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XLBS.L vs. IGDA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLBS.L vs. IGDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Materials S&P US Select Sector UCITS ETF Acc (XLBS.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L). The values are adjusted to include any dividend payments, if applicable.

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XLBS.L vs. IGDA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XLBS.L
Invesco Materials S&P US Select Sector UCITS ETF Acc
10.28%11.15%-0.84%12.27%-3.33%
IGDA.L
Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc
-3.76%18.74%17.94%29.72%-14.30%

Returns By Period

In the year-to-date period, XLBS.L achieves a 10.28% return, which is significantly higher than IGDA.L's -3.76% return.


XLBS.L

1D
-0.37%
1M
-2.91%
YTD
10.28%
6M
12.42%
1Y
22.77%
3Y*
9.41%
5Y*
6.76%
10Y*
10.35%

IGDA.L

1D
-0.59%
1M
-4.79%
YTD
-3.76%
6M
-0.92%
1Y
25.65%
3Y*
16.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLBS.L vs. IGDA.L - Expense Ratio Comparison

XLBS.L has a 0.14% expense ratio, which is lower than IGDA.L's 0.40% expense ratio.


Return for Risk

XLBS.L vs. IGDA.L — Risk / Return Rank

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

XLBS.L
XLBS.L Risk / Return Rank: 5353
Overall Rank
XLBS.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XLBS.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
XLBS.L Omega Ratio Rank: 4646
Omega Ratio Rank
XLBS.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
XLBS.L Martin Ratio Rank: 5252
Martin Ratio Rank

IGDA.L
IGDA.L Risk / Return Rank: 7272
Overall Rank
IGDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IGDA.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
IGDA.L Omega Ratio Rank: 6363
Omega Ratio Rank
IGDA.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IGDA.L Martin Ratio Rank: 8383
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.

XLBS.L vs. IGDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Materials S&P US Select Sector UCITS ETF Acc (XLBS.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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.


XLBS.LIGDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.25

-0.24

Sortino ratio

Return per unit of downside risk

1.46

1.80

-0.34

Omega ratio

Gain probability vs. loss probability

1.19

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.95

2.64

-0.69

Martin ratio

Return relative to average drawdown

6.43

11.59

-5.15

XLBS.L vs. IGDA.L - Sharpe Ratio Comparison

The current XLBS.L Sharpe Ratio is 1.01, which is comparable to the IGDA.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of XLBS.L and IGDA.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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Sharpe Ratios by Period


XLBS.LIGDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.25

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.60

-0.10

Correlation

The correlation between XLBS.L and IGDA.L is 0.60, 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

XLBS.L vs. IGDA.L - Dividend Comparison

Neither XLBS.L nor IGDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLBS.L vs. IGDA.L - Drawdown Comparison

The maximum XLBS.L drawdown since its inception was -35.84%, which is greater than IGDA.L's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for XLBS.L and IGDA.L.


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Drawdown Indicators


XLBS.LIGDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.84%

-24.18%

-11.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-9.71%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-25.27%

Max Drawdown (10Y)

Largest decline over 10 years

-35.84%

Current Drawdown

Current decline from peak

-5.46%

-6.92%

+1.46%

Average Drawdown

Average peak-to-trough decline

-6.83%

-5.37%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.21%

+1.33%

Volatility

XLBS.L vs. IGDA.L - Volatility Comparison

Invesco Materials S&P US Select Sector UCITS ETF Acc (XLBS.L) has a higher volatility of 6.86% compared to Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) at 5.45%. This indicates that XLBS.L's price experiences larger fluctuations and is considered to be riskier than IGDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLBS.LIGDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

5.45%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

10.07%

+2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

17.12%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

18.68%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.46%

18.68%

+0.78%