.L
USPA.L Risk / Return Rank: 5050
Overall Rank
USPA.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
USPA.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
USPA.L Omega Ratio Rank: 5252
Omega Ratio Rank
USPA.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
USPA.L Martin Ratio Rank: 4949
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. USPA.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 Franklin S&P 500 Paris Aligned Climate UCITS ETF USD (Acc) (USPA.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.LUSPA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.88

Sortino ratioReturn per unit of downside risk

+2.54

Omega ratioGain probability vs. loss probability

1.56

1.25

+0.31

Calmar ratioReturn relative to maximum drawdown

6.42

1.60

+4.82

Martin ratioReturn relative to average drawdown

19.17

6.04

+13.13

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

The current USVL.L Sharpe Ratio is 3.25, which is higher than the USPA.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of USVL.L and USPA.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

USVL.L vs. USPA.L - Drawdown Comparison

The maximum USVL.L drawdown since its inception was -40.24%, which is greater than USPA.L's maximum drawdown of -27.78%. Use the drawdown chart below to compare losses from any high point for USVL.L and USPA.L.


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Drawdown Indicators


USVL.LUSPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.24%

-27.78%

-12.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-10.58%

+2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-18.86%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-25.55%

-27.78%

+2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-40.24%

Current Drawdown

Current decline from peak

-5.24%

-1.85%

-3.39%

Average Drawdown

Average peak-to-trough decline

-6.34%

-5.97%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.80%

-0.20%

Volatility

USVL.L vs. USPA.L - Volatility Comparison

State Street SPDR MSCI USA Value UCITS ETF USD (Acc) (USVL.L) has a higher volatility of 3.96% compared to Franklin S&P 500 Paris Aligned Climate UCITS ETF USD (Acc) (USPA.L) at 3.49%. This indicates that USVL.L's price experiences larger fluctuations and is considered to be riskier than USPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USVL.LUSPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.49%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

9.90%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

12.31%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

16.63%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

16.48%

+1.69%

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

USVL.L has a 0.20% expense ratio, which is higher than USPA.L's 0.07% 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. USPA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


USVL.L and USPA.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USPA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USPA.L is cheaper with a 0.07% expense ratio, compared with 0.20% for USVL.L.

USVL.L is categorized as Large Cap Value Equities, while USPA.L is S&P 500. USVL.L tracks MSCI USA Value Exposure Select Index, while USPA.L tracks S&P 500 Net Zero 2050 Paris-Aligned ESG Index. They also come from different issuers: State Street and Franklin. Their fees differ too: 0.20% for USVL.L and 0.07% for USPA.L.

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