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

Correlation

The correlation between XLKQ.L and VGT is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

XLKQ.L vs. VGT - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.23%
9.84%
XLKQ.L
VGT

Key characteristics

Sharpe Ratio

XLKQ.L:

1.97

VGT:

1.46

Sortino Ratio

XLKQ.L:

2.60

VGT:

1.95

Omega Ratio

XLKQ.L:

1.34

VGT:

1.26

Calmar Ratio

XLKQ.L:

2.83

VGT:

2.08

Martin Ratio

XLKQ.L:

8.53

VGT:

7.34

Ulcer Index

XLKQ.L:

4.75%

VGT:

4.31%

Daily Std Dev

XLKQ.L:

20.61%

VGT:

21.72%

Max Drawdown

XLKQ.L:

-23.83%

VGT:

-54.63%

Current Drawdown

XLKQ.L:

-0.66%

VGT:

-3.05%

Returns By Period

In the year-to-date period, XLKQ.L achieves a 1.73% return, which is significantly higher than VGT's 0.91% return. Over the past 10 years, XLKQ.L has outperformed VGT with an annualized return of 24.77%, while VGT has yielded a comparatively lower 21.17% annualized return.


XLKQ.L

YTD

1.73%

1M

1.35%

6M

13.92%

1Y

42.36%

5Y*

25.42%

10Y*

24.77%

VGT

YTD

0.91%

1M

1.00%

6M

9.84%

1Y

29.13%

5Y*

20.32%

10Y*

21.17%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XLKQ.L vs. VGT - Expense Ratio Comparison

XLKQ.L has a 0.14% expense ratio, which is higher than VGT's 0.10% 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 VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

XLKQ.L vs. VGT — Risk-Adjusted Performance Rank

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

XLKQ.L
The Risk-Adjusted Performance Rank of XLKQ.L is 7272
Overall Rank
The Sharpe Ratio Rank of XLKQ.L is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of XLKQ.L is 7272
Sortino Ratio Rank
The Omega Ratio Rank of XLKQ.L is 7272
Omega Ratio Rank
The Calmar Ratio Rank of XLKQ.L is 7575
Calmar Ratio Rank
The Martin Ratio Rank of XLKQ.L is 6666
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5858
Overall Rank
The Sharpe Ratio Rank of VGT is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco US Technology Sector UCITS ETF (XLKQ.L) and Vanguard Information Technology ETF (VGT). 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 1.38, compared to the broader market0.002.004.001.381.12
The chart of Sortino ratio for XLKQ.L, currently valued at 1.94, compared to the broader market0.005.0010.001.941.57
The chart of Omega ratio for XLKQ.L, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.21
The chart of Calmar ratio for XLKQ.L, currently valued at 1.98, compared to the broader market0.005.0010.0015.001.981.59
The chart of Martin ratio for XLKQ.L, currently valued at 6.53, compared to the broader market0.0020.0040.0060.0080.00100.006.535.58
XLKQ.L
VGT

The current XLKQ.L Sharpe Ratio is 1.97, which is higher than the VGT Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of XLKQ.L and VGT, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.38
1.12
XLKQ.L
VGT

Dividends

XLKQ.L vs. VGT - Dividend Comparison

XLKQ.L has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.59%.


TTM20242023202220212020201920182017201620152014
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%
VGT
Vanguard Information Technology ETF
0.59%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

XLKQ.L vs. VGT - Drawdown Comparison

The maximum XLKQ.L drawdown since its inception was -23.83%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for XLKQ.L and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.50%
-3.05%
XLKQ.L
VGT

Volatility

XLKQ.L vs. VGT - Volatility Comparison

The current volatility for Invesco US Technology Sector UCITS ETF (XLKQ.L) is 5.66%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.84%. This indicates that XLKQ.L experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.66%
6.84%
XLKQ.L
VGT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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