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XLKS.L vs. LEGR.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLKS.L vs. LEGR.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 First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021202020192018
XLKS.L
Invesco Technology S&P US Select Sector UCITS ETF Acc
-8.57%24.23%41.72%60.64%-29.12%34.73%42.78%48.83%-4.74%
LEGR.L
First Trust Indxx Innovative Transaction & Process UCITS ETF
-2.19%31.58%16.29%21.82%-18.56%17.39%19.03%26.59%-10.04%

Returns By Period

In the year-to-date period, XLKS.L achieves a -8.57% return, which is significantly lower than LEGR.L's -2.19% return.


XLKS.L

1D
3.95%
1M
-2.58%
YTD
-8.57%
6M
-6.60%
1Y
31.33%
3Y*
28.81%
5Y*
18.76%
10Y*
22.41%

LEGR.L

1D
2.75%
1M
-3.31%
YTD
-2.19%
6M
4.81%
1Y
22.13%
3Y*
19.16%
5Y*
10.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XLKS.L has a 0.14% expense ratio, which is lower than LEGR.L's 0.65% expense ratio.


Return for Risk

XLKS.L vs. LEGR.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: 6666
Overall Rank
XLKS.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XLKS.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
XLKS.L Omega Ratio Rank: 6565
Omega Ratio Rank
XLKS.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
XLKS.L Martin Ratio Rank: 5454
Martin Ratio Rank

LEGR.L
LEGR.L Risk / Return Rank: 7070
Overall Rank
LEGR.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LEGR.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
LEGR.L Omega Ratio Rank: 6666
Omega Ratio Rank
LEGR.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
LEGR.L Martin Ratio Rank: 6969
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. LEGR.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 First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.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.LLEGR.LDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.32

-0.03

Sortino ratio

Return per unit of downside risk

1.88

1.84

+0.05

Omega ratio

Gain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratio

Return relative to maximum drawdown

1.78

2.27

-0.49

Martin ratio

Return relative to average drawdown

5.50

8.04

-2.54

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

The current XLKS.L Sharpe Ratio is 1.29, which is comparable to the LEGR.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of XLKS.L and LEGR.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.


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Sharpe Ratios by Period


XLKS.LLEGR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.32

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.61

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.61

+0.33

Correlation

The correlation between XLKS.L and LEGR.L is 0.77, 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. LEGR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XLKS.L vs. LEGR.L - Drawdown Comparison

The maximum XLKS.L drawdown since its inception was -34.26%, roughly equal to the maximum LEGR.L drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for XLKS.L and LEGR.L.


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Drawdown Indicators


XLKS.LLEGR.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-34.70%

+0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-16.99%

-11.86%

-5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-34.26%

-31.56%

-2.70%

Max Drawdown (10Y)

Largest decline over 10 years

-34.26%

Current Drawdown

Current decline from peak

-13.11%

-6.57%

-6.54%

Average Drawdown

Average peak-to-trough decline

-5.12%

-6.75%

+1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

2.75%

+2.74%

Volatility

XLKS.L vs. LEGR.L - Volatility Comparison

Invesco Technology S&P US Select Sector UCITS ETF Acc (XLKS.L) has a higher volatility of 6.50% compared to First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.L) at 5.56%. This indicates that XLKS.L's price experiences larger fluctuations and is considered to be riskier than LEGR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLKS.LLEGR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

5.56%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

10.15%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

24.22%

16.75%

+7.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.59%

16.57%

+7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.87%

18.54%

+3.33%