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

Performance

XLIP.L vs. XLBP.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 Invesco US Materials Sector UCITS ETF (XLBP.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
XLIP.L
Invesco US Industrials Sector UCITS ETF
6.91%11.11%19.28%11.56%6.12%22.08%6.17%24.82%-9.41%9.57%
XLBP.L
Invesco US Materials Sector UCITS ETF
11.67%3.47%0.77%6.09%-1.67%28.80%15.99%19.70%-9.97%12.17%

Returns By Period

In the year-to-date period, XLIP.L achieves a 6.91% return, which is significantly lower than XLBP.L's 11.67% return. Over the past 10 years, XLIP.L has outperformed XLBP.L with an annualized return of 13.45%, while XLBP.L has yielded a comparatively lower 11.15% annualized 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%

XLBP.L

1D
1.32%
1M
-4.26%
YTD
11.67%
6M
14.87%
1Y
16.03%
3Y*
7.06%
5Y*
7.60%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both XLIP.L and XLBP.L have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XLIP.L vs. XLBP.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

XLBP.L
XLBP.L Risk / Return Rank: 4747
Overall Rank
XLBP.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XLBP.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
XLBP.L Omega Ratio Rank: 4242
Omega Ratio Rank
XLBP.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
XLBP.L Martin Ratio Rank: 4949
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. XLBP.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 Invesco US Materials Sector UCITS ETF (XLBP.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.LXLBP.LDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.94

+0.44

Sortino ratio

Return per unit of downside risk

1.92

1.34

+0.58

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.09

Calmar ratio

Return relative to maximum drawdown

2.41

1.47

+0.94

Martin ratio

Return relative to average drawdown

8.40

5.41

+2.98

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

The current XLIP.L Sharpe Ratio is 1.37, which is higher than the XLBP.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XLIP.L and XLBP.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.LXLBP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.94

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.46

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.61

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.57

+0.19

Correlation

The correlation between XLIP.L and XLBP.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XLIP.L vs. XLBP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XLIP.L vs. XLBP.L - Drawdown Comparison

The maximum XLIP.L drawdown since its inception was -34.56%, which is greater than XLBP.L's maximum drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for XLIP.L and XLBP.L.


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Drawdown Indicators


XLIP.LXLBP.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.56%

-28.58%

-5.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-12.34%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.02%

-21.98%

+0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-28.58%

-5.98%

Current Drawdown

Current decline from peak

-6.45%

-4.26%

-2.19%

Average Drawdown

Average peak-to-trough decline

-4.44%

-5.55%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.92%

-0.23%

Volatility

XLIP.L vs. XLBP.L - Volatility Comparison

The current volatility for Invesco US Industrials Sector UCITS ETF (XLIP.L) is 5.21%, while Invesco US Materials Sector UCITS ETF (XLBP.L) has a volatility of 6.84%. This indicates that XLIP.L experiences smaller price fluctuations and is considered to be less risky than XLBP.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.LXLBP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

6.84%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

11.67%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.74%

17.08%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

16.37%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

18.19%

+0.09%