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XLCP.L vs. PRX.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XLCP.L vs. PRX.AS

Last updated Jun 5, 2026

XLCP.L (Invesco Communications S&P US Select Sector UCITS ETF A) is Communications Equities fund tracking the MSCI World/Comm Services NR USD, while PRX.AS (Prosus N.V.) is a stock. Over the past 5 years, XLCP.L returned 9.26%/yr vs 0.48%/yr for PRX.AS. At a 0.33 correlation, their price movements are largely independent.

Performance

XLCP.L vs. PRX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Communications S&P US Select Sector UCITS ETF A (XLCP.L) and Prosus N.V. (PRX.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XLCP.L achieves a -1.61% return, which is significantly higher than PRX.AS's -24.71% return.

XLCP.L

1D
1.54%
1M
-2.05%
YTD
-1.61%
6M
-2.31%
1Y
7.51%
3Y*
19.65%
5Y*
9.26%
10Y*
—

PRX.AS

1D
-0.29%
1M
-1.34%
YTD
-24.71%
6M
-23.59%
1Y
-12.05%
3Y*
10.46%
5Y*
0.48%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLCP.L vs. PRX.AS - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		-1.61%11.11%40.05%43.94%-32.63%15.05%17.17%-1.17%
PRX.AS
Prosus N.V.		-24.71%45.66%36.00%-10.33%-7.61%-21.57%40.51%-15.02%

Correlation

The correlation between XLCP.L and PRX.AS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

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

0.25

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

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2019

0.33

The correlation between XLCP.L and PRX.AS shifts across timeframes, from 0.13 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

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Invesco Communications S&P US Select Sector UCITS ETF A

Prosus N.V.

Often compared with XLCP.L:
XLCP.L vs. XLCXLCP.L vs. QQQXLCP.L vs. IITU.LXLCP.L vs. XLREXLCP.L vs. VUAG.LXLCP.L vs. RUSG.LXLCP.L vs. SCHG
Often compared with PRX.AS:
PRX.AS vs. VOOPRX.AS vs. VUSA.ASPRX.AS vs. CDI.PAPRX.AS vs. TCEHYPRX.AS vs. ASMLPRX.AS vs. RMS.PAPRX.AS vs. ASML.AS

Return for Risk

XLCP.L vs. PRX.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XLCP.L
XLCP.L Risk / Return Rank: 1919
Overall Rank
XLCP.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XLCP.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
XLCP.L Omega Ratio Rank: 1717
Omega Ratio Rank
XLCP.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
XLCP.L Martin Ratio Rank: 2020
Martin Ratio Rank
PRX.AS
PRX.AS Risk / Return Rank: 2424
Overall Rank
PRX.AS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PRX.AS Sortino Ratio Rank: 2020
Sortino Ratio Rank
PRX.AS Omega Ratio Rank: 2121
Omega Ratio Rank
PRX.AS Calmar Ratio Rank: 2929
Calmar Ratio Rank
PRX.AS Martin Ratio Rank: 2929
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.

XLCP.L vs. PRX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Communications S&P US Select Sector UCITS ETF A (XLCP.L) and Prosus N.V. (PRX.AS). 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.

XLCP.LPRX.ASDifference
Sharpe ratioReturn per unit of total volatility
0.58
-0.39

+0.97

Sortino ratioReturn per unit of downside risk
0.91
-0.37

+1.28

Omega ratioGain probability vs. loss probability

1.10

0.95

+0.15

Calmar ratioReturn relative to maximum drawdown

0.93

-0.30

+1.23

Martin ratioReturn relative to average drawdown

2.27

-0.57

+2.84

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLCP.L vs. PRX.AS - Sharpe Ratio Comparison

The current XLCP.L Sharpe Ratio is 0.58, which is higher than the PRX.AS Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of XLCP.L and PRX.AS, 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

XLCP.LPRX.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

-0.39

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.01

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.06

+0.57

Drawdowns

XLCP.L vs. PRX.AS - Drawdown Comparison

The maximum XLCP.L drawdown since its inception was -38.47%, smaller than the maximum PRX.AS drawdown of -63.69%. Use the drawdown chart below to compare losses from any high point for XLCP.L and PRX.AS.

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Drawdown Indicators

XLCP.LPRX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-38.47%

-63.69%

+25.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-39.17%

+31.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-39.17%

+20.25%

Max Drawdown (5Y)

Largest decline over 5 years

-38.47%

-54.03%

+15.56%

Current Drawdown

Current decline from peak

-5.41%

-36.74%

+31.33%

Average Drawdown

Average peak-to-trough decline

-8.48%

-27.29%

+18.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

21.01%

-17.70%

Volatility

XLCP.L vs. PRX.AS - Volatility Comparison

The current volatility for Invesco Communications S&P US Select Sector UCITS ETF A (XLCP.L) is 4.51%, while Prosus N.V. (PRX.AS) has a volatility of 14.87%. This indicates that XLCP.L experiences smaller price fluctuations and is considered to be less risky than PRX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XLCP.LPRX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

14.87%

-10.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

26.50%

-16.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

31.33%

-18.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

40.24%

-22.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.59%

39.13%

-20.54%

Dividends

XLCP.L vs. PRX.AS - Dividend Comparison

XLCP.L has not paid dividends to shareholders, while PRX.AS's dividend yield for the trailing twelve months is around 0.50%.

PositionTTM202520242023202220212020
PRX.AS
Prosus N.V.		0.50%0.38%0.26%0.26%0.22%0.19%0.12%
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XLCP.L and PRX.AS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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