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VEVE.AS vs. XLKQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEVE.AS vs. XLKQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed World UCITS ETF (VEVE.AS) 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

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

Returns By Period

In the year-to-date period, VEVE.AS achieves a 12.81% return, which is significantly lower than XLKQ.L's 19.48% return. Over the past 10 years, VEVE.AS has underperformed XLKQ.L with an annualized return of 12.95%, while XLKQ.L has yielded a comparatively higher 25.49% annualized return.


VEVE.AS

1D
-0.27%
1M
1.72%
YTD
12.81%
6M
14.19%
1Y
27.41%
3Y*
18.25%
5Y*
13.13%
10Y*
12.95%

XLKQ.L

1D
2.31%
1M
0.98%
YTD
19.48%
6M
20.54%
1Y
44.39%
3Y*
30.36%
5Y*
24.84%
10Y*
25.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEVE.AS vs. XLKQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEVE.AS
Vanguard FTSE Developed World UCITS ETF
12.81%8.22%26.33%19.38%-13.20%31.47%6.50%29.40%-4.85%8.40%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
19.48%9.72%50.98%55.05%-24.67%45.15%30.44%53.56%1.28%17.02%

Correlation

The correlation between VEVE.AS and XLKQ.L is 0.77, 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

0.77

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

0.76

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

0.78

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

0.79

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2014

0.79

The correlation between VEVE.AS and XLKQ.L has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.

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Return for Risk

VEVE.AS vs. XLKQ.L — Risk / Return Rank

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

VEVE.AS
VEVE.AS Risk / Return Rank: 7878
Overall Rank
VEVE.AS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VEVE.AS Sortino Ratio Rank: 7373
Sortino Ratio Rank
VEVE.AS Omega Ratio Rank: 7676
Omega Ratio Rank
VEVE.AS Calmar Ratio Rank: 8181
Calmar Ratio Rank
VEVE.AS Martin Ratio Rank: 8585
Martin Ratio Rank

XLKQ.L
XLKQ.L Risk / Return Rank: 6868
Overall Rank
XLKQ.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 7373
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 4747
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.

VEVE.AS vs. XLKQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF (VEVE.AS) 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.


VEVE.ASXLKQ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.45

1.35

+0.10

Calmar ratioReturn relative to maximum drawdown

4.21

2.72

+1.50

Martin ratioReturn relative to average drawdown

17.34

7.13

+10.21

VEVE.AS vs. XLKQ.L - Sharpe Ratio Comparison

The current VEVE.AS Sharpe Ratio is 2.35, which is comparable to the XLKQ.L Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of VEVE.AS 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

VEVE.AS vs. XLKQ.L - Drawdown Comparison

The maximum VEVE.AS drawdown since its inception was -33.57%, smaller than the maximum XLKQ.L drawdown of -40.10%. Use the drawdown chart below to compare losses from any high point for VEVE.AS and XLKQ.L.


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Drawdown Indicators


VEVE.ASXLKQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.57%

-40.10%

+6.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-15.78%

+9.59%

Max Drawdown (3Y)

Largest decline over 3 years

-21.08%

-30.46%

+9.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-30.46%

+9.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.57%

-30.78%

-2.79%

Current Drawdown

Current decline from peak

-0.56%

-7.23%

+6.67%

Average Drawdown

Average peak-to-trough decline

-6.76%

-8.03%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

6.04%

-4.53%

Volatility

VEVE.AS vs. XLKQ.L - Volatility Comparison

The current volatility for Vanguard FTSE Developed World UCITS ETF (VEVE.AS) is 2.88%, while Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) has a volatility of 8.21%. This indicates that VEVE.AS 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


VEVE.ASXLKQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

8.21%

-5.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

15.47%

-7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

11.08%

20.40%

-9.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

26.83%

-12.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

23.82%

-6.21%

VEVE.AS vs. XLKQ.L - Expense Ratio Comparison

VEVE.AS has a 0.12% 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

VEVE.AS vs. XLKQ.L - Dividend Comparison

VEVE.AS's dividend yield for the trailing twelve months is around 1.23%, while XLKQ.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
VEVE.AS
Vanguard FTSE Developed World UCITS ETF
1.23%1.41%1.46%1.73%2.04%1.43%1.61%1.89%2.28%1.97%1.98%2.05%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VEVE.AS and XLKQ.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEVE.AS is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEVE.AS is cheaper with a 0.12% expense ratio, compared with 0.14% for XLKQ.L.

VEVE.AS is categorized as Global Equities, while XLKQ.L is Technology Equities. VEVE.AS tracks MSCI ACWI NR USD, while XLKQ.L tracks S&P Select Sector Capped 20% Technology Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.12% for VEVE.AS and 0.14% for XLKQ.L.

Portfolio Optimizer

Find the right allocation for VEVE.AS and XLKQ.L

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