XLFS.L vs. IGLN.L
XLFS.L (Invesco Financials S&P US Select Sector UCITS ETF Acc) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - XLFS.L is a Financials Equities fund tracking the S&P® Select Sector Capped 20% Financials Index, while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, XLFS.L returned 12.18%/yr vs 13.42%/yr for IGLN.L. At a correlation of -0.04, they often move in opposite directions. XLFS.L charges 0.14%/yr vs 0.25%/yr for IGLN.L.
Performance
XLFS.L vs. IGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, XLFS.L achieves a -4.92% return, which is significantly lower than IGLN.L's 3.70% return. Over the past 10 years, XLFS.L has underperformed IGLN.L with an annualized return of 12.18%, while IGLN.L has yielded a comparatively higher 13.42% annualized return.
XLFS.L
- 1D
- 3.23%
- 1M
- 1.32%
- YTD
- -4.92%
- 6M
- -2.00%
- 1Y
- 3.65%
- 3Y*
- 18.50%
- 5Y*
- 7.94%
- 10Y*
- 12.18%
IGLN.L
- 1D
- 0.68%
- 1M
- -2.35%
- YTD
- 3.70%
- 6M
- 6.03%
- 1Y
- 32.37%
- 3Y*
- 31.55%
- 5Y*
- 18.61%
- 10Y*
- 13.42%
XLFS.L vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLFS.L Invesco Financials S&P US Select Sector UCITS ETF Acc | -4.92% | 14.99% | 30.15% | 12.12% | -11.03% | 36.17% | -3.47% | 31.51% | -14.44% | 22.86% |
IGLN.L iShares Physical Gold ETC | 3.70% | 64.92% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.28% | -1.31% | 11.67% |
Correlation
The correlation between XLFS.L and IGLN.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2011 | -0.04 |
The correlation between XLFS.L and IGLN.L shifts across timeframes, from -0.07 (10 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XLFS.L vs. IGLN.L — Risk / Return Rank
XLFS.L
IGLN.L
XLFS.L vs. IGLN.L - 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 iShares Physical Gold ETC (IGLN.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.
| XLFS.L | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.25 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 1.86 | -1.60 |
| Martin ratioReturn relative to average drawdown | 0.65 | 4.79 | -4.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLFS.L | IGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 1.30 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 1.07 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.86 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.46 | +0.09 |
Drawdowns
XLFS.L vs. IGLN.L - Drawdown Comparison
The maximum XLFS.L drawdown since its inception was -42.76%, smaller than the maximum IGLN.L drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for XLFS.L and IGLN.L.
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Drawdown Indicators
| XLFS.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.76% | -45.24% | +2.48% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -17.36% | +3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -17.36% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -26.06% | -21.15% | -4.91% |
Max Drawdown (10Y)Largest decline over 10 years | -42.76% | -21.15% | -21.61% |
Current DrawdownCurrent decline from peak | -6.86% | -15.66% | +8.80% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -19.80% | +12.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 6.74% | -1.17% |
Volatility
XLFS.L vs. IGLN.L - Volatility Comparison
The current volatility for Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) is 4.54%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 6.36%. This indicates that XLFS.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLFS.L | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 6.36% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 21.73% | -10.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.53% | 24.78% | -10.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.00% | 17.36% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 15.54% | +5.40% |
XLFS.L vs. IGLN.L - Expense Ratio Comparison
XLFS.L has a 0.14% expense ratio, which is lower than IGLN.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XLFS.L vs. IGLN.L - Dividend Comparison
Neither XLFS.L nor IGLN.L has paid dividends to shareholders.
Frequently Asked Questions
XLFS.L and IGLN.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLFS.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLFS.L is cheaper with a 0.14% expense ratio, compared with 0.25% for IGLN.L.
XLFS.L is categorized as Financials Equities, while IGLN.L is Gold. XLFS.L tracks S&P® Select Sector Capped 20% Financials Index, while IGLN.L tracks LBMA Gold Price. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.14% for XLFS.L and 0.25% for IGLN.L.
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