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XLBP.L vs. XLIP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLBP.L vs. XLIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Materials Sector UCITS ETF (XLBP.L) and Invesco US Industrials Sector UCITS ETF (XLIP.L). The values are adjusted to include any dividend payments, if applicable.

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XLBP.L vs. XLIP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLBP.L
Invesco US Materials Sector UCITS ETF
11.67%3.47%0.77%6.09%-1.67%28.80%15.99%19.70%-9.97%12.17%
XLIP.L
Invesco US Industrials Sector UCITS ETF
6.91%11.11%19.28%11.56%6.12%22.08%6.17%24.82%-9.41%9.57%

Returns By Period

In the year-to-date period, XLBP.L achieves a 11.67% return, which is significantly higher than XLIP.L's 6.91% return. Over the past 10 years, XLBP.L has underperformed XLIP.L with an annualized return of 11.15%, while XLIP.L has yielded a comparatively higher 13.45% annualized return.


XLBP.L

1D
1.32%
1M
-4.26%
YTD
11.67%
6M
14.87%
1Y
16.03%
3Y*
7.06%
5Y*
7.60%
10Y*
11.15%

XLIP.L

1D
2.63%
1M
-6.45%
YTD
6.91%
6M
8.90%
1Y
23.05%
3Y*
16.36%
5Y*
13.12%
10Y*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLBP.L vs. XLIP.L - Expense Ratio Comparison

Both XLBP.L and XLIP.L have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XLBP.L vs. XLIP.L — Risk / Return Rank

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

XLBP.L
XLBP.L Risk / Return Rank: 4747
Overall Rank
XLBP.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XLBP.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
XLBP.L Omega Ratio Rank: 4242
Omega Ratio Rank
XLBP.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
XLBP.L Martin Ratio Rank: 4949
Martin Ratio Rank

XLIP.L
XLIP.L Risk / Return Rank: 7373
Overall Rank
XLIP.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XLIP.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
XLIP.L Omega Ratio Rank: 6868
Omega Ratio Rank
XLIP.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XLIP.L Martin Ratio Rank: 7373
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.

XLBP.L vs. XLIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Materials Sector UCITS ETF (XLBP.L) and Invesco US Industrials Sector UCITS ETF (XLIP.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.


XLBP.LXLIP.LDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.37

-0.44

Sortino ratio

Return per unit of downside risk

1.34

1.92

-0.58

Omega ratio

Gain probability vs. loss probability

1.18

1.26

-0.09

Calmar ratio

Return relative to maximum drawdown

1.47

2.41

-0.94

Martin ratio

Return relative to average drawdown

5.41

8.40

-2.98

XLBP.L vs. XLIP.L - Sharpe Ratio Comparison

The current XLBP.L Sharpe Ratio is 0.94, which is lower than the XLIP.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of XLBP.L and XLIP.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.


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Sharpe Ratios by Period


XLBP.LXLIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.37

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.83

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.74

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.75

-0.19

Correlation

The correlation between XLBP.L and XLIP.L is 0.78, 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.


Dividends

XLBP.L vs. XLIP.L - Dividend Comparison

Neither XLBP.L nor XLIP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLBP.L vs. XLIP.L - Drawdown Comparison

The maximum XLBP.L drawdown since its inception was -28.58%, smaller than the maximum XLIP.L drawdown of -34.56%. Use the drawdown chart below to compare losses from any high point for XLBP.L and XLIP.L.


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Drawdown Indicators


XLBP.LXLIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.58%

-34.56%

+5.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-11.51%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-21.02%

-0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-28.58%

-34.56%

+5.98%

Current Drawdown

Current decline from peak

-4.26%

-6.45%

+2.19%

Average Drawdown

Average peak-to-trough decline

-5.55%

-4.44%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.69%

+0.23%

Volatility

XLBP.L vs. XLIP.L - Volatility Comparison

Invesco US Materials Sector UCITS ETF (XLBP.L) has a higher volatility of 6.84% compared to Invesco US Industrials Sector UCITS ETF (XLIP.L) at 5.21%. This indicates that XLBP.L's price experiences larger fluctuations and is considered to be riskier than XLIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLBP.LXLIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

5.21%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

9.62%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.08%

16.74%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

15.86%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

18.28%

-0.09%