PortfoliosLab logoPortfoliosLab logo
N4US.L vs. XLKQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

N4US.L vs. XLKQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco JPX-Nikkei 400 UCITS ETF (USD Hdg) (N4US.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.

Loading charts...

Different Trading Currencies

N4US.L is traded in USD, while XLKQ.L is traded in GBp. To make them comparable, the XLKQ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, N4US.L achieves a 22.05% return, which is significantly higher than XLKQ.L's 17.97% return. Over the past 10 years, N4US.L has underperformed XLKQ.L with an annualized return of 16.63%, while XLKQ.L has yielded a comparatively higher 25.44% annualized return.


N4US.L

1D
-0.97%
1M
1.76%
6M
14.49%
YTD
22.05%
1Y
50.55%
3Y*
29.24%
5Y*
22.54%
10Y*
16.63%

XLKQ.L

1D
-0.46%
1M
-2.56%
6M
20.54%
YTD
17.97%
1Y
32.89%
3Y*
31.49%
5Y*
22.29%
10Y*
25.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

N4US.L vs. XLKQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
N4US.L
Invesco JPX-Nikkei 400 UCITS ETF (USD Hdg)
22.05%30.25%23.77%35.97%-1.05%11.18%10.79%19.49%-15.75%22.99%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
17.97%24.49%41.63%59.85%-29.07%35.05%42.15%50.17%-3.26%33.42%

Correlation

The correlation between N4US.L and XLKQ.L is 0.52, 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

0.52

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

0.46

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

0.53

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

0.54

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2015

0.55

The correlation between N4US.L and XLKQ.L has been stable across timeframes, ranging from 0.46 to 0.55 - 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

N4US.L vs. XLKQ.L — Risk / Return Rank

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

N4US.L
N4US.L Risk / Return Rank: 9292
Overall Rank
N4US.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
N4US.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
N4US.L Omega Ratio Rank: 9090
Omega Ratio Rank
N4US.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
N4US.L Martin Ratio Rank: 9393
Martin Ratio Rank

XLKQ.L
XLKQ.L Risk / Return Rank: 4747
Overall Rank
XLKQ.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 4848
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 3737
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.

N4US.L vs. XLKQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco JPX-Nikkei 400 UCITS ETF (USD Hdg) (N4US.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.

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.


N4US.LXLKQ.LDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.46

1.26

+0.20

Calmar ratioReturn relative to maximum drawdown

5.38

1.95

+3.43

Martin ratioReturn relative to average drawdown

18.45

5.35

+13.10

N4US.L vs. XLKQ.L - Sharpe Ratio Comparison

The current N4US.L Sharpe Ratio is 2.58, which is higher than the XLKQ.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of N4US.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.


Loading charts...

Drawdowns

N4US.L vs. XLKQ.L - Drawdown Comparison

The maximum N4US.L drawdown since its inception was -30.94%, smaller than the maximum XLKQ.L drawdown of -39.80%. Use the drawdown chart below to compare losses from any high point for N4US.L and XLKQ.L.


Loading charts...

Drawdown Indicators


N4US.LXLKQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.94%

-39.80%

+8.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.35%

-16.81%

+7.46%

Max Drawdown (3Y)

Largest decline over 3 years

-21.38%

-26.96%

+5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

-35.00%

+13.62%

Max Drawdown (10Y)

Largest decline over 10 years

-30.94%

-35.00%

+4.06%

Current Drawdown

Current decline from peak

-1.87%

-7.48%

+5.61%

Average Drawdown

Average peak-to-trough decline

-6.78%

-9.18%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

6.13%

-3.40%

Volatility

N4US.L vs. XLKQ.L - Volatility Comparison

The current volatility for Invesco JPX-Nikkei 400 UCITS ETF (USD Hdg) (N4US.L) is 6.06%, while Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) has a volatility of 7.47%. This indicates that N4US.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.


Loading charts...

Volatility by Period


N4US.LXLKQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

7.47%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

15.47%

17.08%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

19.47%

21.52%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

27.46%

-8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

23.97%

-5.60%

N4US.L vs. XLKQ.L - Expense Ratio Comparison

N4US.L has a 0.19% expense ratio, which is higher than XLKQ.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

N4US.L vs. XLKQ.L - Dividend Comparison

Neither N4US.L nor XLKQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


N4US.L and XLKQ.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XLKQ.L is cheaper with a 0.14% expense ratio, compared with 0.19% for N4US.L.

N4US.L is categorized as Global Equities, while XLKQ.L is Technology Equities. N4US.L tracks Invesco JPX-Nikkei 400 UCITS ETF (USD Hdg), while XLKQ.L tracks S&P Select Sector Capped 20% Technology Index. Their fees differ too: 0.19% for N4US.L and 0.14% for XLKQ.L.

Portfolio Optimizer

Find the right allocation for N4US.L and XLKQ.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