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LUXG.L vs. XLPS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LUXG.L vs. XLPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) and Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LUXG.L is traded in GBp, while XLPS.L is traded in USD. To make them comparable, the XLPS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LUXG.L achieves a -7.30% return, which is significantly lower than XLPS.L's 6.84% return. Over the past 10 years, LUXG.L has outperformed XLPS.L with an annualized return of 10.54%, while XLPS.L has yielded a comparatively lower 8.37% annualized return.


LUXG.L

1D
0.22%
1M
5.50%
YTD
-7.30%
6M
-6.56%
1Y
5.65%
3Y*
-0.76%
5Y*
0.46%
10Y*
10.54%

XLPS.L

1D
0.05%
1M
-1.91%
YTD
6.84%
6M
6.11%
1Y
3.13%
3Y*
5.63%
5Y*
7.91%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUXG.L vs. XLPS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LUXG.L
Amundi ETF S&P Global Luxury UCITS ETF USD
-7.30%6.94%-0.12%9.77%-14.46%23.84%31.63%24.83%-7.67%26.63%
XLPS.L
Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc
6.84%-3.42%16.25%-5.24%11.70%19.17%5.95%22.03%-4.03%2.68%

Correlation

The correlation between LUXG.L and XLPS.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.34

Over the past year, the correlation between LUXG.L and XLPS.L has dropped to 0.13 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

LUXG.L vs. XLPS.L - Sectors Allocation Comparison


Sectors
LUXG.L
XLPS.L

Technology

55.0%
1.0%

Consumer Cyclical

13.4%
98.8%

Communication Services

13.3%

-

Healthcare

6.2%

-

Financial Services

4.4%

-

Utilities

2.4%

-

Energy

2.3%

-

Consumer Defensive

1.9%

-

Industrials

1.0%
0.2%

Basic Materials

-

-

Real Estate

-

-

Technology

LUXG.L
55.0%
XLPS.L
1.0%

Consumer Cyclical

LUXG.L
13.4%
XLPS.L
98.8%

Communication Services

LUXG.L
13.3%
XLPS.L

-

Healthcare

LUXG.L
6.2%
XLPS.L

-

Financial Services

LUXG.L
4.4%
XLPS.L

-

Utilities

LUXG.L
2.4%
XLPS.L

-

Energy

LUXG.L
2.3%
XLPS.L

-

Consumer Defensive

LUXG.L
1.9%
XLPS.L

-

Industrials

LUXG.L
1.0%
XLPS.L
0.2%

Basic Materials

LUXG.L

-

XLPS.L

-

Real Estate

LUXG.L

-

XLPS.L

-

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Return for Risk

LUXG.L vs. XLPS.L — Risk / Return Rank

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

LUXG.L
LUXG.L Risk / Return Rank: 1414
Overall Rank
LUXG.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
LUXG.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
LUXG.L Omega Ratio Rank: 1313
Omega Ratio Rank
LUXG.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
LUXG.L Martin Ratio Rank: 1313
Martin Ratio Rank

XLPS.L
XLPS.L Risk / Return Rank: 1111
Overall Rank
XLPS.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XLPS.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
XLPS.L Omega Ratio Rank: 1111
Omega Ratio Rank
XLPS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
XLPS.L Martin Ratio Rank: 1111
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.

LUXG.L vs. XLPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) and Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.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.


LUXG.LXLPS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.07

1.05

+0.02

Calmar ratioReturn relative to maximum drawdown

0.35

0.34

+0.01

Martin ratioReturn relative to average drawdown

0.87

0.81

+0.06

LUXG.L vs. XLPS.L - Sharpe Ratio Comparison

The current LUXG.L Sharpe Ratio is 0.30, which is higher than the XLPS.L Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of LUXG.L and XLPS.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.


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Sharpe Ratios by Period


LUXG.LXLPS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.21

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.56

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.55

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.80

-0.30

Drawdowns

LUXG.L vs. XLPS.L - Drawdown Comparison

The maximum LUXG.L drawdown since its inception was -36.58%, which is greater than XLPS.L's maximum drawdown of -18.63%. Use the drawdown chart below to compare losses from any high point for LUXG.L and XLPS.L.


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Drawdown Indicators


LUXG.LXLPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.58%

-18.63%

-17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-15.95%

-9.06%

-6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-25.30%

-11.49%

-13.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-14.17%

-15.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.58%

-18.63%

-17.95%

Current Drawdown

Current decline from peak

-11.83%

-7.18%

-4.65%

Average Drawdown

Average peak-to-trough decline

-8.19%

-4.56%

-3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.48%

3.84%

+2.64%

Volatility

LUXG.L vs. XLPS.L - Volatility Comparison

Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) has a higher volatility of 6.60% compared to Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) at 6.13%. This indicates that LUXG.L's price experiences larger fluctuations and is considered to be riskier than XLPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUXG.LXLPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

6.13%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

15.18%

12.08%

+3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

14.59%

+4.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.57%

14.01%

+6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.37%

15.16%

+5.21%

LUXG.L vs. XLPS.L - Expense Ratio Comparison

LUXG.L has a 0.25% expense ratio, which is higher than XLPS.L's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LUXG.L vs. XLPS.L - Dividend Comparison

Neither LUXG.L nor XLPS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LUXG.L and XLPS.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLPS.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLPS.L is cheaper with a 0.14% expense ratio, compared with 0.25% for LUXG.L.

LUXG.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XLPS.L tracks S&P® Select Sector Capped 20% Consumer Staples Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.25% for LUXG.L and 0.14% for XLPS.L.

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