XLKS.L vs. FWIA.DE
Compare and contrast key facts about Invesco Technology S&P US Select Sector UCITS ETF Acc (XLKS.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE).
XLKS.L and FWIA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLKS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Technology Index. It was launched on Dec 16, 2009. FWIA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE All-World. It was launched on Jun 26, 2023. Both XLKS.L and FWIA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XLKS.L vs. FWIA.DE - Performance Comparison
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XLKS.L vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XLKS.L Invesco Technology S&P US Select Sector UCITS ETF Acc | -8.75% | 24.23% | 41.72% | 14.19% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | -2.36% | 23.08% | 17.57% | 9.47% |
Different Trading Currencies
XLKS.L is traded in USD, while FWIA.DE is traded in EUR. To make them comparable, the FWIA.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XLKS.L achieves a -8.75% return, which is significantly lower than FWIA.DE's -2.36% return.
XLKS.L
- 1D
- -0.20%
- 1M
- -1.93%
- YTD
- -8.75%
- 6M
- -7.54%
- 1Y
- 29.93%
- 3Y*
- 28.64%
- 5Y*
- 18.71%
- 10Y*
- 22.36%
FWIA.DE
- 1D
- -0.55%
- 1M
- -2.71%
- YTD
- -2.36%
- 6M
- 1.12%
- 1Y
- 20.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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XLKS.L vs. FWIA.DE - Expense Ratio Comparison
XLKS.L has a 0.14% expense ratio, which is lower than FWIA.DE's 0.15% 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%.
Return for Risk
XLKS.L vs. FWIA.DE — Risk / Return Rank
XLKS.L
FWIA.DE
XLKS.L vs. FWIA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Technology S&P US Select Sector UCITS ETF Acc (XLKS.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE). 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.
| XLKS.L | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.26 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.81 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.77 | -0.54 |
Martin ratioReturn relative to average drawdown | 6.91 | 11.99 | -5.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLKS.L | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.26 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 1.25 | -0.31 |
Correlation
The correlation between XLKS.L and FWIA.DE is 0.73, 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
XLKS.L vs. FWIA.DE - Dividend Comparison
Neither XLKS.L nor FWIA.DE has paid dividends to shareholders.
Drawdowns
XLKS.L vs. FWIA.DE - Drawdown Comparison
The maximum XLKS.L drawdown since its inception was -34.26%, which is greater than FWIA.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for XLKS.L and FWIA.DE.
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Drawdown Indicators
| XLKS.L | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -20.96% | -13.30% |
Max Drawdown (1Y)Largest decline over 1 year | -16.99% | -8.71% | -8.28% |
Max Drawdown (5Y)Largest decline over 5 years | -34.26% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.26% | — | — |
Current DrawdownCurrent decline from peak | -13.29% | -4.10% | -9.19% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -2.55% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 1.67% | +3.83% |
Volatility
XLKS.L vs. FWIA.DE - Volatility Comparison
Invesco Technology S&P US Select Sector UCITS ETF Acc (XLKS.L) has a higher volatility of 6.19% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 4.95%. This indicates that XLKS.L's price experiences larger fluctuations and is considered to be riskier than FWIA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLKS.L | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 4.95% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.99% | 9.11% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.14% | 16.49% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.58% | 13.59% | +9.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.87% | 13.59% | +8.28% |