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XLKQ.L vs. PUST.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLKQ.L vs. PUST.PA - 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 PEA Nasdaq-100 UCITS ETF Acc (PUST.PA). The values are adjusted to include any dividend payments, if applicable.

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XLKQ.L vs. PUST.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
-7.22%15.76%44.03%51.84%-20.58%36.28%37.93%44.63%0.92%23.56%
PUST.PA
Amundi PEA Nasdaq-100 UCITS ETF Acc
-3.86%11.37%29.18%47.06%-26.13%30.51%43.74%32.44%5.68%21.01%
Different Trading Currencies

XLKQ.L is traded in GBp, while PUST.PA is traded in EUR. To make them comparable, the PUST.PA 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 -7.22% return, which is significantly lower than PUST.PA's -3.86% return. Over the past 10 years, XLKQ.L has outperformed PUST.PA with an annualized return of 23.31%, while PUST.PA has yielded a comparatively lower 19.58% annualized return.


XLKQ.L

1D
0.49%
1M
-1.40%
YTD
-7.22%
6M
-6.26%
1Y
27.34%
3Y*
25.81%
5Y*
19.76%
10Y*
23.31%

PUST.PA

1D
0.21%
1M
-1.66%
YTD
-3.86%
6M
-2.04%
1Y
20.74%
3Y*
20.11%
5Y*
13.82%
10Y*
19.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLKQ.L vs. PUST.PA - Expense Ratio Comparison

XLKQ.L has a 0.14% expense ratio, which is lower than PUST.PA's 0.30% expense ratio.


Return for Risk

XLKQ.L vs. PUST.PA — 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: 6161
Overall Rank
XLKQ.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 5757
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 5151
Martin Ratio Rank

PUST.PA
PUST.PA Risk / Return Rank: 5454
Overall Rank
PUST.PA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PUST.PA Sortino Ratio Rank: 3636
Sortino Ratio Rank
PUST.PA Omega Ratio Rank: 3636
Omega Ratio Rank
PUST.PA Calmar Ratio Rank: 8787
Calmar Ratio Rank
PUST.PA Martin Ratio Rank: 7676
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. PUST.PA - 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 PEA Nasdaq-100 UCITS ETF Acc (PUST.PA). 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.LPUST.PADifference

Sharpe ratio

Return per unit of total volatility

1.17

1.04

+0.13

Sortino ratio

Return per unit of downside risk

1.72

1.55

+0.17

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

2.16

3.09

-0.93

Martin ratio

Return relative to average drawdown

5.80

9.06

-3.25

XLKQ.L vs. PUST.PA - Sharpe Ratio Comparison

The current XLKQ.L Sharpe Ratio is 1.17, which is comparable to the PUST.PA Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of XLKQ.L and PUST.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XLKQ.LPUST.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.04

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.70

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

0.98

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

1.00

+0.19

Correlation

The correlation between XLKQ.L and PUST.PA is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XLKQ.L vs. PUST.PA - Dividend Comparison

Neither XLKQ.L nor PUST.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLKQ.L vs. PUST.PA - Drawdown Comparison

The maximum XLKQ.L drawdown since its inception was -28.74%, roughly equal to the maximum PUST.PA drawdown of -27.78%. Use the drawdown chart below to compare losses from any high point for XLKQ.L and PUST.PA.


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Drawdown Indicators


XLKQ.LPUST.PADifference

Max Drawdown

Largest peak-to-trough decline

-28.74%

-31.40%

+2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-10.09%

-6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

-31.40%

+2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

-31.40%

+2.66%

Current Drawdown

Current decline from peak

-13.31%

-7.65%

-5.66%

Average Drawdown

Average peak-to-trough decline

-5.08%

-5.95%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.24%

3.41%

+2.83%

Volatility

XLKQ.L vs. PUST.PA - Volatility Comparison

Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) has a higher volatility of 5.04% compared to Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) at 4.34%. This indicates that XLKQ.L's price experiences larger fluctuations and is considered to be riskier than PUST.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLKQ.LPUST.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

4.34%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

14.60%

11.64%

+2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

23.22%

19.66%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.92%

19.45%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

19.77%

+1.77%