V3NM.L vs. SPEP.L
Compare and contrast key facts about Vanguard ESG North America All Cap UCITS ETF USD Income (V3NM.L) and Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L).
V3NM.L and SPEP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. V3NM.L is a passively managed fund by Vanguard that tracks the performance of the FTSE North America All Cap Choice Index. It was launched on Aug 16, 2022. SPEP.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 ESG Index. It was launched on Nov 5, 2021. Both V3NM.L and SPEP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
V3NM.L vs. SPEP.L - Performance Comparison
Loading graphics...
V3NM.L vs. SPEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
V3NM.L Vanguard ESG North America All Cap UCITS ETF USD Income | -5.30% | 8.72% | 26.63% | 23.61% | -13.01% |
SPEP.L Invesco S&P 500 Scored & Screened ETF Acc | -3.00% | 9.94% | 26.61% | 21.47% | -10.40% |
Different Trading Currencies
V3NM.L is traded in GBP, while SPEP.L is traded in GBp. To make them comparable, the SPEP.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, V3NM.L achieves a -5.30% return, which is significantly lower than SPEP.L's -3.00% return.
V3NM.L
- 1D
- 2.09%
- 1M
- -3.60%
- YTD
- -5.30%
- 6M
- -2.23%
- 1Y
- 13.57%
- 3Y*
- 15.02%
- 5Y*
- —
- 10Y*
- —
SPEP.L
- 1D
- 1.62%
- 1M
- -3.65%
- YTD
- -3.00%
- 6M
- 1.92%
- 1Y
- 16.02%
- 3Y*
- 16.10%
- 5Y*
- 13.64%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
V3NM.L vs. SPEP.L - Expense Ratio Comparison
Return for Risk
V3NM.L vs. SPEP.L — Risk / Return Rank
V3NM.L
SPEP.L
V3NM.L vs. SPEP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG North America All Cap UCITS ETF USD Income (V3NM.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.
| V3NM.L | SPEP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.36 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.23 | 0.92 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.59 | +0.73 |
Martin ratioReturn relative to average drawdown | 4.72 | 1.02 | +3.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| V3NM.L | SPEP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.36 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.53 | +0.13 |
Correlation
The correlation between V3NM.L and SPEP.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
V3NM.L vs. SPEP.L - Dividend Comparison
V3NM.L's dividend yield for the trailing twelve months is around 0.85%, while SPEP.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
V3NM.L Vanguard ESG North America All Cap UCITS ETF USD Income | 0.85% | 0.80% | 0.85% | 1.06% | 0.41% |
SPEP.L Invesco S&P 500 Scored & Screened ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
V3NM.L vs. SPEP.L - Drawdown Comparison
The maximum V3NM.L drawdown since its inception was -22.46%, smaller than the maximum SPEP.L drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for V3NM.L and SPEP.L.
Loading graphics...
Drawdown Indicators
| V3NM.L | SPEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.46% | -27.82% | +5.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.75% | -27.82% | +17.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.82% | — |
Current DrawdownCurrent decline from peak | -7.22% | -25.90% | +18.68% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -7.13% | +2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 15.97% | -13.13% |
Volatility
V3NM.L vs. SPEP.L - Volatility Comparison
Vanguard ESG North America All Cap UCITS ETF USD Income (V3NM.L) has a higher volatility of 4.74% compared to Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) at 3.81%. This indicates that V3NM.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.
Loading graphics...
Volatility by Period
| V3NM.L | SPEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 3.81% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 41.51% | -32.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 44.66% | -28.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 31.53% | -16.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 30.46% | -15.47% |