PortfoliosLab logoPortfoliosLab logo
XLKQ.L vs. XLKS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLKQ.L vs. XLKS.L - 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 Invesco Technology S&P US Select Sector UCITS ETF Acc (XLKS.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XLKQ.L vs. XLKS.L - 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%
XLKS.L
Invesco Technology S&P US Select Sector UCITS ETF Acc
-7.04%15.38%44.20%52.61%-20.70%36.00%38.58%43.17%3.27%21.75%
Different Trading Currencies

XLKQ.L is traded in GBp, while XLKS.L is traded in USD. To make them comparable, the XLKS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XLKQ.L having a -7.22% return and XLKS.L slightly higher at -7.04%. Both investments have delivered pretty close results over the past 10 years, with XLKQ.L having a 23.31% annualized return and XLKS.L not far behind at 23.29%.


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%

XLKS.L

1D
0.41%
1M
-0.96%
YTD
-7.04%
6M
-6.05%
1Y
27.70%
3Y*
25.96%
5Y*
19.78%
10Y*
23.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. XLKS.L - Expense Ratio Comparison

Both XLKQ.L and XLKS.L have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XLKQ.L vs. XLKS.L — 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

XLKS.L
XLKS.L Risk / Return Rank: 6565
Overall Rank
XLKS.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XLKS.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
XLKS.L Omega Ratio Rank: 6060
Omega Ratio Rank
XLKS.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
XLKS.L Martin Ratio Rank: 6060
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. XLKS.L - 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 Invesco Technology S&P US Select Sector UCITS ETF Acc (XLKS.L). 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.LXLKS.LDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.15

+0.02

Sortino ratio

Return per unit of downside risk

1.72

1.70

+0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

2.16

2.17

-0.01

Martin ratio

Return relative to average drawdown

5.80

5.75

+0.06

XLKQ.L vs. XLKS.L - Sharpe Ratio Comparison

The current XLKQ.L Sharpe Ratio is 1.17, which is comparable to the XLKS.L Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of XLKQ.L and XLKS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XLKQ.LXLKS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.15

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.87

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

1.06

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

1.00

+0.19

Correlation

The correlation between XLKQ.L and XLKS.L is 0.90, 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. XLKS.L - Dividend Comparison

Neither XLKQ.L nor XLKS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLKQ.L vs. XLKS.L - Drawdown Comparison

The maximum XLKQ.L drawdown since its inception was -28.74%, roughly equal to the maximum XLKS.L drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for XLKQ.L and XLKS.L.


Loading graphics...

Drawdown Indicators


XLKQ.LXLKS.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.74%

-34.26%

+5.52%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-16.99%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

-34.26%

+5.52%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

-34.26%

+5.52%

Current Drawdown

Current decline from peak

-13.31%

-13.29%

-0.02%

Average Drawdown

Average peak-to-trough decline

-5.08%

-5.12%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.24%

5.50%

+0.74%

Volatility

XLKQ.L vs. XLKS.L - Volatility Comparison

The current volatility for Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) is 5.04%, while Invesco Technology S&P US Select Sector UCITS ETF Acc (XLKS.L) has a volatility of 5.61%. This indicates that XLKQ.L experiences smaller price fluctuations and is considered to be less risky than XLKS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XLKQ.LXLKS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

5.61%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.60%

15.06%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

23.22%

23.90%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.92%

22.80%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

21.94%

-0.40%