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

Performance

XLKS.L vs. KROG.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 Acc (XLKS.L) and Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XLKS.L vs. KROG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XLKS.L
Invesco Technology S&P US Select Sector UCITS ETF Acc
-8.75%24.23%41.72%60.64%-20.46%
KROG.L
Global X AgTech and Food Innovation UCITS ETF USD Accumulating
13.43%7.94%-8.44%-23.03%-23.72%
Different Trading Currencies

XLKS.L is traded in USD, while KROG.L is traded in GBP. To make them comparable, the KROG.L 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 KROG.L's 13.48% 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%

KROG.L

1D
1.10%
1M
-5.29%
YTD
13.48%
6M
12.87%
1Y
15.65%
3Y*
-5.54%
5Y*
10Y*
*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.


XLKS.L vs. KROG.L - Expense Ratio Comparison

XLKS.L has a 0.14% expense ratio, which is lower than KROG.L's 0.50% expense ratio.


Return for Risk

XLKS.L vs. KROG.L — Risk / Return Rank

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

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

KROG.L
KROG.L Risk / Return Rank: 3838
Overall Rank
KROG.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
KROG.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
KROG.L Omega Ratio Rank: 3232
Omega Ratio Rank
KROG.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
KROG.L Martin Ratio Rank: 3434
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.

XLKS.L vs. KROG.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 Acc (XLKS.L) and Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.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.


XLKS.LKROG.LDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.86

+0.37

Sortino ratio

Return per unit of downside risk

1.82

1.30

+0.52

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

2.24

1.47

+0.77

Martin ratio

Return relative to average drawdown

6.91

3.37

+3.55

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

The current XLKS.L Sharpe Ratio is 1.24, which is higher than the KROG.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of XLKS.L and KROG.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


XLKS.LKROG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.86

+0.37

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

-0.45

+1.40

Correlation

The correlation between XLKS.L and KROG.L is 0.36, 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.


Dividends

XLKS.L vs. KROG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XLKS.L vs. KROG.L - Drawdown Comparison

The maximum XLKS.L drawdown since its inception was -34.26%, smaller than the maximum KROG.L drawdown of -53.14%. Use the drawdown chart below to compare losses from any high point for XLKS.L and KROG.L.


Loading graphics...

Drawdown Indicators


XLKS.LKROG.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-51.38%

+17.12%

Max Drawdown (1Y)

Largest decline over 1 year

-16.99%

-9.85%

-7.14%

Max Drawdown (5Y)

Largest decline over 5 years

-34.26%

Max Drawdown (10Y)

Largest decline over 10 years

-34.26%

Current Drawdown

Current decline from peak

-13.29%

-38.96%

+25.67%

Average Drawdown

Average peak-to-trough decline

-5.12%

-34.20%

+29.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

3.79%

+1.71%

Volatility

XLKS.L vs. KROG.L - Volatility Comparison

Invesco Technology S&P US Select Sector UCITS ETF Acc (XLKS.L) has a higher volatility of 6.19% compared to Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L) at 5.43%. This indicates that XLKS.L's price experiences larger fluctuations and is considered to be riskier than KROG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XLKS.LKROG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

5.43%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

11.77%

+3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

24.14%

18.14%

+6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.58%

21.28%

+2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.87%

21.28%

+0.59%