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

Performance

XLPS.L vs. XLPP.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 US Consumer Staples Sector UCITS ETF (XLPP.L). The values are adjusted to include any dividend payments, if applicable.

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XLPS.L vs. XLPP.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%
XLPP.L
Invesco US Consumer Staples Sector UCITS ETF
6.13%4.45%14.06%-0.70%-0.46%18.72%8.70%27.88%-9.57%11.96%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with XLPS.L having a 6.33% return and XLPP.L slightly lower at 6.13%. Both investments have delivered pretty close results over the past 10 years, with XLPS.L having a 7.61% annualized return and XLPP.L not far behind at 7.56%.


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%

XLPP.L

1D
-0.24%
1M
-7.43%
YTD
6.13%
6M
7.15%
1Y
4.82%
3Y*
8.00%
5Y*
7.86%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both XLPS.L and XLPP.L have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XLPS.L vs. XLPP.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

XLPP.L
XLPP.L Risk / Return Rank: 1515
Overall Rank
XLPP.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XLPP.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
XLPP.L Omega Ratio Rank: 1313
Omega Ratio Rank
XLPP.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XLPP.L Martin Ratio Rank: 1515
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. XLPP.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 US Consumer Staples Sector UCITS ETF (XLPP.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.LXLPP.LDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.33

0.00

Sortino ratio

Return per unit of downside risk

0.57

0.58

0.00

Omega ratio

Gain probability vs. loss probability

1.07

1.07

0.00

Calmar ratio

Return relative to maximum drawdown

0.53

0.49

+0.04

Martin ratio

Return relative to average drawdown

1.26

1.17

+0.09

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

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

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.33

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.59

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.55

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.61

+0.22

Correlation

The correlation between XLPS.L and XLPP.L is 0.91, 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

XLPS.L vs. XLPP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XLPS.L vs. XLPP.L - Drawdown Comparison

The maximum XLPS.L drawdown since its inception was -23.98%, roughly equal to the maximum XLPP.L drawdown of -23.46%. Use the drawdown chart below to compare losses from any high point for XLPS.L and XLPP.L.


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Drawdown Indicators


XLPS.LXLPP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.98%

-18.86%

-5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-7.98%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-17.31%

-13.72%

-3.59%

Max Drawdown (10Y)

Largest decline over 10 years

-23.98%

-18.86%

-5.12%

Current Drawdown

Current decline from peak

-8.13%

-6.73%

-1.40%

Average Drawdown

Average peak-to-trough decline

-3.68%

-4.53%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

3.83%

-0.06%

Volatility

XLPS.L vs. XLPP.L - Volatility Comparison

Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) and Invesco US Consumer Staples Sector UCITS ETF (XLPP.L) have volatilities of 4.49% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLPS.LXLPP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

4.41%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

10.21%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

14.42%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.03%

13.25%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

13.68%

-0.18%