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XLFS.L vs. GLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLFS.L vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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XLFS.L vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLFS.L
Invesco Financials S&P US Select Sector UCITS ETF Acc
-11.07%14.99%30.15%12.12%-11.03%36.17%-3.47%31.51%-14.44%22.86%
GLD
SPDR Gold Shares
8.57%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Returns By Period

In the year-to-date period, XLFS.L achieves a -11.07% return, which is significantly lower than GLD's 8.57% return. Over the past 10 years, XLFS.L has underperformed GLD with an annualized return of 11.97%, while GLD has yielded a comparatively higher 13.92% annualized return.


XLFS.L

1D
0.46%
1M
-4.90%
YTD
-11.07%
6M
-8.26%
1Y
0.31%
3Y*
16.60%
5Y*
8.86%
10Y*
11.97%

GLD

1D
3.79%
1M
-11.05%
YTD
8.57%
6M
21.05%
1Y
49.33%
3Y*
32.92%
5Y*
21.58%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLFS.L vs. GLD - Expense Ratio Comparison

XLFS.L has a 0.14% expense ratio, which is lower than GLD's 0.40% expense ratio.


Return for Risk

XLFS.L vs. GLD — Risk / Return Rank

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

XLFS.L
XLFS.L Risk / Return Rank: 1212
Overall Rank
XLFS.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XLFS.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
XLFS.L Omega Ratio Rank: 1212
Omega Ratio Rank
XLFS.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
XLFS.L Martin Ratio Rank: 1111
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 8787
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLD Omega Ratio Rank: 8686
Omega Ratio Rank
GLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLD Martin Ratio Rank: 8787
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.

XLFS.L vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) and SPDR Gold Shares (GLD). 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.


XLFS.LGLDDifference

Sharpe ratio

Return per unit of total volatility

0.02

1.79

-1.77

Sortino ratio

Return per unit of downside risk

0.15

2.21

-2.06

Omega ratio

Gain probability vs. loss probability

1.02

1.33

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.05

2.68

-2.73

Martin ratio

Return relative to average drawdown

-0.16

9.90

-10.06

XLFS.L vs. GLD - Sharpe Ratio Comparison

The current XLFS.L Sharpe Ratio is 0.02, which is lower than the GLD Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of XLFS.L and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XLFS.LGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

1.79

-1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

1.22

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.88

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.62

-0.09

Correlation

The correlation between XLFS.L and GLD is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

XLFS.L vs. GLD - Dividend Comparison

Neither XLFS.L nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLFS.L vs. GLD - Drawdown Comparison

The maximum XLFS.L drawdown since its inception was -42.76%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for XLFS.L and GLD.


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Drawdown Indicators


XLFS.LGLDDifference

Max Drawdown

Largest peak-to-trough decline

-42.76%

-45.56%

+2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

-19.21%

+5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

-21.03%

-5.03%

Max Drawdown (10Y)

Largest decline over 10 years

-42.76%

-22.00%

-20.76%

Current Drawdown

Current decline from peak

-12.89%

-13.23%

+0.34%

Average Drawdown

Average peak-to-trough decline

-7.52%

-16.17%

+8.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.87%

5.20%

-0.33%

Volatility

XLFS.L vs. GLD - Volatility Comparison

The current volatility for Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) is 4.80%, while SPDR Gold Shares (GLD) has a volatility of 11.06%. This indicates that XLFS.L experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLFS.LGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

11.06%

-6.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

24.30%

-13.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

27.80%

-9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

17.74%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

15.87%

+5.05%