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XLEP.L vs. XLES.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLEP.L vs. XLES.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Energy Sector UCITS ETF (XLEP.L) and Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XLEP.L is traded in GBp, while XLES.L is traded in USD. To make them comparable, the XLES.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XLEP.L having a 31.69% return and XLES.L slightly higher at 32.00%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: XLEP.L at 10.50% and XLES.L at 10.50%.


XLEP.L

1D
2.49%
1M
1.47%
YTD
31.69%
6M
29.43%
1Y
44.82%
3Y*
14.32%
5Y*
21.35%
10Y*
10.50%

XLES.L

1D
2.58%
1M
1.22%
YTD
32.00%
6M
29.70%
1Y
44.97%
3Y*
14.29%
5Y*
21.37%
10Y*
10.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLEP.L vs. XLES.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLEP.L
Invesco US Energy Sector UCITS ETF
31.69%1.41%4.85%-5.07%81.43%53.83%-35.01%5.84%-13.66%-9.87%
XLES.L
Invesco Energy S&P US Select Sector UCITS ETF Acc
32.00%1.00%5.10%-4.65%81.11%53.54%-35.86%7.12%-13.56%-9.61%

Correlation

The correlation between XLEP.L and XLES.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2014

0.97

The correlation between XLEP.L and XLES.L has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

XLEP.L vs. XLES.L - Sectors Allocation Comparison


Sectors
XLEP.L
XLES.L

Energy

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Energy

XLEP.L
100.0%
XLES.L
100.0%

Basic Materials

XLEP.L

-

XLES.L

-

Communication Services

XLEP.L

-

XLES.L

-

Consumer Cyclical

XLEP.L

-

XLES.L

-

Consumer Defensive

XLEP.L

-

XLES.L

-

Financial Services

XLEP.L

-

XLES.L

-

Healthcare

XLEP.L

-

XLES.L

-

Industrials

XLEP.L

-

XLES.L

-

Real Estate

XLEP.L

-

XLES.L

-

Technology

XLEP.L

-

XLES.L

-

Utilities

XLEP.L

-

XLES.L

-

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Return for Risk

XLEP.L vs. XLES.L — Risk / Return Rank

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

XLEP.L
XLEP.L Risk / Return Rank: 5353
Overall Rank
XLEP.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XLEP.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
XLEP.L Omega Ratio Rank: 5353
Omega Ratio Rank
XLEP.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
XLEP.L Martin Ratio Rank: 5252
Martin Ratio Rank

XLES.L
XLES.L Risk / Return Rank: 5959
Overall Rank
XLES.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XLES.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
XLES.L Omega Ratio Rank: 5656
Omega Ratio Rank
XLES.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
XLES.L Martin Ratio Rank: 5858
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.

XLEP.L vs. XLES.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Energy Sector UCITS ETF (XLEP.L) and Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.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.


XLEP.LXLES.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.33

1.34

0.00

Calmar ratioReturn relative to maximum drawdown

2.76

2.85

-0.09

Martin ratioReturn relative to average drawdown

8.81

8.91

-0.10

XLEP.L vs. XLES.L - Sharpe Ratio Comparison

The current XLEP.L Sharpe Ratio is 1.90, which is comparable to the XLES.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of XLEP.L and XLES.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


XLEP.LXLES.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.97

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.81

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.37

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.34

-0.10

Drawdowns

XLEP.L vs. XLES.L - Drawdown Comparison

The maximum XLEP.L drawdown since its inception was -63.35%, roughly equal to the maximum XLES.L drawdown of -63.08%. Use the drawdown chart below to compare losses from any high point for XLEP.L and XLES.L.


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Drawdown Indicators


XLEP.LXLES.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.35%

-63.08%

-0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-16.17%

-15.71%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-24.06%

-24.42%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.16%

-24.42%

+0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-63.35%

-63.08%

-0.27%

Current Drawdown

Current decline from peak

-7.88%

-7.71%

-0.17%

Average Drawdown

Average peak-to-trough decline

-16.97%

-15.44%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.07%

5.03%

+0.04%

Volatility

XLEP.L vs. XLES.L - Volatility Comparison

Invesco US Energy Sector UCITS ETF (XLEP.L) and Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L) have volatilities of 9.02% and 8.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLEP.LXLES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

8.75%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

19.87%

19.06%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

23.54%

22.87%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.28%

26.71%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.15%

28.56%

-0.41%

XLEP.L vs. XLES.L - Expense Ratio Comparison

Both XLEP.L and XLES.L have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XLEP.L vs. XLES.L - Dividend Comparison

Neither XLEP.L nor XLES.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, XLEP.L and XLES.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.14% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XLEP.L and XLES.L have the same expense ratio: 0.14% per year.

XLEP.L tracks MSCI World/Energy NR USD, while XLES.L tracks S&P® Select Sector Capped 20% Energy Index.

Portfolio Optimizer

Find the right allocation for XLEP.L and XLES.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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