XLIS.L vs. XLKQ.L
Compare and contrast key facts about Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.L) and Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L).
XLIS.L and XLKQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLIS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Industrials Index. It was launched on Dec 16, 2009. XLKQ.L is a passively managed fund by Invesco that tracks the performance of the S&P Select Sector Capped 20% Technology Index. It was launched on Dec 16, 2009. Both XLIS.L and XLKQ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XLIS.L vs. XLKQ.L - Performance Comparison
Loading graphics...
XLIS.L vs. XLKQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLIS.L Invesco Industrials S&P US Select Sector UCITS ETF Acc | 5.36% | 19.35% | 17.30% | 17.93% | -5.18% | 20.54% | 9.91% | 28.73% | -14.24% | 20.32% |
XLKQ.L Invesco Technology S&P US Select Sector UCITS ETF GBP Acc | -8.74% | 24.49% | 41.63% | 59.85% | -29.07% | 35.05% | 42.15% | 50.99% | -4.30% | 34.14% |
Different Trading Currencies
XLIS.L is traded in USD, while XLKQ.L is traded in GBp. To make them comparable, the XLKQ.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XLIS.L achieves a 5.36% return, which is significantly higher than XLKQ.L's -8.70% return. Over the past 10 years, XLIS.L has underperformed XLKQ.L with an annualized return of 12.70%, while XLKQ.L has yielded a comparatively higher 22.40% annualized return.
XLIS.L
- 1D
- -0.60%
- 1M
- -5.82%
- YTD
- 5.36%
- 6M
- 7.44%
- 1Y
- 25.27%
- 3Y*
- 19.09%
- 5Y*
- 12.18%
- 10Y*
- 12.70%
XLKQ.L
- 1D
- 0.00%
- 1M
- -2.25%
- YTD
- -8.70%
- 6M
- -7.63%
- 1Y
- 29.72%
- 3Y*
- 28.56%
- 5Y*
- 18.72%
- 10Y*
- 22.40%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XLIS.L vs. XLKQ.L - Expense Ratio Comparison
Both XLIS.L and XLKQ.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
XLIS.L vs. XLKQ.L — Risk / Return Rank
XLIS.L
XLKQ.L
XLIS.L vs. XLKQ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.L) and Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.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.
| XLIS.L | XLKQ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 1.24 | +0.17 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.82 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.24 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.24 | +0.63 |
Martin ratioReturn relative to average drawdown | 12.22 | 7.04 | +5.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XLIS.L | XLKQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.24 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.81 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 1.07 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.03 | -0.39 |
Correlation
The correlation between XLIS.L and XLKQ.L is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XLIS.L vs. XLKQ.L - Dividend Comparison
Neither XLIS.L nor XLKQ.L has paid dividends to shareholders.
Drawdowns
XLIS.L vs. XLKQ.L - Drawdown Comparison
The maximum XLIS.L drawdown since its inception was -42.30%, which is greater than XLKQ.L's maximum drawdown of -35.00%. Use the drawdown chart below to compare losses from any high point for XLIS.L and XLKQ.L.
Loading graphics...
Drawdown Indicators
| XLIS.L | XLKQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.30% | -28.74% | -13.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.65% | -16.76% | +6.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -28.74% | +7.53% |
Max Drawdown (10Y)Largest decline over 10 years | -42.30% | -28.74% | -13.56% |
Current DrawdownCurrent decline from peak | -7.27% | -13.31% | +6.04% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -5.08% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 6.24% | -3.74% |
Volatility
XLIS.L vs. XLKQ.L - Volatility Comparison
Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.L) has a higher volatility of 6.40% compared to Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) at 6.06%. This indicates that XLIS.L's price experiences larger fluctuations and is considered to be riskier than XLKQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XLIS.L | XLKQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 6.06% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 14.95% | -4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.80% | 23.88% | -6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 23.22% | -6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 22.08% | -3.08% |