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XLPP.L vs. MVUS.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLPP.L and MVUS.L is 0.76, 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.


-0.50.00.51.00.8

Performance

XLPP.L vs. MVUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Consumer Staples Sector UCITS ETF (XLPP.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (MVUS.L). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
4.24%
5.81%
XLPP.L
MVUS.L

Key characteristics

Sharpe Ratio

XLPP.L:

1.67

MVUS.L:

2.08

Sortino Ratio

XLPP.L:

2.56

MVUS.L:

3.15

Omega Ratio

XLPP.L:

1.29

MVUS.L:

1.38

Calmar Ratio

XLPP.L:

3.31

MVUS.L:

4.92

Martin Ratio

XLPP.L:

9.49

MVUS.L:

13.88

Ulcer Index

XLPP.L:

1.86%

MVUS.L:

1.43%

Daily Std Dev

XLPP.L:

10.55%

MVUS.L:

9.54%

Max Drawdown

XLPP.L:

-18.86%

MVUS.L:

-24.85%

Current Drawdown

XLPP.L:

-0.64%

MVUS.L:

-0.78%

Returns By Period

In the year-to-date period, XLPP.L achieves a 5.96% return, which is significantly higher than MVUS.L's 4.00% return. Over the past 10 years, XLPP.L has underperformed MVUS.L with an annualized return of 10.46%, while MVUS.L has yielded a comparatively higher 12.78% annualized return.


XLPP.L

YTD

5.96%

1M

4.56%

6M

8.44%

1Y

18.04%

5Y*

9.36%

10Y*

10.46%

MVUS.L

YTD

4.00%

1M

0.77%

6M

10.08%

1Y

19.59%

5Y*

9.98%

10Y*

12.78%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XLPP.L vs. MVUS.L - Expense Ratio Comparison

XLPP.L has a 0.14% expense ratio, which is lower than MVUS.L'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%.


MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF
Expense ratio chart for MVUS.L: 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 XLPP.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%

Risk-Adjusted Performance

XLPP.L vs. MVUS.L — Risk-Adjusted Performance Rank

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

XLPP.L
The Risk-Adjusted Performance Rank of XLPP.L is 7474
Overall Rank
The Sharpe Ratio Rank of XLPP.L is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of XLPP.L is 7676
Sortino Ratio Rank
The Omega Ratio Rank of XLPP.L is 6767
Omega Ratio Rank
The Calmar Ratio Rank of XLPP.L is 8585
Calmar Ratio Rank
The Martin Ratio Rank of XLPP.L is 7373
Martin Ratio Rank

MVUS.L
The Risk-Adjusted Performance Rank of MVUS.L is 8787
Overall Rank
The Sharpe Ratio Rank of MVUS.L is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of MVUS.L is 8888
Sortino Ratio Rank
The Omega Ratio Rank of MVUS.L is 8181
Omega Ratio Rank
The Calmar Ratio Rank of MVUS.L is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MVUS.L is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XLPP.L vs. MVUS.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Consumer Staples Sector UCITS ETF (XLPP.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (MVUS.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.


Sharpe ratio
The chart of Sharpe ratio for XLPP.L, currently valued at 1.73, compared to the broader market0.002.004.001.732.05
The chart of Sortino ratio for XLPP.L, currently valued at 2.54, compared to the broader market-2.000.002.004.006.008.0010.0012.002.542.90
The chart of Omega ratio for XLPP.L, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.35
The chart of Calmar ratio for XLPP.L, currently valued at 2.35, compared to the broader market0.005.0010.0015.002.353.04
The chart of Martin ratio for XLPP.L, currently valued at 7.10, compared to the broader market0.0020.0040.0060.0080.00100.007.109.93
XLPP.L
MVUS.L

The current XLPP.L Sharpe Ratio is 1.67, which is comparable to the MVUS.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of XLPP.L and MVUS.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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.73
2.05
XLPP.L
MVUS.L

Dividends

XLPP.L vs. MVUS.L - Dividend Comparison

Neither XLPP.L nor MVUS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLPP.L vs. MVUS.L - Drawdown Comparison

The maximum XLPP.L drawdown since its inception was -18.86%, smaller than the maximum MVUS.L drawdown of -24.85%. Use the drawdown chart below to compare losses from any high point for XLPP.L and MVUS.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.29%
-0.04%
XLPP.L
MVUS.L

Volatility

XLPP.L vs. MVUS.L - Volatility Comparison

Invesco US Consumer Staples Sector UCITS ETF (XLPP.L) has a higher volatility of 3.21% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF (MVUS.L) at 2.52%. This indicates that XLPP.L's price experiences larger fluctuations and is considered to be riskier than MVUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%SeptemberOctoberNovemberDecember2025February
3.21%
2.52%
XLPP.L
MVUS.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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