XLPS.L vs. XLYS.L
Compare and contrast key facts about Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) and Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L).
XLPS.L and XLYS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLPS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Consumer Staples Index. It was launched on Dec 16, 2009. XLYS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Consumer Discretionary Index. It was launched on Dec 16, 2009. Both XLPS.L and XLYS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XLPS.L vs. XLYS.L - Performance Comparison
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XLPS.L vs. XLYS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XLYS.L Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc | -7.85% | 7.65% | 28.46% | 39.95% | -33.91% | 28.81% | 26.41% | 28.22% | 0.45% | 22.19% |
Returns By Period
In the year-to-date period, XLPS.L achieves a 6.33% return, which is significantly higher than XLYS.L's -7.85% return. Over the past 10 years, XLPS.L has underperformed XLYS.L with an annualized return of 7.61%, while XLYS.L has yielded a comparatively higher 12.23% 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%
XLYS.L
- 1D
- 2.53%
- 1M
- -4.20%
- YTD
- -7.85%
- 6M
- -7.64%
- 1Y
- 12.27%
- 3Y*
- 15.79%
- 5Y*
- 7.49%
- 10Y*
- 12.23%
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XLPS.L vs. XLYS.L - Expense Ratio Comparison
Both XLPS.L and XLYS.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. XLYS.L — Risk / Return Rank
XLPS.L
XLYS.L
XLPS.L vs. XLYS.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 Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.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.L | XLYS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.58 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.57 | 0.97 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.12 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.80 | -0.27 |
Martin ratioReturn relative to average drawdown | 1.26 | 2.77 | -1.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLPS.L | XLYS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.58 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.34 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.59 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.83 | -0.01 |
Correlation
The correlation between XLPS.L and XLYS.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XLPS.L vs. XLYS.L - Dividend Comparison
Neither XLPS.L nor XLYS.L has paid dividends to shareholders.
Drawdowns
XLPS.L vs. XLYS.L - Drawdown Comparison
The maximum XLPS.L drawdown since its inception was -23.98%, smaller than the maximum XLYS.L drawdown of -37.47%. Use the drawdown chart below to compare losses from any high point for XLPS.L and XLYS.L.
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Drawdown Indicators
| XLPS.L | XLYS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.98% | -37.47% | +13.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -13.87% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -17.31% | -37.47% | +20.16% |
Max Drawdown (10Y)Largest decline over 10 years | -23.98% | -37.47% | +13.49% |
Current DrawdownCurrent decline from peak | -8.13% | -11.05% | +2.92% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -6.87% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 4.03% | -0.26% |
Volatility
XLPS.L vs. XLYS.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 Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) has a volatility of 6.98%. This indicates that XLPS.L experiences smaller price fluctuations and is considered to be less risky than XLYS.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.L | XLYS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 6.98% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 12.23% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.74% | 21.15% | -6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.03% | 22.18% | -9.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.50% | 20.74% | -7.24% |