FDIQ vs. XLG
FDIQ (Invesco Bloomberg Financial Data Providers ETF) and XLG (Invesco S&P 500 Top 50 ETF) are both exchange-traded funds - FDIQ is a Financials Equities fund tracking the Bloomberg Financial Data Providers Index, while XLG is a S&P 500 fund tracking the S&P 500 Top 50 Index. Both are passively managed. Over the past 10 years, FDIQ returned 8.19%/yr vs 16.48%/yr for XLG. At a 0.48 correlation, their price movements are largely independent. FDIQ charges 0.35%/yr vs 0.20%/yr for XLG.
Performance
FDIQ vs. XLG - Performance Comparison
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Returns By Period
In the year-to-date period, FDIQ achieves a 16.09% return, which is significantly higher than XLG's 4.04% return. Over the past 10 years, FDIQ has underperformed XLG with an annualized return of 8.19%, while XLG has yielded a comparatively higher 16.48% annualized return.
FDIQ
- 1D
- 1.28%
- 1M
- 4.09%
- 6M
- 10.01%
- YTD
- 16.09%
- 1Y
- 21.33%
- 3Y*
- 18.65%
- 5Y*
- 7.46%
- 10Y*
- 8.19%
XLG
- 1D
- -1.21%
- 1M
- -1.02%
- 6M
- 4.65%
- YTD
- 4.04%
- 1Y
- 17.00%
- 3Y*
- 20.89%
- 5Y*
- 14.20%
- 10Y*
- 16.48%
FDIQ vs. XLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDIQ Invesco Bloomberg Financial Data Providers ETF | 16.09% | 6.32% | 12.76% | -0.84% | -7.23% | 36.05% | -8.95% | 23.57% | -18.31% | 1.81% |
XLG Invesco S&P 500 Top 50 ETF | 4.04% | 19.51% | 33.49% | 38.16% | -24.29% | 30.77% | 24.15% | 32.04% | -3.59% | 23.04% |
Correlation
The correlation between FDIQ and XLG is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2011 | 0.48 |
Over the past year, the correlation between FDIQ and XLG has dropped to 0.23 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
FDIQ vs. XLG — Risk / Return Rank
FDIQ
XLG
FDIQ vs. XLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Financial Data Providers ETF (FDIQ) and Invesco S&P 500 Top 50 ETF (XLG). 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.
| FDIQ | XLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.38 | +0.11 |
| Martin ratioReturn relative to average drawdown | 4.06 | 4.56 | -0.51 |
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Drawdowns
FDIQ vs. XLG - Drawdown Comparison
The maximum FDIQ drawdown since its inception was -52.86%, roughly equal to the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for FDIQ and XLG.
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Drawdown Indicators
| FDIQ | XLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.86% | -52.39% | -0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -14.44% | -12.41% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -28.09% | -20.70% | -7.39% |
Max Drawdown (5Y)Largest decline over 5 years | -42.99% | -28.02% | -14.97% |
Max Drawdown (10Y)Largest decline over 10 years | -52.86% | -30.46% | -22.40% |
Current DrawdownCurrent decline from peak | -3.21% | -4.68% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -11.53% | -7.63% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.27% | 3.73% | +1.54% |
Volatility
FDIQ vs. XLG - Volatility Comparison
Invesco Bloomberg Financial Data Providers ETF (FDIQ) has a higher volatility of 7.18% compared to Invesco S&P 500 Top 50 ETF (XLG) at 4.63%. This indicates that FDIQ's price experiences larger fluctuations and is considered to be riskier than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDIQ | XLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 4.63% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 11.16% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.01% | 14.20% | +7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.45% | 18.83% | +9.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.98% | 18.87% | +12.11% |
FDIQ vs. XLG - Expense Ratio Comparison
FDIQ has a 0.35% expense ratio, which is higher than XLG's 0.20% expense ratio.
Dividends
FDIQ vs. XLG - Dividend Comparison
FDIQ's dividend yield for the trailing twelve months is around 2.15%, more than XLG's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIQ Invesco Bloomberg Financial Data Providers ETF | 2.15% | 2.66% | 2.69% | 2.89% | 2.51% | 2.04% | 2.92% | 2.44% | 2.45% | 1.59% | 1.50% | 1.92% |
XLG Invesco S&P 500 Top 50 ETF | 0.65% | 0.64% | 0.72% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% |
Frequently Asked Questions
FDIQ and XLG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDIQ has higher volatility (7.18%) compared to XLG (4.63%). In terms of maximum drawdown, FDIQ dropped -52.86% vs XLG's -52.39%.
On 10-year performance, XLG leads with 16.48% vs 8.19% for FDIQ. On fees, XLG is cheaper at 0.20% per year. On volatility, XLG has been the lower-risk option at 4.63%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, XLG has performed better with a 16.48% return vs 8.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLG is cheaper with a 0.20% expense ratio, compared with 0.35% for FDIQ.
FDIQ has the higher dividend yield at 2.15%, compared with 0.65% for XLG.
FDIQ is categorized as Financials Equities, while XLG is S&P 500. FDIQ tracks Bloomberg Financial Data Providers Index, while XLG tracks S&P 500 Top 50 Index. Their fees differ too: 0.35% for FDIQ and 0.20% for XLG.
XLG currently has the higher Sharpe Ratio (1.20 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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