XLKQ.L vs. DURPX

Last updated Jun 9, 2026

XLKQ.L (Invesco Technology S&P US Select Sector UCITS ETF GBP Acc) and DURPX (DFA US High Relative Profitability Portfolio) are both funds - XLKQ.L is a Technology Equities fund tracking the S&P Select Sector Capped 20% Technology Index, while DURPX is a Large Cap Blend Equities fund managed by Dimensional. Over the past 5 years, XLKQ.L returned 25.71%/yr vs 13.65%/yr for DURPX. A 0.51 correlation means they provide meaningful diversification when combined. XLKQ.L charges 0.14%/yr vs 0.23%/yr for DURPX.

Performance

XLKQ.L vs. DURPX - 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 DFA US High Relative Profitability Portfolio (DURPX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XLKQ.L is traded in GBp, while DURPX is traded in USD. To make them comparable, the DURPX 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 DURPX's 8.22% 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%

DURPX

• 1D: -1.60%
• 1M: 4.82%
• YTD: 8.22%
• 6M: 7.43%
• 1Y: 18.66%
• 3Y*: 15.57%
• 5Y*: 13.65%
• 10Y*: —

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

XLKQ.L vs. DURPX - 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%	11.94%
DURPX DFA US High Relative Profitability Portfolio	8.22%	4.77%	22.60%	15.76%	-1.34%	26.46%	15.79%	28.04%	0.51%	12.57%

Correlation

The correlation between XLKQ.L and DURPX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (All Time) Calculated using the full available price history since May 16, 2017	0.51

The correlation between XLKQ.L and DURPX shifts across timeframes, from 0.40 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XLKQ.L vs. DURPX — 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: 72
XLKQ.L Sharpe Ratio Rank: 85
XLKQ.L Sortino Ratio Rank: 81
XLKQ.L Omega Ratio Rank: 78
XLKQ.L Calmar Ratio Rank: 64
XLKQ.L Martin Ratio Rank: 49

DURPX

DURPX Risk / Return Rank: 35
DURPX Sharpe Ratio Rank: 34
DURPX Sortino Ratio Rank: 32
DURPX Omega Ratio Rank: 31
DURPX Calmar Ratio Rank: 34
DURPX Martin Ratio Rank: 43

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. DURPX - 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 DFA US High Relative Profitability Portfolio (DURPX). 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	DURPX	Difference
Sharpe ratio: Return per unit of total volatility	2.53	1.81	+0.72
Sortino ratio: Return per unit of downside risk	3.25	2.44	+0.81
Omega ratio: Gain probability vs. loss probability	1.41	1.32	+0.09
Calmar ratio: Return relative to maximum drawdown	2.93	2.97	-0.05
Martin ratio: Return relative to average drawdown	7.59	10.91	-3.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLKQ.L vs. DURPX - Sharpe Ratio Comparison

The current XLKQ.L Sharpe Ratio is 2.53, which is higher than the DURPX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of XLKQ.L and DURPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XLKQ.L	DURPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.53	1.81	+0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	0.91	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.83	-0.03

Drawdowns

XLKQ.L vs. DURPX - Drawdown Comparison

The maximum XLKQ.L drawdown since its inception was -38.43%, which is greater than DURPX's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for XLKQ.L and DURPX.

Drawdown Indicators

	XLKQ.L	DURPX	Difference
Max Drawdown Largest peak-to-trough decline	-38.43%	-22.70%	-15.73%
Max Drawdown (1Y) Largest decline over 1 year	-16.76%	-6.78%	-9.98%
Max Drawdown (3Y) Largest decline over 3 years	-28.74%	-20.23%	-8.51%
Max Drawdown (5Y) Largest decline over 5 years	-28.74%	-20.23%	-8.51%
Max Drawdown (10Y) Largest decline over 10 years	-28.74%	—	—
Current Drawdown Current decline from peak	-5.48%	-1.60%	-3.88%
Average Drawdown Average peak-to-trough decline	-8.08%	-3.19%	-4.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.47%	1.84%	+4.63%

Volatility

XLKQ.L vs. DURPX - Volatility Comparison

Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) has a higher volatility of 7.40% compared to DFA US High Relative Profitability Portfolio (DURPX) at 3.15%. This indicates that XLKQ.L's price experiences larger fluctuations and is considered to be riskier than DURPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLKQ.L	DURPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.40%	3.15%	+4.25%
Volatility (6M) Calculated over the trailing 6-month period	14.52%	8.34%	+6.18%
Volatility (1Y) Calculated over the trailing 1-year period	19.43%	11.16%	+8.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.15%	15.09%	+11.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.38%	17.28%	+6.10%

XLKQ.L vs. DURPX - Expense Ratio Comparison

XLKQ.L has a 0.14% expense ratio, which is lower than DURPX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XLKQ.L vs. DURPX - Dividend Comparison

XLKQ.L has not paid dividends to shareholders, while DURPX's dividend yield for the trailing twelve months is around 0.99%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DURPX DFA US High Relative Profitability Portfolio	0.99%	1.05%	1.20%	1.49%	3.65%	4.12%	1.34%	1.36%	1.69%	0.77%
XLKQ.L Invesco Technology S&P US Select Sector UCITS ETF GBP Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XLKQ.L and DURPX in my portfolio?

XLKQ.L and DURPX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.