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XLKQ.L vs. ^RTSI
Performance
Return for Risk
Drawdowns
Volatility

Performance

XLKQ.L vs. ^RTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) and RTS Index (^RTSI). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLKQ.L vs. ^RTSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

XLKQ.L
XLKQ.L Risk / Return Rank: 7272
Overall Rank
XLKQ.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 7878
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 4949
Martin Ratio Rank

^RTSI
^RTSI Risk / Return Rank: 1111
Overall Rank
^RTSI Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
^RTSI Sortino Ratio Rank: 1111
Sortino Ratio Rank
^RTSI Omega Ratio Rank: 1111
Omega Ratio Rank
^RTSI Calmar Ratio Rank: 1111
Calmar Ratio Rank
^RTSI Martin Ratio Rank: 1111
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.

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^RTSIDifference
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

XLKQ.L vs. ^RTSI - Sharpe Ratio Comparison

The current XLKQ.L Sharpe Ratio is 2.53, which is higher than the ^RTSI Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of XLKQ.L and ^RTSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XLKQ.L^RTSIDifference

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^RTSIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.48%

-40.23%

+34.75%

Average Drawdown

Average peak-to-trough decline

-8.08%

-32.83%

+24.75%

Ulcer Index

Depth 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^RTSIDifference

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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