XLFQ.L vs. V
Compare and contrast key facts about Invesco US Financials Sector UCITS ETF (XLFQ.L) and Visa Inc. (V).
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 V.
Key characteristics
| XLFQ.L | V | |
|---|---|---|
| YTD Return | 29.91% | 18.93% |
| 1Y Return | 40.83% | 28.14% |
| 3Y Return (Ann) | 10.60% | 13.90% |
| 5Y Return (Ann) | 12.20% | 12.27% |
| 10Y Return (Ann) | 13.58% | 18.16% |
| Sharpe Ratio | 2.94 | 1.63 |
| Sortino Ratio | 4.49 | 2.18 |
| Omega Ratio | 1.57 | 1.31 |
| Calmar Ratio | 4.63 | 2.16 |
| Martin Ratio | 21.57 | 5.50 |
| Ulcer Index | 1.87% | 4.90% |
| Daily Std Dev | 13.65% | 16.53% |
| Max Drawdown | -35.39% | -51.90% |
| Current Drawdown | -0.09% | 0.00% |
Correlation
The correlation between XLFQ.L and V is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XLFQ.L vs. V - Performance Comparison
In the year-to-date period, XLFQ.L achieves a 29.91% return, which is significantly higher than V's 18.93% return. Over the past 10 years, XLFQ.L has underperformed V with an annualized return of 13.58%, while V has yielded a comparatively higher 18.16% 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. V - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US Financials Sector UCITS ETF (XLFQ.L) and Visa Inc. (V). 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. V - Dividend Comparison
XLFQ.L has not paid dividends to shareholders, while V's dividend yield for the trailing twelve months is around 0.51%.
| 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% |
V Visa Inc. | 0.51% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
Drawdowns
XLFQ.L vs. V - Drawdown Comparison
The maximum XLFQ.L drawdown since its inception was -35.39%, smaller than the maximum V drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for XLFQ.L and V. For additional features, visit the drawdowns tool.
Volatility
XLFQ.L vs. V - Volatility Comparison
The current volatility for Invesco US Financials Sector UCITS ETF (XLFQ.L) is 6.03%, while Visa Inc. (V) has a volatility of 6.59%. This indicates that XLFQ.L experiences smaller price fluctuations and is considered to be less risky than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.