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

Performance

XLPS.L vs. LUXG.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 Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
XLPS.L
Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc
6.33%3.99%14.25%-0.26%-0.17%18.05%9.16%26.86%-9.41%12.41%
LUXG.L
Amundi ETF S&P Global Luxury UCITS ETF USD
-11.47%15.01%-1.79%15.56%-23.61%22.72%35.66%30.32%-13.22%38.69%
Different Trading Currencies

XLPS.L is traded in USD, while LUXG.L is traded in GBp. To make them comparable, the LUXG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XLPS.L achieves a 6.33% return, which is significantly higher than LUXG.L's -11.47% return. Over the past 10 years, XLPS.L has underperformed LUXG.L with an annualized return of 7.61%, while LUXG.L has yielded a comparatively higher 8.66% annualized 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%

LUXG.L

1D
3.02%
1M
-7.54%
YTD
-11.47%
6M
-8.25%
1Y
8.63%
3Y*
-0.40%
5Y*
0.09%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XLPS.L has a 0.14% expense ratio, which is lower than LUXG.L's 0.25% 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%.


Return for Risk

XLPS.L vs. LUXG.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

LUXG.L
LUXG.L Risk / Return Rank: 1818
Overall Rank
LUXG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LUXG.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
LUXG.L Omega Ratio Rank: 1818
Omega Ratio Rank
LUXG.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
LUXG.L Martin Ratio Rank: 1919
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. LUXG.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 Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.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.LLUXG.LDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.41

-0.08

Sortino ratio

Return per unit of downside risk

0.57

0.71

-0.13

Omega ratio

Gain probability vs. loss probability

1.07

1.09

-0.02

Calmar ratio

Return relative to maximum drawdown

0.53

0.45

+0.08

Martin ratio

Return relative to average drawdown

1.26

1.61

-0.35

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

The current XLPS.L Sharpe Ratio is 0.33, which is comparable to the LUXG.L Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of XLPS.L and LUXG.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.LLUXG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.41

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.00

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.39

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.43

+0.40

Correlation

The correlation between XLPS.L and LUXG.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

XLPS.L vs. LUXG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XLPS.L vs. LUXG.L - Drawdown Comparison

The maximum XLPS.L drawdown since its inception was -23.98%, smaller than the maximum LUXG.L drawdown of -43.38%. Use the drawdown chart below to compare losses from any high point for XLPS.L and LUXG.L.


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Drawdown Indicators


XLPS.LLUXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.98%

-36.58%

+12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-15.95%

+7.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.31%

-29.20%

+11.89%

Max Drawdown (10Y)

Largest decline over 10 years

-23.98%

-36.58%

+12.60%

Current Drawdown

Current decline from peak

-8.13%

-14.84%

+6.71%

Average Drawdown

Average peak-to-trough decline

-3.68%

-8.10%

+4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

4.78%

-1.01%

Volatility

XLPS.L vs. LUXG.L - Volatility Comparison

The current volatility for Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) is 4.49%, while Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) has a volatility of 7.20%. This indicates that XLPS.L experiences smaller price fluctuations and is considered to be less risky than LUXG.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.LLUXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

7.20%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

13.93%

-3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

21.00%

-6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.03%

22.81%

-9.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

22.04%

-8.54%