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XLCP.L vs. XLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XLCP.LXLC
YTD Return16.19%12.87%
1Y Return38.20%38.37%
3Y Return (Ann)6.49%3.16%
5Y Return (Ann)11.10%11.73%
Sharpe Ratio2.462.40
Daily Std Dev15.67%16.55%
Max Drawdown-38.47%-46.66%
Current Drawdown-1.94%-2.52%

Correlation

-0.50.00.51.00.6

The correlation between XLCP.L and XLC is 0.64, 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

XLCP.L vs. XLC - Performance Comparison

In the year-to-date period, XLCP.L achieves a 16.19% return, which is significantly higher than XLC's 12.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%50.00%60.00%70.00%80.00%December2024FebruaryMarchAprilMay
68.88%
79.86%
XLCP.L
XLC

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco Communications S&P US Select Sector UCITS ETF A

Communication Services Select Sector SPDR Fund

XLCP.L vs. XLC - Expense Ratio Comparison

XLCP.L has a 0.14% expense ratio, which is higher than XLC's 0.13% 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%.


XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A
Expense ratio chart for XLCP.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for XLC: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

XLCP.L vs. XLC - Risk-Adjusted Performance 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 Communication Services Select Sector SPDR Fund (XLC). 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.L
Sharpe ratio
The chart of Sharpe ratio for XLCP.L, currently valued at 2.26, compared to the broader market0.002.004.002.26
Sortino ratio
The chart of Sortino ratio for XLCP.L, currently valued at 3.14, compared to the broader market-2.000.002.004.006.008.0010.003.14
Omega ratio
The chart of Omega ratio for XLCP.L, currently valued at 1.41, compared to the broader market0.501.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for XLCP.L, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.0014.001.20
Martin ratio
The chart of Martin ratio for XLCP.L, currently valued at 14.38, compared to the broader market0.0020.0040.0060.0080.0014.38
XLC
Sharpe ratio
The chart of Sharpe ratio for XLC, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for XLC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.008.0010.002.81
Omega ratio
The chart of Omega ratio for XLC, currently valued at 1.36, compared to the broader market0.501.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for XLC, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.0014.001.20
Martin ratio
The chart of Martin ratio for XLC, currently valued at 14.81, compared to the broader market0.0020.0040.0060.0080.0014.81

XLCP.L vs. XLC - Sharpe Ratio Comparison

The current XLCP.L Sharpe Ratio is 2.46, which roughly equals the XLC Sharpe Ratio of 2.40. The chart below compares the 12-month rolling Sharpe Ratio of XLCP.L and XLC.


Rolling 12-month Sharpe Ratio2.002.503.003.50December2024FebruaryMarchAprilMay
2.26
2.06
XLCP.L
XLC

Dividends

XLCP.L vs. XLC - Dividend Comparison

XLCP.L has not paid dividends to shareholders, while XLC's dividend yield for the trailing twelve months is around 0.81%.


TTM202320222021202020192018
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%
XLC
Communication Services Select Sector SPDR Fund
0.81%0.82%1.10%0.74%0.68%0.82%0.64%

Drawdowns

XLCP.L vs. XLC - Drawdown Comparison

The maximum XLCP.L drawdown since its inception was -38.47%, smaller than the maximum XLC drawdown of -46.66%. Use the drawdown chart below to compare losses from any high point for XLCP.L and XLC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-3.86%
-2.52%
XLCP.L
XLC

Volatility

XLCP.L vs. XLC - Volatility Comparison

Invesco Communications S&P US Select Sector UCITS ETF A (XLCP.L) has a higher volatility of 6.70% compared to Communication Services Select Sector SPDR Fund (XLC) at 6.32%. This indicates that XLCP.L's price experiences larger fluctuations and is considered to be riskier than XLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
6.70%
6.32%
XLCP.L
XLC