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

Performance

XLKQ.L vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Technology Sector UCITS ETF (XLKQ.L) and Invesco S&P 500® Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%JuneJulyAugustSeptemberOctoberNovember
875.98%
421.10%
XLKQ.L
XLG

Returns By Period

In the year-to-date period, XLKQ.L achieves a 37.51% return, which is significantly higher than XLG's 29.52% return. Over the past 10 years, XLKQ.L has outperformed XLG with an annualized return of 24.03%, while XLG has yielded a comparatively lower 14.82% annualized return.


XLKQ.L

YTD

37.51%

1M

3.50%

6M

16.56%

1Y

42.38%

5Y (annualized)

26.21%

10Y (annualized)

24.03%

XLG

YTD

29.52%

1M

0.96%

6M

13.06%

1Y

34.65%

5Y (annualized)

18.05%

10Y (annualized)

14.82%

Key characteristics


XLKQ.LXLG
Sharpe Ratio2.042.38
Sortino Ratio2.713.13
Omega Ratio1.351.44
Calmar Ratio2.933.10
Martin Ratio8.8212.88
Ulcer Index4.76%2.72%
Daily Std Dev20.45%14.75%
Max Drawdown-23.83%-52.39%
Current Drawdown-1.90%-2.53%

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XLKQ.L vs. XLG - Expense Ratio Comparison

XLKQ.L has a 0.14% expense ratio, which is lower than XLG's 0.20% 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%.


XLG
Invesco S&P 500® Top 50 ETF
Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
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%

Correlation

-0.50.00.51.00.6

The correlation between XLKQ.L and XLG is 0.57, 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.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Invesco US Technology Sector UCITS ETF (XLKQ.L) and Invesco S&P 500® Top 50 ETF (XLG). 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 market0.002.004.006.002.032.26
The chart of Sortino ratio for XLKQ.L, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.0012.002.683.00
The chart of Omega ratio for XLKQ.L, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.42
The chart of Calmar ratio for XLKQ.L, currently valued at 2.90, compared to the broader market0.005.0010.0015.002.902.94
The chart of Martin ratio for XLKQ.L, currently valued at 9.72, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.7212.20
XLKQ.L
XLG

The current XLKQ.L Sharpe Ratio is 2.04, which is comparable to the XLG Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XLKQ.L and XLG, 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 Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.03
2.26
XLKQ.L
XLG

Dividends

XLKQ.L vs. XLG - Dividend Comparison

XLKQ.L has not paid dividends to shareholders, while XLG's dividend yield for the trailing twelve months is around 0.74%.


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%
XLG
Invesco S&P 500® Top 50 ETF
0.74%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%

Drawdowns

XLKQ.L vs. XLG - Drawdown Comparison

The maximum XLKQ.L drawdown since its inception was -23.83%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for XLKQ.L and XLG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.08%
-2.53%
XLKQ.L
XLG

Volatility

XLKQ.L vs. XLG - Volatility Comparison

Invesco US Technology Sector UCITS ETF (XLKQ.L) has a higher volatility of 5.72% compared to Invesco S&P 500® Top 50 ETF (XLG) at 4.94%. This indicates that XLKQ.L's price experiences larger fluctuations and is considered to be riskier than XLG 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
5.72%
4.94%
XLKQ.L
XLG