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

Correlation

The correlation between XLPP.L and XLF is 0.29, 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.


-0.50.00.51.00.3

Performance

XLPP.L vs. XLF - 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 Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
4.45%
19.42%
XLPP.L
XLF

Key characteristics

Sharpe Ratio

XLPP.L:

1.67

XLF:

2.31

Sortino Ratio

XLPP.L:

2.56

XLF:

3.30

Omega Ratio

XLPP.L:

1.29

XLF:

1.42

Calmar Ratio

XLPP.L:

3.31

XLF:

4.48

Martin Ratio

XLPP.L:

9.49

XLF:

13.25

Ulcer Index

XLPP.L:

1.86%

XLF:

2.51%

Daily Std Dev

XLPP.L:

10.55%

XLF:

14.44%

Max Drawdown

XLPP.L:

-18.86%

XLF:

-82.43%

Current Drawdown

XLPP.L:

-0.64%

XLF:

0.00%

Returns By Period

In the year-to-date period, XLPP.L achieves a 5.96% return, which is significantly lower than XLF's 7.99% return. Over the past 10 years, XLPP.L has underperformed XLF with an annualized return of 10.46%, while XLF has yielded a comparatively higher 14.77% annualized return.


XLPP.L

YTD

5.96%

1M

4.56%

6M

8.44%

1Y

18.04%

5Y*

9.36%

10Y*

10.46%

XLF

YTD

7.99%

1M

3.90%

6M

20.10%

1Y

34.13%

5Y*

13.41%

10Y*

14.77%

*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. XLF - Expense Ratio Comparison

XLPP.L has a 0.14% expense ratio, which is higher than XLF's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


XLPP.L
Invesco US Consumer Staples Sector UCITS ETF
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%
Expense ratio chart for XLF: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

XLPP.L vs. XLF — 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

XLF
The Risk-Adjusted Performance Rank of XLF is 8989
Overall Rank
The Sharpe Ratio Rank of XLF is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 9090
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8787
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 9393
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8686
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. XLF - 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 Financial Select Sector SPDR Fund (XLF). 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 1.70, compared to the broader market0.002.004.001.702.22
The chart of Sortino ratio for XLPP.L, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.0010.0012.002.503.19
The chart of Omega ratio for XLPP.L, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.42
The chart of Calmar ratio for XLPP.L, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.314.28
The chart of Martin ratio for XLPP.L, currently valued at 6.90, compared to the broader market0.0020.0040.0060.0080.00100.006.9012.51
XLPP.L
XLF

The current XLPP.L Sharpe Ratio is 1.67, which is comparable to the XLF Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of XLPP.L and XLF, 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 Ratio1.001.502.002.503.003.504.004.50SeptemberOctoberNovemberDecember2025February
1.70
2.22
XLPP.L
XLF

Dividends

XLPP.L vs. XLF - Dividend Comparison

XLPP.L has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.32%.


TTM20242023202220212020201920182017201620152014
XLPP.L
Invesco US Consumer Staples Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLF
Financial Select Sector SPDR Fund
1.32%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%

Drawdowns

XLPP.L vs. XLF - Drawdown Comparison

The maximum XLPP.L drawdown since its inception was -18.86%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for XLPP.L and XLF. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.29%
0
XLPP.L
XLF

Volatility

XLPP.L vs. XLF - Volatility Comparison

Invesco US Consumer Staples Sector UCITS ETF (XLPP.L) has a higher volatility of 3.21% compared to Financial Select Sector SPDR Fund (XLF) at 2.67%. This indicates that XLPP.L's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.21%
2.67%
XLPP.L
XLF
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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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