TRIP.L vs. XLYS.L
Compare and contrast key facts about HANetf The Travel UCITS ETF (TRIP.L) and Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L).
TRIP.L and XLYS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRIP.L is a passively managed fund by HANetf that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Jun 4, 2021. XLYS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Consumer Discretionary Index. It was launched on Dec 16, 2009. Both TRIP.L and XLYS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
TRIP.L vs. XLYS.L - Performance Comparison
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TRIP.L vs. XLYS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TRIP.L HANetf The Travel UCITS ETF | -8.11% | 10.16% | 28.46% | 23.58% | -9.55% | -36.44% |
XLYS.L Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc | -7.60% | -0.02% | 30.71% | 32.95% | -26.05% | 26.66% |
Different Trading Currencies
TRIP.L is traded in GBp, while XLYS.L is traded in USD. To make them comparable, the XLYS.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, TRIP.L achieves a -8.11% return, which is significantly lower than XLYS.L's -7.60% return.
TRIP.L
- 1D
- -1.14%
- 1M
- -2.11%
- YTD
- -8.11%
- 6M
- 1.34%
- 1Y
- 17.55%
- 3Y*
- 13.60%
- 5Y*
- —
- 10Y*
- —
XLYS.L
- 1D
- -0.97%
- 1M
- -3.26%
- YTD
- -7.60%
- 6M
- -7.51%
- 1Y
- 7.54%
- 3Y*
- 12.87%
- 5Y*
- 8.11%
- 10Y*
- 12.97%
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TRIP.L vs. XLYS.L - Expense Ratio Comparison
TRIP.L has a 0.69% expense ratio, which is higher than XLYS.L's 0.14% expense ratio.
Return for Risk
TRIP.L vs. XLYS.L — Risk / Return Rank
TRIP.L
XLYS.L
TRIP.L vs. XLYS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf The Travel UCITS ETF (TRIP.L) and Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.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.
| TRIP.L | XLYS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 0.36 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.94 | 0.65 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.08 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.08 | -0.18 |
Martin ratioReturn relative to average drawdown | 1.64 | 3.32 | -1.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRIP.L | XLYS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.36 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.38 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.88 | -0.92 |
Correlation
The correlation between TRIP.L and XLYS.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TRIP.L vs. XLYS.L - Dividend Comparison
Neither TRIP.L nor XLYS.L has paid dividends to shareholders.
Drawdowns
TRIP.L vs. XLYS.L - Drawdown Comparison
The maximum TRIP.L drawdown since its inception was -48.20%, which is greater than XLYS.L's maximum drawdown of -30.56%. Use the drawdown chart below to compare losses from any high point for TRIP.L and XLYS.L.
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Drawdown Indicators
| TRIP.L | XLYS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.20% | -37.47% | -10.73% |
Max Drawdown (1Y)Largest decline over 1 year | -28.65% | -13.87% | -14.78% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.47% | — |
Current DrawdownCurrent decline from peak | -26.58% | -12.44% | -14.14% |
Average DrawdownAverage peak-to-trough decline | -29.65% | -6.87% | -22.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.65% | 4.04% | +11.61% |
Volatility
TRIP.L vs. XLYS.L - Volatility Comparison
HANetf The Travel UCITS ETF (TRIP.L) has a higher volatility of 7.58% compared to Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) at 6.38%. This indicates that TRIP.L's price experiences larger fluctuations and is considered to be riskier than XLYS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRIP.L | XLYS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 6.38% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 44.13% | 12.26% | +31.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.59% | 20.95% | +27.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.92% | 21.47% | +18.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.92% | 20.62% | +19.30% |