XLFQ.L vs. SWPPX
Compare and contrast key facts about Invesco US Financials Sector UCITS ETF (XLFQ.L) and Schwab S&P 500 Index Fund (SWPPX).
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. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLFQ.L or SWPPX.
Key characteristics
| XLFQ.L | SWPPX | |
|---|---|---|
| YTD Return | 29.91% | 27.13% |
| 1Y Return | 40.83% | 39.87% |
| 3Y Return (Ann) | 10.60% | 10.27% |
| 5Y Return (Ann) | 12.20% | 15.99% |
| 10Y Return (Ann) | 13.58% | 13.41% |
| Sharpe Ratio | 2.94 | 3.11 |
| Sortino Ratio | 4.49 | 4.13 |
| Omega Ratio | 1.57 | 1.58 |
| Calmar Ratio | 4.63 | 4.58 |
| Martin Ratio | 21.57 | 20.69 |
| Ulcer Index | 1.87% | 1.87% |
| Daily Std Dev | 13.65% | 12.45% |
| Max Drawdown | -35.39% | -55.06% |
| Current Drawdown | -0.09% | 0.00% |
Correlation
The correlation between XLFQ.L and SWPPX is 0.47, 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. SWPPX - Performance Comparison
In the year-to-date period, XLFQ.L achieves a 29.91% return, which is significantly higher than SWPPX's 27.13% return. Both investments have delivered pretty close results over the past 10 years, with XLFQ.L having a 13.58% annualized return and SWPPX not far behind at 13.41%. 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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XLFQ.L vs. SWPPX - Expense Ratio Comparison
XLFQ.L has a 0.14% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XLFQ.L vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US Financials Sector UCITS ETF (XLFQ.L) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
XLFQ.L has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.13%.
| 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% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
XLFQ.L vs. SWPPX - Drawdown Comparison
The maximum XLFQ.L drawdown since its inception was -35.39%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for XLFQ.L and SWPPX. For additional features, visit the drawdowns tool.
Volatility
XLFQ.L vs. SWPPX - Volatility Comparison
Invesco US Financials Sector UCITS ETF (XLFQ.L) has a higher volatility of 6.03% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.91%. This indicates that XLFQ.L's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.