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XLKQ.L vs. LYYB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLKQ.L vs. LYYB.DE - 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 Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE). 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 LYYB.DE is traded in EUR. To make them comparable, the LYYB.DE 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 16.15% return, which is significantly higher than LYYB.DE's 8.52% return. Over the past 10 years, XLKQ.L has outperformed LYYB.DE with an annualized return of 24.64%, while LYYB.DE has yielded a comparatively lower 13.83% annualized return.


XLKQ.L

1D
1.18%
1M
-5.66%
6M
19.21%
YTD
16.15%
1Y
29.95%
3Y*
28.96%
5Y*
22.20%
10Y*
24.64%
ALL TIME*
17.82%

LYYB.DE

1D
0.30%
1M
-1.36%
6M
9.00%
YTD
8.52%
1Y
18.76%
3Y*
16.19%
5Y*
11.49%
10Y*
13.83%
ALL TIME*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLKQ.L vs. LYYB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
16.15%15.76%44.03%51.84%-20.58%36.28%37.93%44.38%2.54%21.82%
LYYB.DE
Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist
8.52%8.18%25.55%19.77%-12.47%29.00%15.73%27.68%0.17%11.52%

Correlation

The correlation between XLKQ.L and LYYB.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2009

0.74

The correlation between XLKQ.L and LYYB.DE has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.

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Return for Risk

XLKQ.L vs. LYYB.DE — 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: 4848
Overall Rank
XLKQ.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 5151
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 3838
Martin Ratio Rank

LYYB.DE
LYYB.DE Risk / Return Rank: 7070
Overall Rank
LYYB.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LYYB.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
LYYB.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LYYB.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
LYYB.DE Martin Ratio Rank: 6565
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. LYYB.DE - 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 Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XLKQ.LLYYB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratioReturn relative to maximum drawdown

1.78

2.14

-0.36

Martin ratioReturn relative to average drawdown

4.31

7.07

-2.76

XLKQ.L vs. LYYB.DE - Sharpe Ratio Comparison

The current XLKQ.L Sharpe Ratio is 1.42, which is comparable to the LYYB.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of XLKQ.L and LYYB.DE, 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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Drawdowns

XLKQ.L vs. LYYB.DE - Drawdown Comparison

The maximum XLKQ.L drawdown since its inception was -38.43%, which is greater than LYYB.DE's maximum drawdown of -34.46%. Use the drawdown chart below to compare losses from any high point for XLKQ.L and LYYB.DE.


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Drawdown Indicators


XLKQ.LLYYB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.43%

-34.46%

-3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-8.74%

-8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-28.74%

-23.18%

-5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

-23.18%

-5.56%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

-26.76%

-1.98%

Current Drawdown

Current decline from peak

-8.84%

-1.56%

-7.28%

Average Drawdown

Average peak-to-trough decline

-8.07%

-5.01%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.94%

2.65%

+4.29%

Volatility

XLKQ.L vs. LYYB.DE - Volatility Comparison

Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) has a higher volatility of 7.37% compared to Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) at 3.07%. This indicates that XLKQ.L's price experiences larger fluctuations and is considered to be riskier than LYYB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLKQ.LLYYB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

3.07%

+4.30%

Volatility (6M)

Calculated over the trailing 6-month period

16.30%

8.01%

+8.29%

Volatility (1Y)

Calculated over the trailing 1-year period

21.11%

11.74%

+9.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.43%

15.20%

+11.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.46%

16.05%

+7.41%

XLKQ.L vs. LYYB.DE - Expense Ratio Comparison

XLKQ.L has a 0.14% expense ratio, which is higher than LYYB.DE's 0.09% expense ratio. However, 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. LYYB.DE - Dividend Comparison

XLKQ.L has not paid dividends to shareholders, while LYYB.DE's dividend yield for the trailing twelve months is around 0.81%.


PositionTTM20252024202320222021202020192018201720162015
LYYB.DE
Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist
0.81%0.99%0.78%0.00%1.12%0.95%1.31%1.14%1.81%1.64%1.87%2.03%
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%0.00%0.00%

Frequently Asked Questions


XLKQ.L and LYYB.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYYB.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYYB.DE is cheaper with a 0.09% expense ratio, compared with 0.14% for XLKQ.L.

XLKQ.L is categorized as Technology Equities, while LYYB.DE is Large Cap Blend Equities. XLKQ.L tracks S&P Select Sector Capped 20% Technology Index, while LYYB.DE tracks MSCI USA ESG Broad Select. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.14% for XLKQ.L and 0.09% for LYYB.DE.

Portfolio Optimizer

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