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XLCS.L vs. EQQU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLCS.L vs. EQQU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Communications S&P US Select Sector UCITS ETF Acc (XLCS.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L). The values are adjusted to include any dividend payments, if applicable.

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XLCS.L vs. EQQU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XLCS.L
Invesco Communications S&P US Select Sector UCITS ETF Acc
-2.77%19.13%37.69%51.30%-39.23%13.38%21.46%25.69%-5.25%
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
-5.22%19.75%26.54%56.27%-33.46%27.95%47.76%37.17%-11.48%

Returns By Period

In the year-to-date period, XLCS.L achieves a -2.77% return, which is significantly higher than EQQU.L's -5.22% return.


XLCS.L

1D
1.77%
1M
-4.12%
YTD
-2.77%
6M
-3.33%
1Y
15.99%
3Y*
26.59%
5Y*
8.90%
10Y*

EQQU.L

1D
3.36%
1M
-3.08%
YTD
-5.22%
6M
-2.32%
1Y
24.83%
3Y*
23.07%
5Y*
13.04%
10Y*
18.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLCS.L vs. EQQU.L - Expense Ratio Comparison

XLCS.L has a 0.14% expense ratio, which is lower than EQQU.L's 0.30% expense ratio.


Return for Risk

XLCS.L vs. EQQU.L — Risk / Return Rank

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

XLCS.L
XLCS.L Risk / Return Rank: 4949
Overall Rank
XLCS.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XLCS.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
XLCS.L Omega Ratio Rank: 4646
Omega Ratio Rank
XLCS.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
XLCS.L Martin Ratio Rank: 3939
Martin Ratio Rank

EQQU.L
EQQU.L Risk / Return Rank: 7171
Overall Rank
EQQU.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EQQU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
EQQU.L Omega Ratio Rank: 6565
Omega Ratio Rank
EQQU.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
EQQU.L Martin Ratio Rank: 7171
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.

XLCS.L vs. EQQU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Communications S&P US Select Sector UCITS ETF Acc (XLCS.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.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.


XLCS.LEQQU.LDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.26

-0.29

Sortino ratio

Return per unit of downside risk

1.49

1.86

-0.37

Omega ratio

Gain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.67

2.15

-0.49

Martin ratio

Return relative to average drawdown

4.13

7.71

-3.58

XLCS.L vs. EQQU.L - Sharpe Ratio Comparison

The current XLCS.L Sharpe Ratio is 0.97, which is comparable to the EQQU.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of XLCS.L and EQQU.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


XLCS.LEQQU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.26

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.63

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.84

-0.15

Correlation

The correlation between XLCS.L and EQQU.L is 0.71, 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

XLCS.L vs. EQQU.L - Dividend Comparison

XLCS.L has not paid dividends to shareholders, while EQQU.L's dividend yield for the trailing twelve months is around 0.29%.


TTM202520242023202220212020
XLCS.L
Invesco Communications S&P US Select Sector UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.29%0.29%0.38%0.39%0.56%0.26%0.11%

Drawdowns

XLCS.L vs. EQQU.L - Drawdown Comparison

The maximum XLCS.L drawdown since its inception was -47.62%, which is greater than EQQU.L's maximum drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for XLCS.L and EQQU.L.


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Drawdown Indicators


XLCS.LEQQU.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.62%

-35.17%

-12.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-11.90%

+1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-47.62%

-35.17%

-12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-35.17%

Current Drawdown

Current decline from peak

-6.58%

-7.61%

+1.03%

Average Drawdown

Average peak-to-trough decline

-10.65%

-6.18%

-4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

3.07%

+0.72%

Volatility

XLCS.L vs. EQQU.L - Volatility Comparison

The current volatility for Invesco Communications S&P US Select Sector UCITS ETF Acc (XLCS.L) is 4.59%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L) has a volatility of 6.14%. This indicates that XLCS.L experiences smaller price fluctuations and is considered to be less risky than EQQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLCS.LEQQU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

6.14%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

11.97%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.48%

19.68%

-3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

20.76%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

19.91%

+0.82%