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FOO0.F vs. XLKQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOO0.F vs. XLKQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Salesforce, Inc. CDR (FOO0.F) 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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FOO0.F vs. XLKQ.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
FOO0.F
Salesforce, Inc. CDR
-29.10%-29.47%21.41%95.84%-37.88%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
-7.30%9.72%50.98%55.05%-15.54%
Different Trading Currencies

FOO0.F 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, FOO0.F achieves a -29.10% return, which is significantly lower than XLKQ.L's -10.42% return.


FOO0.F

1D
0.58%
1M
-7.49%
YTD
-29.10%
6M
-20.53%
1Y
-33.58%
3Y*
-6.47%
5Y*
10Y*

XLKQ.L

1D
0.00%
1M
-5.25%
YTD
-10.42%
6M
-8.65%
1Y
18.21%
3Y*
24.69%
5Y*
18.33%
10Y*
21.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FOO0.F vs. XLKQ.L — Risk / Return Rank

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

FOO0.F
FOO0.F Risk / Return Rank: 1313
Overall Rank
FOO0.F Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FOO0.F Sortino Ratio Rank: 1515
Sortino Ratio Rank
FOO0.F Omega Ratio Rank: 1616
Omega Ratio Rank
FOO0.F Calmar Ratio Rank: 1212
Calmar Ratio Rank
FOO0.F Martin Ratio Rank: 99
Martin Ratio Rank

XLKQ.L
XLKQ.L Risk / Return Rank: 5959
Overall Rank
XLKQ.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 5959
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 4444
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.

FOO0.F vs. XLKQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Salesforce, Inc. CDR (FOO0.F) 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.


FOO0.FXLKQ.LDifference

Sharpe ratio

Return per unit of total volatility

-0.60

0.75

-1.35

Sortino ratio

Return per unit of downside risk

-0.72

1.16

-1.88

Omega ratio

Gain probability vs. loss probability

0.91

1.16

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.79

1.10

-1.89

Martin ratio

Return relative to average drawdown

-1.49

3.01

-4.50

FOO0.F vs. XLKQ.L - Sharpe Ratio Comparison

The current FOO0.F Sharpe Ratio is -0.60, which is lower than the XLKQ.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of FOO0.F and XLKQ.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


FOO0.FXLKQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

0.75

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

1.08

-1.23

Correlation

The correlation between FOO0.F and XLKQ.L is 0.22, 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

FOO0.F vs. XLKQ.L - Dividend Comparison

FOO0.F's dividend yield for the trailing twelve months is around 0.81%, while XLKQ.L has not paid dividends to shareholders.


TTM20252024
FOO0.F
Salesforce, Inc. CDR
0.81%0.57%0.42%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
0.00%0.00%0.00%

Drawdowns

FOO0.F vs. XLKQ.L - Drawdown Comparison

The maximum FOO0.F drawdown since its inception was -61.27%, 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 FOO0.F and XLKQ.L.


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Drawdown Indicators


FOO0.FXLKQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.27%

-28.74%

-32.53%

Max Drawdown (1Y)

Largest decline over 1 year

-44.20%

-16.76%

-27.44%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-58.12%

-13.73%

-44.39%

Average Drawdown

Average peak-to-trough decline

-22.95%

-5.08%

-17.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.54%

6.21%

+17.33%

Volatility

FOO0.F vs. XLKQ.L - Volatility Comparison

Salesforce, Inc. CDR (FOO0.F) has a higher volatility of 13.13% compared to Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) at 4.38%. This indicates that FOO0.F's price experiences larger fluctuations and is considered to be riskier 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


FOO0.FXLKQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

4.38%

+8.75%

Volatility (6M)

Calculated over the trailing 6-month period

38.47%

14.50%

+23.97%

Volatility (1Y)

Calculated over the trailing 1-year period

56.16%

24.23%

+31.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.33%

22.55%

+23.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.33%

21.98%

+24.35%