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DJSC.AS vs. XLKQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DJSC.AS vs. XLKQ.L

Last updated Jun 4, 2026

DJSC.AS (iShares EURO STOXX Small UCITS ETF) and XLKQ.L (Invesco Technology S&P US Select Sector UCITS ETF GBP Acc) are both exchange-traded funds - DJSC.AS is a Europe Equities fund tracking the MSCI EMU SMID NR EUR, while XLKQ.L is a Technology Equities fund tracking the S&P Select Sector Capped 20% Technology Index. Both are passively managed. Over the past 10 years, DJSC.AS returned 8.71%/yr vs 26.38%/yr for XLKQ.L. At a 0.50 correlation, their price movements are largely independent. DJSC.AS charges 0.40%/yr vs 0.14%/yr for XLKQ.L.

Performance

DJSC.AS vs. XLKQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX Small UCITS ETF (DJSC.AS) 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.

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Different Trading Currencies

DJSC.AS is traded in EUR, while XLKQ.L is traded in GBp. To make them comparable, the XLKQ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DJSC.AS achieves a 9.46% return, which is significantly lower than XLKQ.L's 27.85% return. Over the past 10 years, DJSC.AS has underperformed XLKQ.L with an annualized return of 8.71%, while XLKQ.L has yielded a comparatively higher 26.38% annualized return.

DJSC.AS

1D
-0.48%
1M
4.65%
YTD
9.46%
6M
12.92%
1Y
19.20%
3Y*
10.86%
5Y*
5.18%
10Y*
8.71%

XLKQ.L

1D
-0.67%
1M
18.91%
YTD
27.85%
6M
26.44%
1Y
54.17%
3Y*
34.17%
5Y*
27.02%
10Y*
26.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJSC.AS vs. XLKQ.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DJSC.AS
iShares EURO STOXX Small UCITS ETF		9.46%21.43%-2.89%12.25%-14.19%21.56%8.54%25.52%-12.83%22.19%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc		27.85%9.72%50.98%55.05%-24.67%45.15%30.44%54.10%-0.69%18.93%

Correlation

The correlation between DJSC.AS and XLKQ.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.43

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

0.38

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

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2014

0.50

The correlation between DJSC.AS and XLKQ.L shifts across timeframes, from 0.38 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

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iShares EURO STOXX Small UCITS ETF

Invesco Technology S&P US Select Sector UCITS ETF GBP Acc

Often compared with DJSC.AS:
DJSC.AS vs. TDT.ASDJSC.AS vs. TEET.ASDJSC.AS vs. IEUX.ASDJSC.AS vs. IDJG.ASDJSC.AS vs. VEUR.ASDJSC.AS vs. IMEU.ASDJSC.AS vs. IDVY.AS
Often compared with XLKQ.L:
XLKQ.L vs. XLKXLKQ.L vs. IITU.LXLKQ.L vs. XLKS.LXLKQ.L vs. IUIT.LXLKQ.L vs. SMGB.LXLKQ.L vs. XNAQ.LXLKQ.L vs. VUAG.L

Return for Risk

DJSC.AS vs. XLKQ.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DJSC.AS
DJSC.AS Risk / Return Rank: 3838
Overall Rank
DJSC.AS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DJSC.AS Sortino Ratio Rank: 3939
Sortino Ratio Rank
DJSC.AS Omega Ratio Rank: 3939
Omega Ratio Rank
DJSC.AS Calmar Ratio Rank: 3434
Calmar Ratio Rank
DJSC.AS Martin Ratio Rank: 4141
Martin Ratio Rank
XLKQ.L
XLKQ.L Risk / Return Rank: 7575
Overall Rank
XLKQ.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 8181
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 5252
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.

DJSC.AS vs. XLKQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Small UCITS ETF (DJSC.AS) 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.

DJSC.ASXLKQ.LDifference
Sharpe ratioReturn per unit of total volatility
1.37
2.76

-1.39

Sortino ratioReturn per unit of downside risk
1.98
3.50

-1.52

Omega ratioGain probability vs. loss probability

1.25

1.45

-0.19

Calmar ratioReturn relative to maximum drawdown

1.64

3.41

-1.77

Martin ratioReturn relative to average drawdown

6.32

9.14

-2.83

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DJSC.AS vs. XLKQ.L - Sharpe Ratio Comparison

The current DJSC.AS Sharpe Ratio is 1.37, which is lower than the XLKQ.L Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of DJSC.AS 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.

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Sharpe Ratios by Period

DJSC.ASXLKQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

2.76

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

1.19

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

1.26

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.24

-0.88

Drawdowns

DJSC.AS vs. XLKQ.L - Drawdown Comparison

The maximum DJSC.AS drawdown since its inception was -63.04%, which is greater than XLKQ.L's maximum drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for DJSC.AS and XLKQ.L.

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Drawdown Indicators

DJSC.ASXLKQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.04%

-30.78%

-32.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-15.78%

+4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.05%

-30.46%

+14.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

-30.46%

+2.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.90%

-30.78%

-5.12%

Current Drawdown

Current decline from peak

-1.09%

-0.67%

-0.42%

Average Drawdown

Average peak-to-trough decline

-13.33%

-5.56%

-7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

5.91%

-2.90%

Volatility

DJSC.AS vs. XLKQ.L - Volatility Comparison

The current volatility for iShares EURO STOXX Small UCITS ETF (DJSC.AS) is 4.38%, while Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) has a volatility of 5.77%. This indicates that DJSC.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.

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Volatility by Period

DJSC.ASXLKQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

5.77%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

14.28%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

19.67%

-5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

22.72%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

22.08%

-5.73%

DJSC.AS vs. XLKQ.L - Expense Ratio Comparison

DJSC.AS has a 0.40% expense ratio, which is higher than XLKQ.L's 0.14% expense ratio.

Dividends

DJSC.AS vs. XLKQ.L - Dividend Comparison

DJSC.AS's dividend yield for the trailing twelve months is around 2.40%, while XLKQ.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DJSC.AS
iShares EURO STOXX Small UCITS ETF		2.40%3.00%2.66%2.24%2.22%1.48%1.20%2.01%2.48%1.81%2.10%2.12%
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%0.00%0.00%0.00%

Frequently Asked Questions

DJSC.AS and XLKQ.L have a correlation of 0.43, 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 0.40% for DJSC.AS.

DJSC.AS is categorized as Europe Equities, while XLKQ.L is Technology Equities. DJSC.AS tracks MSCI EMU SMID NR EUR, while XLKQ.L tracks S&P Select Sector Capped 20% Technology Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for DJSC.AS and 0.14% for XLKQ.L.

Portfolio Optimizer

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