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BRIP.L vs. XLIS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRIP.L vs. XLIS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.L). The values are adjusted to include any dividend payments, if applicable.

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BRIP.L vs. XLIS.L - Yearly Performance Comparison


Different Trading Currencies

BRIP.L is traded in GBP, while XLIS.L is traded in USD. To make them comparable, the XLIS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRIP.L achieves a 5.03% return, which is significantly higher than XLIS.L's 4.08% return.


BRIP.L

1D
1.60%
1M
-7.18%
YTD
5.03%
6M
6.78%
1Y
22.94%
3Y*
5Y*
10Y*

XLIS.L

1D
0.33%
1M
-7.57%
YTD
4.08%
6M
6.35%
1Y
21.07%
3Y*
15.16%
5Y*
12.49%
10Y*
13.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRIP.L vs. XLIS.L - Expense Ratio Comparison

BRIP.L has a 0.47% expense ratio, which is higher than XLIS.L's 0.14% expense ratio.


Return for Risk

BRIP.L vs. XLIS.L — Risk / Return Rank

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

BRIP.L
BRIP.L Risk / Return Rank: 7474
Overall Rank
BRIP.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BRIP.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
BRIP.L Omega Ratio Rank: 7575
Omega Ratio Rank
BRIP.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
BRIP.L Martin Ratio Rank: 6666
Martin Ratio Rank

XLIS.L
XLIS.L Risk / Return Rank: 7171
Overall Rank
XLIS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XLIS.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
XLIS.L Omega Ratio Rank: 7171
Omega Ratio Rank
XLIS.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
XLIS.L Martin Ratio Rank: 7171
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.

BRIP.L vs. XLIS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.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.


BRIP.LXLIS.LDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.22

+0.26

Sortino ratio

Return per unit of downside risk

1.94

1.71

+0.22

Omega ratio

Gain probability vs. loss probability

1.29

1.23

+0.06

Calmar ratio

Return relative to maximum drawdown

2.09

1.71

+0.37

Martin ratio

Return relative to average drawdown

6.85

6.10

+0.75

BRIP.L vs. XLIS.L - Sharpe Ratio Comparison

The current BRIP.L Sharpe Ratio is 1.48, which is comparable to the XLIS.L Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of BRIP.L and XLIS.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.


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Sharpe Ratios by Period


BRIP.LXLIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.22

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

0.71

+0.73

Correlation

The correlation between BRIP.L and XLIS.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BRIP.L vs. XLIS.L - Dividend Comparison

Neither BRIP.L nor XLIS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BRIP.L vs. XLIS.L - Drawdown Comparison

The maximum BRIP.L drawdown since its inception was -10.38%, smaller than the maximum XLIS.L drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for BRIP.L and XLIS.L.


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Drawdown Indicators


BRIP.LXLIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.38%

-42.30%

+31.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-13.31%

+2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

Current Drawdown

Current decline from peak

-7.18%

-10.10%

+2.92%

Average Drawdown

Average peak-to-trough decline

-2.32%

-4.70%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.99%

+0.17%

Volatility

BRIP.L vs. XLIS.L - Volatility Comparison

Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) has a higher volatility of 7.48% compared to Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.L) at 5.33%. This indicates that BRIP.L's price experiences larger fluctuations and is considered to be riskier than XLIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRIP.LXLIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

5.33%

+2.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

9.88%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

17.23%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

16.79%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

18.96%

-4.29%