^SP100 vs. SPXD.L
Compare and contrast key facts about S&P 100 Index (^SP100) and Invesco S&P 500 UCITS ETF Dist (SPXD.L).
SPXD.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 26, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP100 or SPXD.L.
Correlation
The correlation between ^SP100 and SPXD.L is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^SP100 vs. SPXD.L - Performance Comparison
Key characteristics
^SP100:
0.53
SPXD.L:
0.57
^SP100:
0.88
SPXD.L:
0.82
^SP100:
1.13
SPXD.L:
1.12
^SP100:
0.56
SPXD.L:
0.49
^SP100:
2.06
SPXD.L:
1.89
^SP100:
5.37%
SPXD.L:
4.78%
^SP100:
20.77%
SPXD.L:
16.93%
^SP100:
-61.31%
SPXD.L:
-33.98%
^SP100:
-8.80%
SPXD.L:
-7.35%
Returns By Period
In the year-to-date period, ^SP100 achieves a -5.24% return, which is significantly lower than SPXD.L's -4.16% return.
^SP100
-5.24%
13.84%
-5.24%
10.98%
15.33%
11.49%
SPXD.L
-4.16%
10.17%
-4.92%
9.83%
15.90%
N/A
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Risk-Adjusted Performance
^SP100 vs. SPXD.L — Risk-Adjusted Performance Rank
^SP100
SPXD.L
^SP100 vs. SPXD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^SP100) and Invesco S&P 500 UCITS ETF Dist (SPXD.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.
Drawdowns
^SP100 vs. SPXD.L - Drawdown Comparison
The maximum ^SP100 drawdown since its inception was -61.31%, which is greater than SPXD.L's maximum drawdown of -33.98%. Use the drawdown chart below to compare losses from any high point for ^SP100 and SPXD.L. For additional features, visit the drawdowns tool.
Volatility
^SP100 vs. SPXD.L - Volatility Comparison
S&P 100 Index (^SP100) has a higher volatility of 12.03% compared to Invesco S&P 500 UCITS ETF Dist (SPXD.L) at 7.93%. This indicates that ^SP100's price experiences larger fluctuations and is considered to be riskier than SPXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.