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SC0J.DE vs. XLKQ.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SC0J.DE and XLKQ.L is 0.74, 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

SC0J.DE vs. XLKQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI World UCITS ETF Acc (SC0J.DE) 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
7.01%
8.77%
SC0J.DE
XLKQ.L

Key characteristics

Sharpe Ratio

SC0J.DE:

2.17

XLKQ.L:

1.35

Sortino Ratio

SC0J.DE:

2.96

XLKQ.L:

1.81

Omega Ratio

SC0J.DE:

1.43

XLKQ.L:

1.25

Calmar Ratio

SC0J.DE:

3.07

XLKQ.L:

1.99

Martin Ratio

SC0J.DE:

14.44

XLKQ.L:

5.82

Ulcer Index

SC0J.DE:

1.72%

XLKQ.L:

4.91%

Daily Std Dev

SC0J.DE:

11.51%

XLKQ.L:

21.58%

Max Drawdown

SC0J.DE:

-33.91%

XLKQ.L:

-23.83%

Current Drawdown

SC0J.DE:

-0.29%

XLKQ.L:

-3.34%

Returns By Period

In the year-to-date period, SC0J.DE achieves a 4.42% return, which is significantly higher than XLKQ.L's -0.14% return. Over the past 10 years, SC0J.DE has underperformed XLKQ.L with an annualized return of 11.57%, while XLKQ.L has yielded a comparatively higher 23.99% annualized return.


SC0J.DE

YTD

4.42%

1M

1.80%

6M

14.76%

1Y

25.20%

5Y*

12.71%

10Y*

11.57%

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.


SC0J.DE vs. XLKQ.L - Expense Ratio Comparison

SC0J.DE 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%.


SC0J.DE
Invesco MSCI World UCITS ETF Acc
Expense ratio chart for SC0J.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
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

SC0J.DE vs. XLKQ.L — Risk-Adjusted Performance Rank

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

SC0J.DE
The Risk-Adjusted Performance Rank of SC0J.DE is 8686
Overall Rank
The Sharpe Ratio Rank of SC0J.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SC0J.DE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SC0J.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SC0J.DE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SC0J.DE is 8888
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.

SC0J.DE vs. XLKQ.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF Acc (SC0J.DE) 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 SC0J.DE, currently valued at 1.61, compared to the broader market0.002.004.001.611.34
The chart of Sortino ratio for SC0J.DE, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.0012.002.251.81
The chart of Omega ratio for SC0J.DE, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.24
The chart of Calmar ratio for SC0J.DE, currently valued at 2.33, compared to the broader market0.005.0010.0015.0020.002.331.97
The chart of Martin ratio for SC0J.DE, currently valued at 8.99, compared to the broader market0.0020.0040.0060.0080.00100.008.996.29
SC0J.DE
XLKQ.L

The current SC0J.DE Sharpe Ratio is 2.17, which is higher than the XLKQ.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SC0J.DE 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.61
1.34
SC0J.DE
XLKQ.L

Dividends

SC0J.DE vs. XLKQ.L - Dividend Comparison

Neither SC0J.DE nor XLKQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC0J.DE vs. XLKQ.L - Drawdown Comparison

The maximum SC0J.DE drawdown since its inception was -33.91%, 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 SC0J.DE 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
-0.14%
-1.33%
SC0J.DE
XLKQ.L

Volatility

SC0J.DE vs. XLKQ.L - Volatility Comparison

The current volatility for Invesco MSCI World UCITS ETF Acc (SC0J.DE) is 2.73%, while Invesco US Technology Sector UCITS ETF (XLKQ.L) has a volatility of 8.68%. This indicates that SC0J.DE 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
2.73%
8.68%
SC0J.DE
XLKQ.L
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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.

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