XLKQ.L vs. ^RTSI
XLKQ.L (Invesco Technology S&P US Select Sector UCITS ETF GBP Acc) is Technology Equities fund tracking the S&P Select Sector Capped 20% Technology Index, while ^RTSI (RTS Index) is an index. Over the past 10 years, XLKQ.L returned 26.77%/yr vs 2.97%/yr for ^RTSI. At a 0.28 correlation, their price movements are largely independent.
Performance
XLKQ.L vs. ^RTSI - Performance Comparison
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Different Trading Currencies
XLKQ.L is traded in GBp, while ^RTSI is traded in USD. To make them comparable, the ^RTSI values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XLKQ.L achieves a 20.44% return, which is significantly higher than ^RTSI's 0.74% return. Over the past 10 years, XLKQ.L has outperformed ^RTSI with an annualized return of 26.77%, while ^RTSI has yielded a comparatively lower 2.97% annualized return.
XLKQ.L
- 1D
- -0.03%
- 1M
- 6.65%
- YTD
- 20.44%
- 6M
- 17.20%
- 1Y
- 49.26%
- 3Y*
- 32.80%
- 5Y*
- 25.71%
- 10Y*
- 26.77%
^RTSI
- 1D
- -1.35%
- 1M
- 3.14%
- YTD
- 0.74%
- 6M
- 0.67%
- 1Y
- 1.68%
- 3Y*
- -0.44%
- 5Y*
- -6.45%
- 10Y*
- 2.97%
XLKQ.L vs. ^RTSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLKQ.L Invesco Technology S&P US Select Sector UCITS ETF GBP Acc | 20.44% | 15.76% | 44.03% | 51.84% | -20.58% | 36.28% | 37.93% | 44.38% | 2.54% | 21.82% |
^RTSI RTS Index | 0.74% | 16.24% | -16.37% | 6.05% | -32.11% | 16.05% | -13.79% | 40.70% | -1.72% | -8.48% |
Correlation
The correlation between XLKQ.L and ^RTSI is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2009 | 0.28 |
The correlation between XLKQ.L and ^RTSI shifts across timeframes, from -0.13 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XLKQ.L vs. ^RTSI — Risk / Return Rank
XLKQ.L
^RTSI
XLKQ.L vs. ^RTSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) and RTS Index (^RTSI). 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.
| XLKQ.L | ^RTSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.55 | ||
| Sortino ratioReturn per unit of downside risk | +3.13 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.01 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | -0.03 | +2.96 |
| Martin ratioReturn relative to average drawdown | 7.59 | -0.07 | +7.66 |
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
| XLKQ.L | ^RTSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | -0.02 | +2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | -0.18 | +1.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.14 | 0.10 | +1.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | -0.02 | +0.83 |
Drawdowns
XLKQ.L vs. ^RTSI - Drawdown Comparison
The maximum XLKQ.L drawdown since its inception was -38.43%, smaller than the maximum ^RTSI drawdown of -72.96%. Use the drawdown chart below to compare losses from any high point for XLKQ.L and ^RTSI.
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Drawdown Indicators
| XLKQ.L | ^RTSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.43% | -72.96% | +34.53% |
Max Drawdown (1Y)Largest decline over 1 year | -16.76% | -15.58% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -28.74% | -40.06% | +11.32% |
Max Drawdown (5Y)Largest decline over 5 years | -28.74% | -60.16% | +31.42% |
Max Drawdown (10Y)Largest decline over 10 years | -28.74% | -60.16% | +31.42% |
Current DrawdownCurrent decline from peak | -5.48% | -40.23% | +34.75% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -32.83% | +24.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.47% | 7.26% | -0.79% |
Volatility
XLKQ.L vs. ^RTSI - Volatility Comparison
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) has a higher volatility of 7.40% compared to RTS Index (^RTSI) at 6.09%. This indicates that XLKQ.L's price experiences larger fluctuations and is considered to be riskier than ^RTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLKQ.L | ^RTSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | 6.09% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 14.52% | 13.50% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.43% | 21.22% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.15% | 35.49% | -9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.38% | 30.69% | -7.31% |
Frequently Asked Questions
XLKQ.L and ^RTSI have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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