GDP.L vs. XLKQ.L

Last updated Jun 5, 2026

GDP.L (Goldplat plc) is a stock, while XLKQ.L (Invesco Technology S&P US Select Sector UCITS ETF GBP Acc) is Technology Equities fund tracking the S&P Select Sector Capped 20% Technology Index. Over the past 10 years, GDP.L returned 13.10%/yr vs 27.22%/yr for XLKQ.L. At a correlation of -0.00, they often move in opposite directions.

Performance

GDP.L vs. XLKQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Goldplat plc (GDP.L) 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.

Returns By Period

In the year-to-date period, GDP.L achieves a 116.45% return, which is significantly higher than XLKQ.L's 23.81% return. Over the past 10 years, GDP.L has underperformed XLKQ.L with an annualized return of 13.10%, while XLKQ.L has yielded a comparatively higher 27.22% annualized return.

GDP.L

• 1D: 0.70%
• 1M: 27.54%
• YTD: 116.45%
• 6M: 88.70%
• 1Y: 195.51%
• 3Y*: 36.24%
• 5Y*: 21.21%
• 10Y*: 13.10%

XLKQ.L

• 1D: -2.23%
• 1M: 14.41%
• YTD: 23.81%
• 6M: 22.31%
• 1Y: 54.52%
• 3Y*: 33.18%
• 5Y*: 26.60%
• 10Y*: 27.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GDP.L vs. XLKQ.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GDP.L Goldplat plc	116.45%	20.05%	17.89%	-40.00%	46.43%	-13.04%	209.62%	-29.73%	-52.26%	44.19%
XLKQ.L Invesco Technology S&P US Select Sector UCITS ETF GBP Acc	23.81%	15.76%	44.03%	51.84%	-20.58%	36.28%	37.93%	44.63%	0.92%	23.56%

Correlation

The correlation between GDP.L and XLKQ.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	-0.01
Correlation (10Y) Calculated over the trailing 10-year period	0.01
Correlation (All Time) Calculated using the full available price history since Jul 9, 2014	-0.00

Return for Risk

GDP.L vs. XLKQ.L — Risk / Return Rank

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

GDP.L

GDP.L Risk / Return Rank: 96
GDP.L Sharpe Ratio Rank: 97
GDP.L Sortino Ratio Rank: 95
GDP.L Omega Ratio Rank: 95
GDP.L Calmar Ratio Rank: 97
GDP.L Martin Ratio Rank: 97

XLKQ.L

XLKQ.L Risk / Return Rank: 73
XLKQ.L Sharpe Ratio Rank: 86
XLKQ.L Sortino Ratio Rank: 81
XLKQ.L Omega Ratio Rank: 78
XLKQ.L Calmar Ratio Rank: 66
XLKQ.L Martin Ratio Rank: 51

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.

GDP.L vs. XLKQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldplat plc (GDP.L) 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.

	GDP.L	XLKQ.L	Difference
Sharpe ratio: Return per unit of total volatility	3.71	2.83	+0.88
Sortino ratio: Return per unit of downside risk	4.13	3.59	+0.53
Omega ratio: Gain probability vs. loss probability	1.56	1.46	+0.10
Calmar ratio: Return relative to maximum drawdown	9.49	3.24	+6.25
Martin ratio: Return relative to average drawdown	27.37	8.42	+18.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GDP.L vs. XLKQ.L - Sharpe Ratio Comparison

The current GDP.L Sharpe Ratio is 3.71, which is higher than the XLKQ.L Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of GDP.L 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.

Sharpe Ratios by Period

	GDP.L	XLKQ.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.71	2.83	+0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	1.21	-0.71
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	1.33	-1.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	1.33	-1.25

Drawdowns

GDP.L vs. XLKQ.L - Drawdown Comparison

The maximum GDP.L drawdown since its inception was -89.35%, which is greater than XLKQ.L's maximum drawdown of -28.74%. Use the drawdown chart below to compare losses from any high point for GDP.L and XLKQ.L.

Drawdown Indicators

	GDP.L	XLKQ.L	Difference
Max Drawdown Largest peak-to-trough decline	-89.35%	-28.74%	-60.61%
Max Drawdown (1Y) Largest decline over 1 year	-20.47%	-16.76%	-3.71%
Max Drawdown (3Y) Largest decline over 3 years	-32.53%	-28.74%	-3.79%
Max Drawdown (5Y) Largest decline over 5 years	-55.20%	-28.74%	-26.46%
Max Drawdown (10Y) Largest decline over 10 years	-74.71%	-28.74%	-45.97%
Current Drawdown Current decline from peak	-0.41%	-2.84%	+2.43%
Average Drawdown Average peak-to-trough decline	-51.13%	-5.04%	-46.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.11%	6.45%	+0.66%

Volatility

GDP.L vs. XLKQ.L - Volatility Comparison

Goldplat plc (GDP.L) has a higher volatility of 12.94% compared to Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) at 6.83%. This indicates that GDP.L'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.

Volatility by Period

	GDP.L	XLKQ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.94%	6.83%	+6.11%
Volatility (6M) Calculated over the trailing 6-month period	37.65%	14.29%	+23.36%
Volatility (1Y) Calculated over the trailing 1-year period	52.35%	19.18%	+33.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.88%	22.04%	+21.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.72%	21.65%	+32.07%

Dividends

GDP.L vs. XLKQ.L - Dividend Comparison

GDP.L's dividend yield for the trailing twelve months is around 2.92%, while XLKQ.L has not paid dividends to shareholders.

Position	TTM	2025
GDP.L Goldplat plc	2.92%	2.41%
XLKQ.L Invesco Technology S&P US Select Sector UCITS ETF GBP Acc	0.00%	0.00%

Frequently Asked Questions

Can I hold both GDP.L and XLKQ.L in my portfolio?

GDP.L and XLKQ.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.