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^SP100 vs. SPXD.L
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 100 Index (^SP100) and Invesco S&P 500 UCITS ETF Dist (SPXD.L). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%December2025FebruaryMarchAprilMay
116.40%
113.98%
^SP100
SPXD.L

Key characteristics

Sharpe Ratio

^SP100:

0.53

SPXD.L:

0.57

Sortino Ratio

^SP100:

0.88

SPXD.L:

0.82

Omega Ratio

^SP100:

1.13

SPXD.L:

1.12

Calmar Ratio

^SP100:

0.56

SPXD.L:

0.49

Martin Ratio

^SP100:

2.06

SPXD.L:

1.89

Ulcer Index

^SP100:

5.37%

SPXD.L:

4.78%

Daily Std Dev

^SP100:

20.77%

SPXD.L:

16.93%

Max Drawdown

^SP100:

-61.31%

SPXD.L:

-33.98%

Current Drawdown

^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

YTD

-5.24%

1M

13.84%

6M

-5.24%

1Y

10.98%

5Y*

15.33%

10Y*

11.49%

SPXD.L

YTD

-4.16%

1M

10.17%

6M

-4.92%

1Y

9.83%

5Y*

15.90%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^SP100 vs. SPXD.L — Risk-Adjusted Performance Rank

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

^SP100
The Risk-Adjusted Performance Rank of ^SP100 is 7272
Overall Rank
The Sharpe Ratio Rank of ^SP100 is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP100 is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ^SP100 is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^SP100 is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ^SP100 is 7575
Martin Ratio Rank

SPXD.L
The Risk-Adjusted Performance Rank of SPXD.L is 5959
Overall Rank
The Sharpe Ratio Rank of SPXD.L is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXD.L is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SPXD.L is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SPXD.L is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SPXD.L is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.


The current ^SP100 Sharpe Ratio is 0.53, which is comparable to the SPXD.L Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ^SP100 and SPXD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.52
0.57
^SP100
SPXD.L

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.80%
-7.35%
^SP100
SPXD.L

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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.03%
7.93%
^SP100
SPXD.L