XLFQ.L vs. MS
Compare and contrast key facts about Invesco US Financials Sector UCITS ETF (XLFQ.L) and Morgan Stanley (MS).
XLFQ.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 16, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLFQ.L or MS.
Key characteristics
| XLFQ.L | MS | |
|---|---|---|
| YTD Return | 28.47% | 42.75% |
| 1Y Return | 39.78% | 75.22% |
| 3Y Return (Ann) | 9.87% | 12.71% |
| 5Y Return (Ann) | 11.96% | 25.23% |
| 10Y Return (Ann) | 13.47% | 16.76% |
| Sharpe Ratio | 2.87 | 2.86 |
| Sortino Ratio | 4.39 | 3.78 |
| Omega Ratio | 1.56 | 1.53 |
| Calmar Ratio | 4.36 | 2.81 |
| Martin Ratio | 21.03 | 16.28 |
| Ulcer Index | 1.87% | 4.69% |
| Daily Std Dev | 13.61% | 26.70% |
| Max Drawdown | -35.39% | -88.12% |
| Current Drawdown | -1.21% | -2.32% |
Correlation
The correlation between XLFQ.L and MS is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XLFQ.L vs. MS - Performance Comparison
In the year-to-date period, XLFQ.L achieves a 28.47% return, which is significantly lower than MS's 42.75% return. Over the past 10 years, XLFQ.L has underperformed MS with an annualized return of 13.47%, while MS has yielded a comparatively higher 16.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XLFQ.L vs. MS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US Financials Sector UCITS ETF (XLFQ.L) and Morgan Stanley (MS). 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.
Dividends
XLFQ.L vs. MS - Dividend Comparison
XLFQ.L has not paid dividends to shareholders, while MS's dividend yield for the trailing twelve months is around 2.76%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLFQ.L Invesco US Financials Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MS Morgan Stanley | 2.76% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
Drawdowns
XLFQ.L vs. MS - Drawdown Comparison
The maximum XLFQ.L drawdown since its inception was -35.39%, smaller than the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for XLFQ.L and MS. For additional features, visit the drawdowns tool.
Volatility
XLFQ.L vs. MS - Volatility Comparison
The current volatility for Invesco US Financials Sector UCITS ETF (XLFQ.L) is 6.04%, while Morgan Stanley (MS) has a volatility of 13.73%. This indicates that XLFQ.L experiences smaller price fluctuations and is considered to be less risky than MS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.