CSUS.AS vs. XLKQ.L
Compare and contrast key facts about iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) and Invesco US Technology Sector UCITS ETF (XLKQ.L).
CSUS.AS and XLKQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSUS.AS is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Jan 12, 2010. XLKQ.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Dec 16, 2009. Both CSUS.AS and XLKQ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSUS.AS or XLKQ.L.
Key characteristics
| CSUS.AS | XLKQ.L | |
|---|---|---|
| YTD Return | 23.15% | 31.42% |
| 1Y Return | 31.13% | 44.08% |
| 3Y Return (Ann) | 9.38% | 18.20% |
| 5Y Return (Ann) | 14.73% | 25.74% |
| 10Y Return (Ann) | 13.67% | 23.88% |
| Sharpe Ratio | 2.67 | 2.14 |
| Sortino Ratio | 3.46 | 2.81 |
| Omega Ratio | 1.54 | 1.36 |
| Calmar Ratio | 3.53 | 3.03 |
| Martin Ratio | 15.72 | 9.15 |
| Ulcer Index | 1.94% | 4.75% |
| Daily Std Dev | 11.39% | 20.23% |
| Max Drawdown | -34.08% | -23.83% |
| Current Drawdown | -2.64% | -3.98% |
Correlation
The correlation between CSUS.AS and XLKQ.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CSUS.AS vs. XLKQ.L - Performance Comparison
In the year-to-date period, CSUS.AS achieves a 23.15% return, which is significantly lower than XLKQ.L's 31.42% return. Over the past 10 years, CSUS.AS has underperformed XLKQ.L with an annualized return of 13.67%, while XLKQ.L has yielded a comparatively higher 23.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSUS.AS vs. XLKQ.L - Expense Ratio Comparison
CSUS.AS has a 0.33% expense ratio, which is higher than XLKQ.L's 0.14% expense ratio.
Risk-Adjusted Performance
CSUS.AS vs. XLKQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) and Invesco US Technology Sector UCITS ETF (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.
Dividends
CSUS.AS vs. XLKQ.L - Dividend Comparison
Neither CSUS.AS nor XLKQ.L has paid dividends to shareholders.
Drawdowns
CSUS.AS vs. XLKQ.L - Drawdown Comparison
The maximum CSUS.AS drawdown since its inception was -34.08%, which is greater than XLKQ.L's maximum drawdown of -23.83%. Use the drawdown chart below to compare losses from any high point for CSUS.AS and XLKQ.L. For additional features, visit the drawdowns tool.
Volatility
CSUS.AS vs. XLKQ.L - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) is 2.29%, while Invesco US Technology Sector UCITS ETF (XLKQ.L) has a volatility of 5.09%. This indicates that CSUS.AS 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.