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

Performance

XLCS.L vs. QTOP - 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 iShares Nasdaq Top 30 Stocks ETF (QTOP). The values are adjusted to include any dividend payments, if applicable.

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XLCS.L vs. QTOP - Yearly Performance Comparison


2026 (YTD)20252024
XLCS.L
Invesco Communications S&P US Select Sector UCITS ETF Acc
-4.47%19.13%8.26%
QTOP
iShares Nasdaq Top 30 Stocks ETF
-6.23%22.19%5.80%

Returns By Period

In the year-to-date period, XLCS.L achieves a -4.47% return, which is significantly higher than QTOP's -6.23% return.


XLCS.L

1D
0.85%
1M
-5.59%
YTD
-4.47%
6M
-5.96%
1Y
15.78%
3Y*
25.85%
5Y*
8.51%
10Y*

QTOP

1D
3.75%
1M
-4.25%
YTD
-6.23%
6M
-3.51%
1Y
26.70%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLCS.L vs. QTOP - Expense Ratio Comparison

XLCS.L has a 0.14% expense ratio, which is lower than QTOP's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XLCS.L vs. QTOP — 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: 5252
Sharpe Ratio Rank
XLCS.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
XLCS.L Omega Ratio Rank: 4848
Omega Ratio Rank
XLCS.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
XLCS.L Martin Ratio Rank: 3838
Martin Ratio Rank

QTOP
QTOP Risk / Return Rank: 7373
Overall Rank
QTOP Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QTOP Sortino Ratio Rank: 7272
Sortino Ratio Rank
QTOP Omega Ratio Rank: 7070
Omega Ratio Rank
QTOP Calmar Ratio Rank: 8080
Calmar Ratio Rank
QTOP 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.

XLCS.L vs. QTOP - 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 iShares Nasdaq Top 30 Stocks ETF (QTOP). 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.LQTOPDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.14

-0.18

Sortino ratio

Return per unit of downside risk

1.47

1.74

-0.27

Omega ratio

Gain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.38

2.07

-0.69

Martin ratio

Return relative to average drawdown

3.57

7.14

-3.57

XLCS.L vs. QTOP - Sharpe Ratio Comparison

The current XLCS.L Sharpe Ratio is 0.96, which is comparable to the QTOP Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of XLCS.L and QTOP, 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.LQTOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.14

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.63

+0.05

Correlation

The correlation between XLCS.L and QTOP is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XLCS.L vs. QTOP - Dividend Comparison

XLCS.L has not paid dividends to shareholders, while QTOP's dividend yield for the trailing twelve months is around 0.42%.


Drawdowns

XLCS.L vs. QTOP - Drawdown Comparison

The maximum XLCS.L drawdown since its inception was -47.62%, which is greater than QTOP's maximum drawdown of -23.28%. Use the drawdown chart below to compare losses from any high point for XLCS.L and QTOP.


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Drawdown Indicators


XLCS.LQTOPDifference

Max Drawdown

Largest peak-to-trough decline

-47.62%

-23.28%

-24.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-12.88%

+2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-47.62%

Current Drawdown

Current decline from peak

-8.21%

-9.61%

+1.40%

Average Drawdown

Average peak-to-trough decline

-10.65%

-4.11%

-6.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

3.74%

+0.17%

Volatility

XLCS.L vs. QTOP - Volatility Comparison

The current volatility for Invesco Communications S&P US Select Sector UCITS ETF Acc (XLCS.L) is 4.13%, while iShares Nasdaq Top 30 Stocks ETF (QTOP) has a volatility of 7.13%. This indicates that XLCS.L experiences smaller price fluctuations and is considered to be less risky than QTOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLCS.LQTOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

7.13%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

13.85%

-4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

23.49%

-7.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

23.12%

-3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

23.12%

-2.39%