PortfoliosLab logoPortfoliosLab logo
AT1S.L vs. XLKQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AT1S.L vs. XLKQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco USD AT1 CoCo Bond UCITS ETF GBP Hedged Dist (AT1S.L) and Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AT1S.L achieves a 2.03% return, which is significantly lower than XLKQ.L's 17.29% return.


AT1S.L

1D
0.09%
1M
0.31%
6M
1.47%
YTD
2.03%
1Y
6.92%
3Y*
10.39%
5Y*
2.11%
10Y*

XLKQ.L

1D
-1.59%
1M
-3.44%
6M
19.70%
YTD
17.29%
1Y
31.37%
3Y*
30.04%
5Y*
22.68%
10Y*
25.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AT1S.L vs. XLKQ.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AT1S.L
Invesco USD AT1 CoCo Bond UCITS ETF GBP Hedged Dist
2.03%10.47%9.80%1.39%-11.03%3.09%5.25%16.25%-3.05%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
17.29%15.76%44.03%51.84%-20.58%36.28%37.93%44.38%-14.34%

Correlation

The correlation between AT1S.L and XLKQ.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.33

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

0.37

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2018

0.38

Compare stocks, funds, or ETFs

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


Return for Risk

AT1S.L vs. XLKQ.L — Risk / Return Rank

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

AT1S.L
AT1S.L Risk / Return Rank: 5555
Overall Rank
AT1S.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AT1S.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
AT1S.L Omega Ratio Rank: 6464
Omega Ratio Rank
AT1S.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
AT1S.L Martin Ratio Rank: 5757
Martin Ratio Rank

XLKQ.L
XLKQ.L Risk / Return Rank: 4747
Overall Rank
XLKQ.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 4848
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 3737
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.

AT1S.L vs. XLKQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco USD AT1 CoCo Bond UCITS ETF GBP Hedged Dist (AT1S.L) and Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.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.

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.


AT1S.LXLKQ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

1.90

1.86

+0.03

Martin ratioReturn relative to average drawdown

7.87

4.56

+3.32

AT1S.L vs. XLKQ.L - Sharpe Ratio Comparison

The current AT1S.L Sharpe Ratio is 1.46, which is comparable to the XLKQ.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of AT1S.L and XLKQ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AT1S.L vs. XLKQ.L - Drawdown Comparison

The maximum AT1S.L drawdown since its inception was -29.25%, smaller than the maximum XLKQ.L drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for AT1S.L and XLKQ.L.


Loading charts...

Drawdown Indicators


AT1S.LXLKQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.25%

-38.43%

+9.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-16.76%

+13.13%

Max Drawdown (3Y)

Largest decline over 3 years

-4.20%

-28.74%

+24.54%

Max Drawdown (5Y)

Largest decline over 5 years

-26.45%

-28.74%

+2.29%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-0.44%

-7.95%

+7.51%

Average Drawdown

Average peak-to-trough decline

-5.38%

-8.06%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

6.87%

-5.99%

Volatility

AT1S.L vs. XLKQ.L - Volatility Comparison

The current volatility for Invesco USD AT1 CoCo Bond UCITS ETF GBP Hedged Dist (AT1S.L) is 0.87%, while Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) has a volatility of 7.47%. This indicates that AT1S.L experiences smaller price fluctuations and is considered to be less risky than XLKQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AT1S.LXLKQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

7.47%

-6.60%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

16.46%

-12.20%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

21.19%

-16.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.57%

26.43%

-16.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.41%

23.45%

-12.04%

AT1S.L vs. XLKQ.L - Expense Ratio Comparison

AT1S.L has a 0.39% expense ratio, which is higher than XLKQ.L's 0.14% expense ratio.


Dividends

AT1S.L vs. XLKQ.L - Dividend Comparison

AT1S.L's dividend yield for the trailing twelve months is around 6.00%, while XLKQ.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AT1S.L
Invesco USD AT1 CoCo Bond UCITS ETF GBP Hedged Dist
6.00%5.91%6.29%6.12%6.02%4.36%5.31%5.45%1.13%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AT1S.L and XLKQ.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLKQ.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLKQ.L is cheaper with a 0.14% expense ratio, compared with 0.39% for AT1S.L.

AT1S.L is categorized as Preferred Stock/Convertible Bonds, while XLKQ.L is Technology Equities. AT1S.L tracks iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8% Issuer Cap) Index, while XLKQ.L tracks S&P Select Sector Capped 20% Technology Index. Their fees differ too: 0.39% for AT1S.L and 0.14% for XLKQ.L.

Portfolio Optimizer

Find the right allocation for AT1S.L and XLKQ.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer