Invesco S&P 500 UCITS ETF (GBP Hdg)

10-Year Study

G500.LSE · · GB · ETF

Executive Summary: Invesco S&P 500 UCITS ETF (GBP Hdg) has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 23.7% and an annualized volatility of 16.2%.

1Y CAGR
+21.6%
3Y CAGR
+20.5%
5Y CAGR
+11.5%
10Y CAGR
+13.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +29.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.6-0.7-6.49.2————————2.2%
20253.2-3.7-5.4-0.97.64.93.31.12.73.20.10.917.5%
20242.14.13.6-3.42.85.60.51.32.50.05.2-1.525.0%
20235.4-1.52.41.60.56.63.1-1.2-4.7-3.49.15.324.9%
2022-9.00.75.0-7.8-2.8-8.28.2-3.0-8.15.51.9-3.1-20.4%
20210.22.53.85.50.52.42.63.1-3.74.80.64.429.7%
2020————————-3.3-3.110.92.97.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 78.3% of variance. Idiosyncratic stock-specific factors contribute 4.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-08-0110000
2020-09-019670.899049137392
2020-10-019373.683311507146
2020-11-0110399.134544212266
2020-12-0110695.780903034789
2021-01-0110714.001024881854
2021-02-0110983.886579741502
2021-03-0111404.088139839434
2021-04-0112027.557934293687
2021-05-0112087.912087912087
2021-06-0112380.572795080567
2021-07-0112698.28616978876
2021-08-0113091.157547116098
2021-09-0112612.879348630644
2021-10-0113217.559642430107
2021-11-0113291.57888743381
2021-12-0113874.622786539885
2022-01-0112625.405682400502
2022-02-0112719.922564482149
2022-03-0113351.933041052213
2022-04-0112312.247338154075
2022-05-0111961.509992598076
2022-06-0110978.192791664294
2022-07-0111874.964413824518
2022-08-0111521.949553037635
2022-09-0110589.876444798725
2022-10-0111172.35096509708
2022-11-0111385.29863918465
2022-12-0111037.408187667255
2023-01-0111638.102829812675
2023-02-0111463.872914650117
2023-03-0111742.868530433298
2023-04-0111931.902294596595
2023-05-0111994.533963445881
2023-06-0112789.386779024086
2023-07-0113187.951944428629
2023-08-0113033.080908728578
2023-09-0112422.706826851903
2023-10-0111999.088993907648
2023-11-0113092.296304731539
2023-12-0113783.522177304561
2024-01-0114072.766611626716
2024-02-0114655.81051073279
2024-03-0115185.332801913111
2024-04-0114667.198086887205
2024-05-0115078.289586061606
2024-06-0115924.386494334682
2024-07-0116004.09952741559
2024-08-0116218.1859591186
2024-09-0116625.861185446676
2024-10-0116625.861185446676
2024-11-0117495.872003644025
2024-12-0117225.986448784377
2025-01-0117774.867619427205
2025-02-0117109.833172009337
2025-03-0116193.133291578888
2025-04-0116046.233559186927
2025-05-0117268.120480555714
2025-06-0118107.384843136137
2025-07-0118697.261287934864
2025-08-0118910.208962022436
2025-09-0119418.09485850937
2025-10-0120043.272789386778
2025-11-0120059.215396002965
2025-12-0120232.30655355008
2026-01-0120356.431133633207
2026-02-0120208.392643625804
2026-03-0118919.319022945965
2026-04-0120668.450720264194
Annual Return Matrix
YearAnnual Return
20210.2972052169284003
2022-0.20448949441891007
20230.24880061903533668
20240.24975214805023138
20250.1745223772063198
20260.021556818821410584
Total Factor Risk
0.16241598418856174
VTI.US Exposure
0.783146632122301
VEA.US Exposure
0.0011514906505551987
VWO.US Exposure
-0.001438635323214103
QQQ.US Exposure
-0.020529575334567094
VTV.US Exposure
-0.016271765074565746
IJR.US Exposure
-0.03375715554579045
QUAL.US Exposure
-0.06174648765852591
SHV.US Exposure
0.34525515551127034
TLT.US Exposure
0.03714139289831126
LQD.US Exposure
-0.032711575819217416
HYG.US Exposure
-0.03487224259813561
GLD.US Exposure
-0.0033952289781234313
USO.US Exposure
-0.0017577875476088305
VNQ.US Exposure
-0.006919935024398332
BTC-USD.CC Exposure
-0.005791642395547998
CPER.US Exposure
0.004405609606152239
VIX.INDX Exposure
-0.00786393589288047
UUP.US Exposure
0.0052045160205850425
TIP.US Exposure
0.007700993921174331
Idiosyncratic Exposure
0.04305017646222602
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$422.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco S&P 500 UCITS ETF (GBP Hdg) a high-risk investment?

Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.LSE) has an annualized volatility of 16.2% and experienced a maximum drawdown of 23.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of G500.LSE?

Over the past 10 years, G500.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 83% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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