PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IWFS.L vs. XLKQ.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWFS.L and XLKQ.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

IWFS.L vs. XLKQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI World Size Factor UCITS ETF (IWFS.L) and Invesco US Technology Sector UCITS ETF (XLKQ.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.50%
8.77%
IWFS.L
XLKQ.L

Key characteristics

Sharpe Ratio

IWFS.L:

1.14

XLKQ.L:

1.35

Sortino Ratio

IWFS.L:

1.64

XLKQ.L:

1.81

Omega Ratio

IWFS.L:

1.21

XLKQ.L:

1.25

Calmar Ratio

IWFS.L:

2.07

XLKQ.L:

1.99

Martin Ratio

IWFS.L:

5.58

XLKQ.L:

5.82

Ulcer Index

IWFS.L:

2.07%

XLKQ.L:

4.91%

Daily Std Dev

IWFS.L:

10.14%

XLKQ.L:

21.58%

Max Drawdown

IWFS.L:

-29.90%

XLKQ.L:

-23.83%

Current Drawdown

IWFS.L:

-1.04%

XLKQ.L:

-3.34%

Returns By Period

In the year-to-date period, IWFS.L achieves a 3.70% return, which is significantly higher than XLKQ.L's -0.14% return. Over the past 10 years, IWFS.L has underperformed XLKQ.L with an annualized return of 8.02%, while XLKQ.L has yielded a comparatively higher 23.99% annualized return.


IWFS.L

YTD

3.70%

1M

-0.65%

6M

7.97%

1Y

12.41%

5Y*

6.42%

10Y*

8.02%

XLKQ.L

YTD

-0.14%

1M

-0.55%

6M

12.38%

1Y

34.67%

5Y*

23.95%

10Y*

23.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IWFS.L vs. XLKQ.L - Expense Ratio Comparison

IWFS.L has a 0.30% expense ratio, which is higher than XLKQ.L's 0.14% expense ratio.


IWFS.L
iShares Edge MSCI World Size Factor UCITS ETF
Expense ratio chart for IWFS.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for XLKQ.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

IWFS.L vs. XLKQ.L — Risk-Adjusted Performance Rank

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

IWFS.L
The Risk-Adjusted Performance Rank of IWFS.L is 5151
Overall Rank
The Sharpe Ratio Rank of IWFS.L is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of IWFS.L is 4545
Sortino Ratio Rank
The Omega Ratio Rank of IWFS.L is 4545
Omega Ratio Rank
The Calmar Ratio Rank of IWFS.L is 6666
Calmar Ratio Rank
The Martin Ratio Rank of IWFS.L is 5353
Martin Ratio Rank

XLKQ.L
The Risk-Adjusted Performance Rank of XLKQ.L is 5757
Overall Rank
The Sharpe Ratio Rank of XLKQ.L is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of XLKQ.L is 5151
Sortino Ratio Rank
The Omega Ratio Rank of XLKQ.L is 5656
Omega Ratio Rank
The Calmar Ratio Rank of XLKQ.L is 6464
Calmar Ratio Rank
The Martin Ratio Rank of XLKQ.L is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWFS.L vs. XLKQ.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Size Factor UCITS ETF (IWFS.L) and Invesco US Technology Sector UCITS ETF (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.


Sharpe ratio
The chart of Sharpe ratio for IWFS.L, currently valued at 0.98, compared to the broader market0.002.004.000.981.33
The chart of Sortino ratio for IWFS.L, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.0012.001.431.80
The chart of Omega ratio for IWFS.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.24
The chart of Calmar ratio for IWFS.L, currently valued at 1.14, compared to the broader market0.005.0010.0015.001.141.96
The chart of Martin ratio for IWFS.L, currently valued at 4.39, compared to the broader market0.0020.0040.0060.0080.00100.004.396.28
IWFS.L
XLKQ.L

The current IWFS.L Sharpe Ratio is 1.14, which is comparable to the XLKQ.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of IWFS.L 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.98
1.33
IWFS.L
XLKQ.L

Dividends

IWFS.L vs. XLKQ.L - Dividend Comparison

Neither IWFS.L nor XLKQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IWFS.L vs. XLKQ.L - Drawdown Comparison

The maximum IWFS.L drawdown since its inception was -29.90%, which is greater than XLKQ.L's maximum drawdown of -23.83%. Use the drawdown chart below to compare losses from any high point for IWFS.L and XLKQ.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.56%
-1.33%
IWFS.L
XLKQ.L

Volatility

IWFS.L vs. XLKQ.L - Volatility Comparison

The current volatility for iShares Edge MSCI World Size Factor UCITS ETF (IWFS.L) is 3.32%, while Invesco US Technology Sector UCITS ETF (XLKQ.L) has a volatility of 8.68%. This indicates that IWFS.L 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.32%
8.68%
IWFS.L
XLKQ.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab