VDPG.L vs. XLKQ.L
Compare and contrast key facts about Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and Invesco US Technology Sector UCITS ETF (XLKQ.L).
VDPG.L and XLKQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDPG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI AC Asia Pac Ex JPN NR USD. It was launched on Sep 24, 2019. XLKQ.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Dec 16, 2009. Both VDPG.L and XLKQ.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDPG.L or XLKQ.L.
Key characteristics
| VDPG.L | XLKQ.L | |
|---|---|---|
| YTD Return | -0.44% | 40.17% |
| 1Y Return | 5.03% | 44.57% |
| 3Y Return (Ann) | -0.05% | 20.60% |
| 5Y Return (Ann) | 3.80% | 26.72% |
| Sharpe Ratio | 0.46 | 2.21 |
| Sortino Ratio | 0.73 | 2.89 |
| Omega Ratio | 1.09 | 1.37 |
| Calmar Ratio | 0.50 | 3.15 |
| Martin Ratio | 1.93 | 9.49 |
| Ulcer Index | 3.24% | 4.76% |
| Daily Std Dev | 13.64% | 20.36% |
| Max Drawdown | -30.11% | -23.83% |
| Current Drawdown | -5.05% | 0.00% |
Correlation
The correlation between VDPG.L and XLKQ.L is 0.62, 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.
Performance
VDPG.L vs. XLKQ.L - Performance Comparison
In the year-to-date period, VDPG.L achieves a -0.44% return, which is significantly lower than XLKQ.L's 40.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VDPG.L vs. XLKQ.L - Expense Ratio Comparison
VDPG.L has a 0.15% 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%.
Risk-Adjusted Performance
VDPG.L vs. XLKQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) 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.
Dividends
VDPG.L vs. XLKQ.L - Dividend Comparison
Neither VDPG.L nor XLKQ.L has paid dividends to shareholders.
Drawdowns
VDPG.L vs. XLKQ.L - Drawdown Comparison
The maximum VDPG.L drawdown since its inception was -30.11%, 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 VDPG.L and XLKQ.L. For additional features, visit the drawdowns tool.
Volatility
VDPG.L vs. XLKQ.L - Volatility Comparison
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and Invesco US Technology Sector UCITS ETF (XLKQ.L) have volatilities of 5.29% and 5.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.