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SPXS.L vs. XLKQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXS.L vs. XLKQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 UCITS ETF (SPXS.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.

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Different Trading Currencies

SPXS.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, SPXS.L achieves a 10.20% return, which is significantly lower than XLKQ.L's 17.97% return. Over the past 10 years, SPXS.L has underperformed XLKQ.L with an annualized return of -27.39%, while XLKQ.L has yielded a comparatively higher 25.44% annualized return.


SPXS.L

1D
-0.12%
1M
-0.05%
6M
9.96%
YTD
10.20%
1Y
-98.78%
3Y*
-74.11%
5Y*
-54.94%
10Y*
-27.39%

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)

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


2026 (YTD)202520242023202220212020201920182017
SPXS.L
Invesco S&P 500 UCITS ETF
10.20%-98.82%25.56%27.00%-18.53%29.64%17.89%30.86%-5.19%21.62%
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 SPXS.L and XLKQ.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.81

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

0.84

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

0.83

Correlation (All Time)
Calculated using the full available price history since May 20, 2010

0.76

The correlation between SPXS.L and XLKQ.L has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

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Return for Risk

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

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

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXS.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.


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

-2.52

Sortino ratioReturn per unit of downside risk

-2.89

Omega ratioGain probability vs. loss probability

0.52

1.26

-0.74

Calmar ratioReturn relative to maximum drawdown

-1.00

1.95

-2.94

Martin ratioReturn relative to average drawdown

-1.23

5.35

-6.58

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

The current SPXS.L Sharpe Ratio is -0.99, which is lower than the XLKQ.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of SPXS.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.


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Drawdowns

SPXS.L vs. XLKQ.L - Drawdown Comparison

The maximum SPXS.L drawdown since its inception was -99.07%, which is greater than XLKQ.L's maximum drawdown of -39.80%. Use the drawdown chart below to compare losses from any high point for SPXS.L and XLKQ.L.


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Drawdown Indicators


SPXS.LXLKQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-39.80%

-59.27%

Max Drawdown (1Y)

Largest decline over 1 year

-99.07%

-16.81%

-82.26%

Max Drawdown (3Y)

Largest decline over 3 years

-99.07%

-26.96%

-72.11%

Max Drawdown (5Y)

Largest decline over 5 years

-99.07%

-35.00%

-64.07%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

-35.00%

-64.07%

Current Drawdown

Current decline from peak

-98.90%

-7.48%

-91.42%

Average Drawdown

Average peak-to-trough decline

-7.67%

-9.18%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

80.57%

6.13%

+74.44%

Volatility

SPXS.L vs. XLKQ.L - Volatility Comparison

The current volatility for Invesco S&P 500 UCITS ETF (SPXS.L) is 2.73%, while Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) has a volatility of 7.47%. This indicates that SPXS.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.


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Volatility by Period


SPXS.LXLKQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

7.47%

-4.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

17.08%

-7.84%

Volatility (1Y)

Calculated over the trailing 1-year period

99.43%

21.52%

+77.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.13%

27.46%

+19.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.27%

23.97%

+11.30%

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

SPXS.L has a 0.05% expense ratio, which is lower than XLKQ.L's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPXS.L vs. XLKQ.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPXS.L and XLKQ.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.14% for XLKQ.L.

SPXS.L is categorized as Global Equities, while XLKQ.L is Technology Equities. SPXS.L tracks Invesco S&P 500 UCITS ETF, while XLKQ.L tracks S&P Select Sector Capped 20% Technology Index. Their fees differ too: 0.05% for SPXS.L and 0.14% for XLKQ.L.

Portfolio Optimizer

Find the right allocation for SPXS.L and XLKQ.L

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