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XLKQ.L vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

XLKQ.L vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Technology Sector UCITS ETF (XLKQ.L) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.70%
9.91%
XLKQ.L
SCHD

Returns By Period

In the year-to-date period, XLKQ.L achieves a 37.51% return, which is significantly higher than SCHD's 15.93% return. Over the past 10 years, XLKQ.L has outperformed SCHD with an annualized return of 24.03%, while SCHD has yielded a comparatively lower 11.46% annualized return.


XLKQ.L

YTD

37.51%

1M

3.50%

6M

16.56%

1Y

42.38%

5Y (annualized)

26.21%

10Y (annualized)

24.03%

SCHD

YTD

15.93%

1M

-0.59%

6M

9.36%

1Y

25.99%

5Y (annualized)

12.42%

10Y (annualized)

11.46%

Key characteristics


XLKQ.LSCHD
Sharpe Ratio2.042.25
Sortino Ratio2.713.25
Omega Ratio1.351.39
Calmar Ratio2.933.05
Martin Ratio8.8212.25
Ulcer Index4.76%2.04%
Daily Std Dev20.45%11.09%
Max Drawdown-23.83%-33.37%
Current Drawdown-1.90%-1.82%

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XLKQ.L vs. SCHD - Expense Ratio Comparison

XLKQ.L has a 0.14% expense ratio, which is higher than SCHD's 0.06% 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%.


XLKQ.L
Invesco US Technology Sector UCITS ETF
Expense ratio chart for XLKQ.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.4

The correlation between XLKQ.L and SCHD is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

XLKQ.L vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Technology Sector UCITS ETF (XLKQ.L) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for XLKQ.L, currently valued at 2.03, compared to the broader market0.002.004.002.032.24
The chart of Sortino ratio for XLKQ.L, currently valued at 2.69, compared to the broader market-2.000.002.004.006.008.0010.002.693.23
The chart of Omega ratio for XLKQ.L, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.40
The chart of Calmar ratio for XLKQ.L, currently valued at 2.90, compared to the broader market0.005.0010.0015.002.903.36
The chart of Martin ratio for XLKQ.L, currently valued at 9.72, compared to the broader market0.0020.0040.0060.0080.00100.009.7211.95
XLKQ.L
SCHD

The current XLKQ.L Sharpe Ratio is 2.04, which is comparable to the SCHD Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of XLKQ.L and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.03
2.24
XLKQ.L
SCHD

Dividends

XLKQ.L vs. SCHD - Dividend Comparison

XLKQ.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.41%.


TTM20232022202120202019201820172016201520142013
XLKQ.L
Invesco US Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.41%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

XLKQ.L vs. SCHD - Drawdown Comparison

The maximum XLKQ.L drawdown since its inception was -23.83%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XLKQ.L and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.06%
-1.82%
XLKQ.L
SCHD

Volatility

XLKQ.L vs. SCHD - Volatility Comparison

Invesco US Technology Sector UCITS ETF (XLKQ.L) has a higher volatility of 5.71% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that XLKQ.L's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.71%
3.55%
XLKQ.L
SCHD