IDPE.L vs. XLFS.L
IDPE.L (iShares Listed Private Equity UCITS ETF USD (Dist)) and XLFS.L (Invesco Financials S&P US Select Sector UCITS ETF Acc) are both Financials Equities funds - IDPE.L tracks the S&P LISTED PRIVATE EQUITY INDEX (NET) (USD) while XLFS.L tracks the S&P® Select Sector Capped 20% Financials Index. Both are passively managed. Over the past 10 years, IDPE.L returned 10.81%/yr vs 13.10%/yr for XLFS.L. A 0.72 correlation means they provide meaningful diversification when combined. IDPE.L charges 0.75%/yr vs 0.14%/yr for XLFS.L.
Performance
IDPE.L vs. XLFS.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IDPE.L achieves a -11.15% return, which is significantly lower than XLFS.L's 3.22% return. Over the past 10 years, IDPE.L has underperformed XLFS.L with an annualized return of 10.81%, while XLFS.L has yielded a comparatively higher 13.10% annualized return.
IDPE.L
- 1D
- -0.16%
- 1M
- 0.45%
- 6M
- -13.72%
- YTD
- -11.15%
- 1Y
- -16.47%
- 3Y*
- 9.31%
- 5Y*
- 4.52%
- 10Y*
- 10.81%
XLFS.L
- 1D
- -0.47%
- 1M
- 3.53%
- 6M
- 4.27%
- YTD
- 3.22%
- 1Y
- 9.53%
- 3Y*
- 18.84%
- 5Y*
- 10.75%
- 10Y*
- 13.10%
IDPE.L vs. XLFS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | -11.15% | 1.30% | 23.80% | 39.29% | -28.48% | 41.86% | 4.59% | 43.87% | -13.92% | 25.05% |
XLFS.L Invesco Financials S&P US Select Sector UCITS ETF Acc | 3.22% | 14.99% | 29.97% | 12.27% | -11.03% | 36.17% | -3.27% | 31.25% | -14.44% | 22.86% |
Correlation
The correlation between IDPE.L and XLFS.L is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2009 | 0.72 |
The correlation between IDPE.L and XLFS.L has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDPE.L vs. XLFS.L — Risk / Return Rank
IDPE.L
XLFS.L
IDPE.L vs. XLFS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) and Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.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.
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.
| IDPE.L | XLFS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.12 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 0.68 | -1.35 |
| Martin ratioReturn relative to average drawdown | -1.18 | 1.67 | -2.85 |
Loading charts...
Drawdowns
IDPE.L vs. XLFS.L - Drawdown Comparison
The maximum IDPE.L drawdown since its inception was -82.58%, which is greater than XLFS.L's maximum drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for IDPE.L and XLFS.L.
Loading charts...
Drawdown Indicators
| IDPE.L | XLFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.58% | -42.76% | -39.82% |
Max Drawdown (1Y)Largest decline over 1 year | -24.69% | -13.93% | -10.76% |
Max Drawdown (3Y)Largest decline over 3 years | -25.17% | -17.10% | -8.07% |
Max Drawdown (5Y)Largest decline over 5 years | -38.86% | -26.06% | -12.80% |
Max Drawdown (10Y)Largest decline over 10 years | -50.36% | -42.76% | -7.60% |
Current DrawdownCurrent decline from peak | -17.65% | -0.47% | -17.18% |
Average DrawdownAverage peak-to-trough decline | -20.32% | -7.79% | -12.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.88% | 5.70% | +8.18% |
Volatility
IDPE.L vs. XLFS.L - Volatility Comparison
iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) has a higher volatility of 5.39% compared to Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) at 4.34%. This indicates that IDPE.L's price experiences larger fluctuations and is considered to be riskier than XLFS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDPE.L | XLFS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.34% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.87% | 11.47% | +5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.82% | 14.82% | +6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.36% | 18.91% | +3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 20.83% | +1.28% |
IDPE.L vs. XLFS.L - Expense Ratio Comparison
IDPE.L has a 0.75% expense ratio, which is higher than XLFS.L's 0.14% expense ratio.
Dividends
IDPE.L vs. XLFS.L - Dividend Comparison
IDPE.L's dividend yield for the trailing twelve months is around 3.82%, while XLFS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | 3.82% | 2.96% | 3.03% | 3.35% | 4.36% | 2.54% | 3.56% | 3.25% | 5.05% | 4.96% | 4.33% | 5.53% |
XLFS.L Invesco Financials S&P US Select Sector UCITS ETF 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
IDPE.L and XLFS.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLFS.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLFS.L is cheaper with a 0.14% expense ratio, compared with 0.75% for IDPE.L.
IDPE.L tracks S&P LISTED PRIVATE EQUITY INDEX (NET) (USD), while XLFS.L tracks S&P® Select Sector Capped 20% Financials Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.75% for IDPE.L and 0.14% for XLFS.L.
Find the right allocation for IDPE.L and XLFS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer