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XLIP.L vs. BRIP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLIP.L vs. BRIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Industrials Sector UCITS ETF (XLIP.L) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L). The values are adjusted to include any dividend payments, if applicable.

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XLIP.L vs. BRIP.L - Yearly Performance Comparison


Different Trading Currencies

XLIP.L is traded in GBp, while BRIP.L is traded in GBP. To make them comparable, the BRIP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XLIP.L achieves a 6.91% return, which is significantly higher than BRIP.L's 5.03% return.


XLIP.L

1D
2.63%
1M
-6.45%
YTD
6.91%
6M
8.90%
1Y
23.05%
3Y*
16.36%
5Y*
13.12%
10Y*
13.45%

BRIP.L

1D
1.60%
1M
-7.18%
YTD
5.03%
6M
6.78%
1Y
22.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLIP.L vs. BRIP.L - Expense Ratio Comparison

XLIP.L has a 0.14% expense ratio, which is lower than BRIP.L's 0.47% expense ratio.


Return for Risk

XLIP.L vs. BRIP.L — Risk / Return Rank

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

XLIP.L
XLIP.L Risk / Return Rank: 7373
Overall Rank
XLIP.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XLIP.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
XLIP.L Omega Ratio Rank: 6868
Omega Ratio Rank
XLIP.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XLIP.L Martin Ratio Rank: 7373
Martin Ratio Rank

BRIP.L
BRIP.L Risk / Return Rank: 7474
Overall Rank
BRIP.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BRIP.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
BRIP.L Omega Ratio Rank: 7575
Omega Ratio Rank
BRIP.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
BRIP.L Martin Ratio Rank: 6666
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.

XLIP.L vs. BRIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Industrials Sector UCITS ETF (XLIP.L) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.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.


XLIP.LBRIP.LDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.48

-0.11

Sortino ratio

Return per unit of downside risk

1.92

1.94

-0.01

Omega ratio

Gain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratio

Return relative to maximum drawdown

2.41

2.09

+0.32

Martin ratio

Return relative to average drawdown

8.40

6.85

+1.54

XLIP.L vs. BRIP.L - Sharpe Ratio Comparison

The current XLIP.L Sharpe Ratio is 1.37, which is comparable to the BRIP.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of XLIP.L and BRIP.L, 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


XLIP.LBRIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.48

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.44

-0.69

Correlation

The correlation between XLIP.L and BRIP.L is 0.36, 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.


Dividends

XLIP.L vs. BRIP.L - Dividend Comparison

Neither XLIP.L nor BRIP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLIP.L vs. BRIP.L - Drawdown Comparison

The maximum XLIP.L drawdown since its inception was -34.56%, which is greater than BRIP.L's maximum drawdown of -10.38%. Use the drawdown chart below to compare losses from any high point for XLIP.L and BRIP.L.


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Drawdown Indicators


XLIP.LBRIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.56%

-10.38%

-24.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-10.38%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.02%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

Current Drawdown

Current decline from peak

-6.45%

-7.18%

+0.73%

Average Drawdown

Average peak-to-trough decline

-4.44%

-2.32%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

3.16%

-0.47%

Volatility

XLIP.L vs. BRIP.L - Volatility Comparison

The current volatility for Invesco US Industrials Sector UCITS ETF (XLIP.L) is 5.21%, while Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) has a volatility of 7.48%. This indicates that XLIP.L experiences smaller price fluctuations and is considered to be less risky than BRIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLIP.LBRIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

7.48%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

11.08%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.74%

15.53%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

14.67%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

14.67%

+3.61%