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

Performance

XLES.L vs. IESU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with XLES.L having a 29.36% return and IESU.L slightly lower at 28.54%. Both investments have delivered pretty close results over the past 10 years, with XLES.L having a 8.93% annualized return and IESU.L not far behind at 8.78%.


XLES.L

1D
0.68%
1M
5.27%
6M
22.03%
YTD
29.36%
1Y
36.90%
3Y*
14.35%
5Y*
22.08%
10Y*
8.93%

IESU.L

1D
0.85%
1M
6.06%
6M
21.20%
YTD
28.54%
1Y
36.33%
3Y*
14.63%
5Y*
22.27%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XLES.L
Invesco Energy S&P US Select Sector UCITS ETF Acc
29.36%8.75%3.30%0.37%61.87%52.10%-32.72%9.36%-17.97%-1.57%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.54%9.98%3.69%-1.00%63.91%52.43%-33.64%9.60%-18.29%-1.45%

Correlation

The correlation between XLES.L and IESU.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

0.95

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.96

The correlation between XLES.L and IESU.L has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

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

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

XLES.L
XLES.L Risk / Return Rank: 5858
Overall Rank
XLES.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XLES.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
XLES.L Omega Ratio Rank: 5959
Omega Ratio Rank
XLES.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
XLES.L Martin Ratio Rank: 4848
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XLES.LIESU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratioReturn relative to maximum drawdown

2.41

2.21

+0.20

Martin ratioReturn relative to average drawdown

6.24

5.65

+0.59

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

The current XLES.L Sharpe Ratio is 1.64, which is comparable to the IESU.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of XLES.L and IESU.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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Drawdowns

XLES.L vs. IESU.L - Drawdown Comparison

The maximum XLES.L drawdown since its inception was -72.10%, roughly equal to the maximum IESU.L drawdown of -72.57%. Use the drawdown chart below to compare losses from any high point for XLES.L and IESU.L.


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Drawdown Indicators


XLES.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.10%

-72.57%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-15.25%

-16.37%

+1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-21.36%

-22.55%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-28.55%

-27.74%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-67.55%

-66.85%

-0.70%

Current Drawdown

Current decline from peak

-7.57%

-8.87%

+1.30%

Average Drawdown

Average peak-to-trough decline

-18.44%

-24.88%

+6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

6.42%

-0.52%

Volatility

XLES.L vs. IESU.L - Volatility Comparison

Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) have volatilities of 6.74% and 6.97%, 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


XLES.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

6.97%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

19.22%

21.03%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

23.89%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.82%

29.47%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.87%

29.81%

-0.94%

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

XLES.L has a 0.14% expense ratio, which is lower than IESU.L's 0.15% 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%.


Dividends

XLES.L vs. IESU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, XLES.L and IESU.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.

On fees, XLES.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLES.L is cheaper with a 0.14% expense ratio, compared with 0.15% for IESU.L.

XLES.L tracks S&P® Select Sector Capped 20% Energy Index, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.14% for XLES.L and 0.15% for IESU.L.

Portfolio Optimizer

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