XLUP.L vs. GSFTX

Last updated Jun 5, 2026

XLUP.L (Invesco US Utilities Sector UCITS ETF) and GSFTX (Columbia Dividend Income Fund) are both funds - XLUP.L is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while GSFTX is a Large Cap Value Equities fund managed by Columbia. Over the past 10 years, XLUP.L returned 9.27%/yr vs 13.35%/yr for GSFTX. At a 0.34 correlation, their price movements are largely independent. XLUP.L charges 0.14%/yr vs 0.66%/yr for GSFTX.

Performance

XLUP.L vs. GSFTX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Utilities Sector UCITS ETF (XLUP.L) and Columbia Dividend Income Fund (GSFTX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, XLUP.L achieves a 1.53% return, which is significantly lower than GSFTX's 8.45% return. Over the past 10 years, XLUP.L has underperformed GSFTX with an annualized return of 9.27%, while GSFTX has yielded a comparatively higher 13.35% annualized return.

XLUP.L

• 1D: -2.12%
• 1M: -5.97%
• YTD: 1.53%
• 6M: -0.68%
• 1Y: 9.53%
• 3Y*: 9.71%
• 5Y*: 9.57%
• 10Y*: 9.27%

GSFTX

• 1D: 0.28%
• 1M: 1.95%
• YTD: 8.45%
• 6M: 7.77%
• 1Y: 22.30%
• 3Y*: 13.68%
• 5Y*: 11.73%
• 10Y*: 13.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XLUP.L vs. GSFTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XLUP.L Invesco US Utilities Sector UCITS ETF	1.53%	8.12%	24.62%	-13.04%	13.97%	20.12%	-4.75%	21.36%	8.83%	0.91%
GSFTX Columbia Dividend Income Fund	8.45%	7.62%	17.01%	5.05%	6.36%	27.46%	4.59%	23.25%	1.29%	9.77%

Correlation

The correlation between XLUP.L and GSFTX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jul 1, 2014	0.34

The correlation between XLUP.L and GSFTX shifts across timeframes, from 0.24 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XLUP.L vs. GSFTX — Risk / Return Rank

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

XLUP.L

XLUP.L Risk / Return Rank: 20
XLUP.L Sharpe Ratio Rank: 20
XLUP.L Sortino Ratio Rank: 19
XLUP.L Omega Ratio Rank: 19
XLUP.L Calmar Ratio Rank: 22
XLUP.L Martin Ratio Rank: 19

GSFTX

GSFTX Risk / Return Rank: 65
GSFTX Sharpe Ratio Rank: 58
GSFTX Sortino Ratio Rank: 59
GSFTX Omega Ratio Rank: 53
GSFTX Calmar Ratio Rank: 81
GSFTX Martin Ratio Rank: 74

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.

XLUP.L vs. GSFTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Utilities Sector UCITS ETF (XLUP.L) and Columbia Dividend Income Fund (GSFTX). 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.

	XLUP.L	GSFTX	Difference
Sharpe ratio: Return per unit of total volatility	0.65	2.26	-1.61
Sortino ratio: Return per unit of downside risk	0.98	3.05	-2.06
Omega ratio: Gain probability vs. loss probability	1.12	1.40	-0.28
Calmar ratio: Return relative to maximum drawdown	1.01	4.23	-3.22
Martin ratio: Return relative to average drawdown	2.13	14.78	-12.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLUP.L vs. GSFTX - Sharpe Ratio Comparison

The current XLUP.L Sharpe Ratio is 0.65, which is lower than the GSFTX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of XLUP.L and GSFTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XLUP.L	GSFTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.65	2.26	-1.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.92	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.82	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.69	-0.10

Drawdowns

XLUP.L vs. GSFTX - Drawdown Comparison

The maximum XLUP.L drawdown since its inception was -29.94%, which is greater than GSFTX's maximum drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for XLUP.L and GSFTX.

Drawdown Indicators

	XLUP.L	GSFTX	Difference
Max Drawdown Largest peak-to-trough decline	-29.94%	-24.63%	-5.31%
Max Drawdown (1Y) Largest decline over 1 year	-9.35%	-5.03%	-4.32%
Max Drawdown (3Y) Largest decline over 3 years	-13.80%	-16.22%	+2.42%
Max Drawdown (5Y) Largest decline over 5 years	-29.94%	-16.22%	-13.72%
Max Drawdown (10Y) Largest decline over 10 years	-29.94%	-24.55%	-5.39%
Current Drawdown Current decline from peak	-9.00%	-0.26%	-8.74%
Average Drawdown Average peak-to-trough decline	-8.16%	-3.78%	-4.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.46%	1.44%	+3.02%

Volatility

XLUP.L vs. GSFTX - Volatility Comparison

Invesco US Utilities Sector UCITS ETF (XLUP.L) has a higher volatility of 5.29% compared to Columbia Dividend Income Fund (GSFTX) at 2.68%. This indicates that XLUP.L's price experiences larger fluctuations and is considered to be riskier than GSFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLUP.L	GSFTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	2.68%	+2.61%
Volatility (6M) Calculated over the trailing 6-month period	12.13%	7.03%	+5.10%
Volatility (1Y) Calculated over the trailing 1-year period	14.65%	9.43%	+5.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.67%	12.86%	+3.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.34%	16.30%	+2.04%

XLUP.L vs. GSFTX - Expense Ratio Comparison

XLUP.L has a 0.14% expense ratio, which is lower than GSFTX's 0.66% expense ratio.

Dividends

XLUP.L vs. GSFTX - Dividend Comparison

XLUP.L has not paid dividends to shareholders, while GSFTX's dividend yield for the trailing twelve months is around 5.00%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSFTX Columbia Dividend Income Fund	5.00%	5.35%	6.02%	4.96%	3.87%	2.87%	1.74%	2.90%	7.63%	4.00%	3.77%	8.27%
XLUP.L Invesco US Utilities 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%

Frequently Asked Questions

Can I hold both XLUP.L and GSFTX in my portfolio?

XLUP.L and GSFTX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.