Invesco S&P 500 Equal Weight Index ETF Acc GBP

10-Year Study

SPEX.LSE · · GB · ETF

Executive Summary: Invesco S&P 500 Equal Weight Index ETF Acc GBP has compounded at 8.2% annually over the last 10 years, with a maximum drawdown of 14.4% and an annualized volatility of 22.3%.

1Y CAGR
+16.5%
3Y CAGR
+11.7%
5Y CAGR
+8.5%
10Y CAGR
+8.2%

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 →
14.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +14.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -1.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.25.6-4.83.1————————3.7%
20255.1-3.6-5.7-5.74.01.65.4-0.21.01.91.3-0.53.9%
20240.03.34.8-3.4-0.81.63.0-1.00.73.47.3-4.914.1%
20234.0-0.2-4.0-1.2-2.55.42.4-1.4-1.3-4.44.66.87.6%
2022-5.20.65.9-1.4-1.8-5.97.72.2-3.84.50.0-3.3-1.6%
2021————-0.72.60.83.4-0.72.61.53.513.7%

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 22.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.3% of variance. Idiosyncratic stock-specific factors contribute 31.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-019934.750733137831
2021-06-0110192.08211143695
2021-07-0110278.592375366568
2021-08-0110625.366568914957
2021-09-0110550.58651026393
2021-10-0110821.114369501465
2021-11-0110985.33724340176
2021-12-0111373.167155425219
2022-01-0110782.258064516129
2022-02-0110843.84164222874
2022-03-0111481.6715542522
2022-04-0111324.046920821114
2022-05-0111117.302052785924
2022-06-0110463.3431085044
2022-07-0111271.99413489736
2022-08-0111515.395894428153
2022-09-0111073.313782991203
2022-10-0111568.181818181818
2022-11-0111570.381231671554
2022-12-0111193.548387096775
2023-01-0111640.762463343108
2023-02-0111615.102639296188
2023-03-0111147.360703812317
2023-04-0111009.530791788857
2023-05-0110739.736070381232
2023-06-0111322.580645161292
2023-07-0111593.84164222874
2023-08-0111434.017595307918
2023-09-0111290.322580645163
2023-10-0110788.123167155425
2023-11-0111284.457478005865
2023-12-0112049.120234604105
2024-01-0112052.785923753667
2024-02-0112456.011730205279
2024-03-0113051.319648093842
2024-04-0112604.105571847507
2024-05-0112503.66568914956
2024-06-0112704.545454545456
2024-07-0113085.043988269796
2024-08-0112956.011730205279
2024-09-0113042.521994134897
2024-10-0113479.472140762464
2024-11-0114461.143695014662
2024-12-0113746.33431085044
2025-01-0114441.348973607037
2025-02-0113928.152492668622
2025-03-0113134.897360703812
2025-04-0112381.964809384164
2025-05-0112881.964809384162
2025-06-0113086.510263929618
2025-07-0113788.856304985338
2025-08-0113765.395894428151
2025-09-0113909.82404692082
2025-10-0114174.486803519061
2025-11-0114357.771260997068
2025-12-0114282.99120234604
2026-01-0114304.9853372434
2026-02-0115099.706744868035
2026-03-0114372.434017595308
2026-04-0114818.18181818182
Annual Return Matrix
YearAnnual Return
2022-0.015793205698446444
20230.07643437254388252
20240.14085792515972018
20250.039039999999999964
20260.037470485576429624
Total Factor Risk
0.22285205762809882
VTI.US Exposure
0.3329012398183403
VEA.US Exposure
-0.03063427578383225
VWO.US Exposure
0.0593905418740367
QQQ.US Exposure
-0.14009216810394726
VTV.US Exposure
-0.0798024267601972
IJR.US Exposure
0.07891860649382673
QUAL.US Exposure
0.30535347238280397
SHV.US Exposure
0.0004384466109444223
TLT.US Exposure
0.03865241659603112
LQD.US Exposure
0.08093209964162945
HYG.US Exposure
-0.002962645315713335
GLD.US Exposure
0.006015696644104113
USO.US Exposure
0.005829306328725214
VNQ.US Exposure
0.020651524909284052
BTC-USD.CC Exposure
-0.007250863482492854
CPER.US Exposure
-0.004726932332251585
VIX.INDX Exposure
0.0015265267866024696
UUP.US Exposure
0.018250351790552757
TIP.US Exposure
-0.00003952621597441089
Idiosyncratic Exposure
0.31664860811752765
Value Score
43.3
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
22.3%

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 →16.8x
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$47.0B
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 →
+1.2%
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 →
+4.7%
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 →
1.9% 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 Equal Weight Index ETF Acc GBP a high-risk investment?

Invesco S&P 500 Equal Weight Index ETF Acc GBP (SPEX.LSE) has an annualized volatility of 22.3% and experienced a maximum drawdown of 14.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, SPEX.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.2%. It has had a positive return in 80% 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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