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XLPS.L vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XLPS.L vs. SPMO

Last updated Jul 18, 2026
Documentation

XLPS.L (Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc) and SPMO (Invesco S&P 500 Momentum ETF) are both exchange-traded funds - XLPS.L is a Consumer Staples Equities fund tracking the S&P® Select Sector Capped 20% Consumer Staples Index, while SPMO is a Momentum fund tracking the S&P 500 Momentum Index. Both are passively managed. Over the past 10 years, XLPS.L returned 7.58%/yr vs 20.18%/yr for SPMO. At a 0.14 correlation, their price movements are largely independent. XLPS.L charges 0.14%/yr vs 0.13%/yr for SPMO.

Performance

XLPS.L vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLPS.L achieves a 10.89% return, which is significantly lower than SPMO's 21.12% return. Over the past 10 years, XLPS.L has underperformed SPMO with an annualized return of 7.58%, while SPMO has yielded a comparatively higher 20.18% annualized return.

XLPS.L

1D
1.20%
1M
1.21%
6M
5.80%
YTD
10.89%
1Y
9.50%
3Y*
9.07%
5Y*
7.59%
10Y*
7.58%

SPMO

1D
-0.96%
1M
-7.32%
6M
20.43%
YTD
21.12%
1Y
27.62%
3Y*
38.38%
5Y*
20.75%
10Y*
20.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLPS.L vs. SPMO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XLPS.L
Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc		10.89%3.99%14.25%-0.25%-0.17%18.05%9.16%26.86%-9.41%12.41%
SPMO
Invesco S&P 500 Momentum ETF		21.12%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%

Correlation

The correlation between XLPS.L and SPMO is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

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

-0.32

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

-0.11

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

0.05

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2015

0.14

The correlation between XLPS.L and SPMO shifts across timeframes, from -0.32 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

XLPS.L vs. SPMO - Sectors Allocation Comparison

Sectors
XLPS.L
SPMO

Consumer Cyclical

99.0%
1.1%

Technology

0.9%
55.0%

Industrials

0.1%
10.9%

Basic Materials

-

1.8%

Communication Services

-

8.1%

Consumer Defensive

-

3.9%

Energy

-

2.8%

Financial Services

-

5.7%

Healthcare

-

6.6%

Real Estate

-

1.0%

Utilities

-

2.7%

Consumer Cyclical

XLPS.L
99.0%
SPMO
1.1%

Technology

XLPS.L
0.9%
SPMO
55.0%

Industrials

XLPS.L
0.1%
SPMO
10.9%

Basic Materials

XLPS.L

-

SPMO
1.8%

Communication Services

XLPS.L

-

SPMO
8.1%

Consumer Defensive

XLPS.L

-

SPMO
3.9%

Energy

XLPS.L

-

SPMO
2.8%

Financial Services

XLPS.L

-

SPMO
5.7%

Healthcare

XLPS.L

-

SPMO
6.6%

Real Estate

XLPS.L

-

SPMO
1.0%

Utilities

XLPS.L

-

SPMO
2.7%

Compare stocks, funds, or ETFs

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

Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc

Invesco S&P 500 Momentum ETF

Often compared with XLPS.L:
XLPS.L vs. WCOS.LXLPS.L vs. XSCS.LXLPS.L vs. VJPU.LXLPS.L vs. XLYS.LXLPS.L vs. TRIP.LXLPS.L vs. ICSU.LXLPS.L vs. SXLP.L
Often compared with SPMO:
SPMO vs. VOOSPMO vs. QQQSPMO vs. SCHGSPMO vs. MTUMSPMO vs. VUGSPMO vs. VFMOSPMO vs. XMMO

Return for Risk

XLPS.L vs. SPMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XLPS.L
XLPS.L Risk / Return Rank: 2424
Overall Rank
XLPS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XLPS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XLPS.L Omega Ratio Rank: 2222
Omega Ratio Rank
XLPS.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
XLPS.L Martin Ratio Rank: 2222
Martin Ratio Rank
SPMO
SPMO Risk / Return Rank: 4747
Overall Rank
SPMO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 4040
Sortino Ratio Rank
SPMO Omega Ratio Rank: 4444
Omega Ratio Rank
SPMO Calmar Ratio Rank: 5454
Calmar Ratio Rank
SPMO Martin Ratio Rank: 5555
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.

XLPS.L vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) and Invesco S&P 500 Momentum ETF (SPMO). 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.

XLPS.LSPMODifference
Sharpe ratioReturn per unit of total volatility
0.65
1.23

-0.58

Sortino ratioReturn per unit of downside risk
1.02
1.73

-0.71

Omega ratioGain probability vs. loss probability

1.12

1.23

-0.11

Calmar ratioReturn relative to maximum drawdown

1.02

2.18

-1.17

Martin ratioReturn relative to average drawdown

1.95

7.42

-5.47

XLPS.L vs. SPMO - Sharpe Ratio Comparison

The current XLPS.L Sharpe Ratio is 0.65, which is lower than the SPMO Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of XLPS.L and SPMO, 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

XLPS.L vs. SPMO - Drawdown Comparison

The maximum XLPS.L drawdown since its inception was -23.98%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for XLPS.L and SPMO.

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Drawdown Indicators

XLPS.LSPMODifference

Max Drawdown

Largest peak-to-trough decline

-23.98%

-30.95%

+6.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-12.70%

+3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-12.43%

-20.13%

+7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-17.31%

-22.74%

+5.43%

Max Drawdown (10Y)

Largest decline over 10 years

-23.98%

-30.95%

+6.97%

Current Drawdown

Current decline from peak

-4.19%

-10.99%

+6.80%

Average Drawdown

Average peak-to-trough decline

-3.51%

-4.60%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

3.73%

+1.13%

Volatility

XLPS.L vs. SPMO - Volatility Comparison

The current volatility for Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) is 5.33%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 11.56%. This indicates that XLPS.L experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XLPS.LSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

11.56%

-6.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

20.23%

-8.31%

Volatility (1Y)

Calculated over the trailing 1-year period

14.54%

22.61%

-8.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

20.32%

-6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.70%

20.83%

-7.13%

XLPS.L vs. SPMO - Expense Ratio Comparison

XLPS.L has a 0.14% expense ratio, which is higher than SPMO's 0.13% 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

XLPS.L vs. SPMO - Dividend Comparison

XLPS.L has not paid dividends to shareholders, while SPMO's dividend yield for the trailing twelve months is around 0.73%.

PositionTTM20252024202320222021202020192018201720162015
SPMO
Invesco S&P 500 Momentum ETF		0.73%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
XLPS.L
Invesco Consumer Staples S&P US Select Sector UCITS 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%

Frequently Asked Questions

XLPS.L and SPMO have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPMO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPMO is cheaper with a 0.13% expense ratio, compared with 0.14% for XLPS.L.

XLPS.L is categorized as Consumer Staples Equities, while SPMO is Momentum. XLPS.L tracks S&P® Select Sector Capped 20% Consumer Staples Index, while SPMO tracks S&P 500 Momentum Index. Their fees differ too: 0.14% for XLPS.L and 0.13% for SPMO.

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