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

Performance

XLES.L vs. IOGP.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 Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLES.L achieves a 31.08% return, which is significantly higher than IOGP.L's 28.39% return. Over the past 10 years, XLES.L has outperformed IOGP.L with an annualized return of 9.33%, while IOGP.L has yielded a comparatively lower 7.19% annualized return.


XLES.L

1D
-0.33%
1M
-1.17%
YTD
31.08%
6M
29.05%
1Y
45.84%
3Y*
17.04%
5Y*
20.00%
10Y*
9.33%

IOGP.L

1D
-0.14%
1M
-4.08%
YTD
28.39%
6M
23.40%
1Y
38.15%
3Y*
14.47%
5Y*
16.25%
10Y*
7.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XLES.L
Invesco Energy S&P US Select Sector UCITS ETF Acc
31.08%8.75%3.30%0.37%61.87%52.10%-33.17%10.10%-17.97%-1.57%
IOGP.L
iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc)
28.39%6.29%-0.90%2.72%37.88%67.23%-31.61%8.06%-21.55%-3.94%

Correlation

The correlation between XLES.L and IOGP.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.87

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2011

0.87

The correlation between XLES.L and IOGP.L has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

XLES.L vs. IOGP.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: 6262
Overall Rank
XLES.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XLES.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
XLES.L Omega Ratio Rank: 5959
Omega Ratio Rank
XLES.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XLES.L Martin Ratio Rank: 6060
Martin Ratio Rank

IOGP.L
IOGP.L Risk / Return Rank: 4444
Overall Rank
IOGP.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IOGP.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
IOGP.L Omega Ratio Rank: 4242
Omega Ratio Rank
IOGP.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IOGP.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. IOGP.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 Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.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.


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

+0.58

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.35

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

3.36

2.46

+0.90

Martin ratioReturn relative to average drawdown

10.46

6.52

+3.94

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

The current XLES.L Sharpe Ratio is 2.13, which is higher than the IOGP.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of XLES.L and IOGP.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


XLES.LIOGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.55

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.54

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.22

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.07

+0.21

Drawdowns

XLES.L vs. IOGP.L - Drawdown Comparison

The maximum XLES.L drawdown since its inception was -72.10%, smaller than the maximum IOGP.L drawdown of -83.56%. Use the drawdown chart below to compare losses from any high point for XLES.L and IOGP.L.


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Drawdown Indicators


XLES.LIOGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.10%

-83.56%

+11.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-15.44%

+1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-21.36%

-27.14%

+5.78%

Max Drawdown (5Y)

Largest decline over 5 years

-28.55%

-32.41%

+3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-67.55%

-74.37%

+6.82%

Current Drawdown

Current decline from peak

-6.34%

-8.51%

+2.17%

Average Drawdown

Average peak-to-trough decline

-20.42%

-35.24%

+14.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

5.84%

-1.47%

Volatility

XLES.L vs. IOGP.L - Volatility Comparison

Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L) and iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) have volatilities of 8.15% and 8.26%, 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.LIOGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

8.26%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

18.13%

20.52%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

21.51%

24.59%

-3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.88%

30.34%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.92%

32.80%

-3.88%

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

XLES.L has a 0.14% expense ratio, which is lower than IOGP.L's 0.55% expense ratio.


Dividends

XLES.L vs. IOGP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XLES.L and IOGP.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.55% for IOGP.L.

XLES.L is categorized as Energy Equities, while IOGP.L is Oil & Gas. XLES.L tracks S&P® Select Sector Capped 20% Energy Index, while IOGP.L tracks S&P Commodity Producers Oil & Gas Exploration & Production Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.14% for XLES.L and 0.55% for IOGP.L.

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