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XLVS.L vs. QTOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLVS.L vs. QTOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Health Care S&P US Select Sector UCITS ETF Acc (XLVS.L) and iShares Nasdaq Top 30 Stocks ETF (QTOP). The values are adjusted to include any dividend payments, if applicable.

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XLVS.L vs. QTOP - Yearly Performance Comparison


2026 (YTD)20252024
XLVS.L
Invesco Health Care S&P US Select Sector UCITS ETF Acc
-4.71%14.78%-8.04%
QTOP
iShares Nasdaq Top 30 Stocks ETF
-4.91%22.19%5.80%

Returns By Period

The year-to-date returns for both stocks are quite close, with XLVS.L having a -4.71% return and QTOP slightly lower at -4.91%.


XLVS.L

1D
1.78%
1M
-6.39%
YTD
-4.71%
6M
4.80%
1Y
3.47%
3Y*
6.07%
5Y*
6.19%
10Y*
9.53%

QTOP

1D
1.40%
1M
-3.16%
YTD
-4.91%
6M
-2.53%
1Y
27.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLVS.L vs. QTOP - Expense Ratio Comparison

XLVS.L has a 0.14% expense ratio, which is lower than QTOP's 0.20% 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

XLVS.L vs. QTOP — Risk / Return Rank

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

XLVS.L
XLVS.L Risk / Return Rank: 1717
Overall Rank
XLVS.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XLVS.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
XLVS.L Omega Ratio Rank: 1616
Omega Ratio Rank
XLVS.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XLVS.L Martin Ratio Rank: 1717
Martin Ratio Rank

QTOP
QTOP Risk / Return Rank: 7070
Overall Rank
QTOP Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QTOP Sortino Ratio Rank: 6969
Sortino Ratio Rank
QTOP Omega Ratio Rank: 6666
Omega Ratio Rank
QTOP Calmar Ratio Rank: 7979
Calmar Ratio Rank
QTOP Martin Ratio Rank: 7171
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.

XLVS.L vs. QTOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Health Care S&P US Select Sector UCITS ETF Acc (XLVS.L) and iShares Nasdaq Top 30 Stocks ETF (QTOP). 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.


XLVS.LQTOPDifference

Sharpe ratio

Return per unit of total volatility

0.20

1.17

-0.97

Sortino ratio

Return per unit of downside risk

0.40

1.78

-1.39

Omega ratio

Gain probability vs. loss probability

1.05

1.25

-0.20

Calmar ratio

Return relative to maximum drawdown

0.39

2.21

-1.82

Martin ratio

Return relative to average drawdown

0.83

7.54

-6.71

XLVS.L vs. QTOP - Sharpe Ratio Comparison

The current XLVS.L Sharpe Ratio is 0.20, which is lower than the QTOP Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of XLVS.L and QTOP, 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


XLVS.LQTOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

1.17

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.68

-0.04

Correlation

The correlation between XLVS.L and QTOP is 0.01, 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

XLVS.L vs. QTOP - Dividend Comparison

XLVS.L has not paid dividends to shareholders, while QTOP's dividend yield for the trailing twelve months is around 0.41%.


Drawdowns

XLVS.L vs. QTOP - Drawdown Comparison

The maximum XLVS.L drawdown since its inception was -26.88%, which is greater than QTOP's maximum drawdown of -23.28%. Use the drawdown chart below to compare losses from any high point for XLVS.L and QTOP.


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Drawdown Indicators


XLVS.LQTOPDifference

Max Drawdown

Largest peak-to-trough decline

-26.88%

-23.28%

-3.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.69%

-12.88%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-17.56%

Max Drawdown (10Y)

Largest decline over 10 years

-26.88%

Current Drawdown

Current decline from peak

-7.16%

-8.35%

+1.19%

Average Drawdown

Average peak-to-trough decline

-4.85%

-4.12%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

3.78%

+1.17%

Volatility

XLVS.L vs. QTOP - Volatility Comparison

The current volatility for Invesco Health Care S&P US Select Sector UCITS ETF Acc (XLVS.L) is 4.65%, while iShares Nasdaq Top 30 Stocks ETF (QTOP) has a volatility of 7.24%. This indicates that XLVS.L experiences smaller price fluctuations and is considered to be less risky than QTOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLVS.LQTOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

7.24%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

13.92%

-4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

23.53%

-6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

23.11%

-8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

23.11%

-7.67%