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XLPS.L vs. IGDA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLPS.L vs. IGDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L). The values are adjusted to include any dividend payments, if applicable.

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XLPS.L vs. IGDA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XLPS.L
Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc
6.33%3.99%14.25%-0.26%2.23%
IGDA.L
Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc
-3.18%18.74%17.94%29.72%-14.30%

Returns By Period

In the year-to-date period, XLPS.L achieves a 6.33% return, which is significantly higher than IGDA.L's -3.18% return.


XLPS.L

1D
-0.07%
1M
-7.09%
YTD
6.33%
6M
7.21%
1Y
4.94%
3Y*
7.90%
5Y*
7.88%
10Y*
7.61%

IGDA.L

1D
2.88%
1M
-4.81%
YTD
-3.18%
6M
1.04%
1Y
22.45%
3Y*
16.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLPS.L vs. IGDA.L - Expense Ratio Comparison

XLPS.L has a 0.14% expense ratio, which is lower than IGDA.L's 0.40% expense ratio.


Return for Risk

XLPS.L vs. IGDA.L — Risk / Return Rank

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

XLPS.L
XLPS.L Risk / Return Rank: 2020
Overall Rank
XLPS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XLPS.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
XLPS.L Omega Ratio Rank: 1818
Omega Ratio Rank
XLPS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
XLPS.L Martin Ratio Rank: 1919
Martin Ratio Rank

IGDA.L
IGDA.L Risk / Return Rank: 7474
Overall Rank
IGDA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IGDA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IGDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGDA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
IGDA.L Martin Ratio Rank: 8282
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.

XLPS.L vs. IGDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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.


XLPS.LIGDA.LDifference

Sharpe ratio

Return per unit of total volatility

0.33

1.31

-0.97

Sortino ratio

Return per unit of downside risk

0.57

1.87

-1.29

Omega ratio

Gain probability vs. loss probability

1.07

1.26

-0.19

Calmar ratio

Return relative to maximum drawdown

0.53

2.29

-1.75

Martin ratio

Return relative to average drawdown

1.26

9.52

-8.26

XLPS.L vs. IGDA.L - Sharpe Ratio Comparison

The current XLPS.L Sharpe Ratio is 0.33, which is lower than the IGDA.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of XLPS.L and IGDA.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


XLPS.LIGDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.31

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.61

+0.22

Correlation

The correlation between XLPS.L and IGDA.L is 0.25, 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

XLPS.L vs. IGDA.L - Dividend Comparison

Neither XLPS.L nor IGDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLPS.L vs. IGDA.L - Drawdown Comparison

The maximum XLPS.L drawdown since its inception was -23.98%, roughly equal to the maximum IGDA.L drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for XLPS.L and IGDA.L.


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Drawdown Indicators


XLPS.LIGDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.98%

-24.18%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-11.73%

+2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-17.31%

Max Drawdown (10Y)

Largest decline over 10 years

-23.98%

Current Drawdown

Current decline from peak

-8.13%

-6.36%

-1.77%

Average Drawdown

Average peak-to-trough decline

-3.68%

-5.37%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

2.33%

+1.44%

Volatility

XLPS.L vs. IGDA.L - Volatility Comparison

The current volatility for Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) is 4.49%, while Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) has a volatility of 5.72%. This indicates that XLPS.L experiences smaller price fluctuations and is considered to be less risky than IGDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLPS.LIGDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

5.72%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

10.08%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

17.17%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.03%

18.69%

-5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

18.69%

-5.19%