Invesco Energy S&P US Select Sector UCITS ETF

10-Year Study

XLEP.LSE · · GB · ETF

Executive Summary: Invesco Energy S&P US Select Sector UCITS ETF has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 59.2% and an annualized volatility of 31.8%.

1Y CAGR
+46.3%
3Y CAGR
+13.9%
5Y CAGR
+22.0%
10Y CAGR
+9.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
59.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +81.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -35.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.210.816.3-11.7————————25.4%
20255.9-0.42.4-16.7-0.23.66.21.2-0.10.82.5-1.61.4%
20240.22.99.81.9-5.31.20.5-5.5-4.95.69.3-9.24.8%
20231.7-5.0-3.41.4-8.44.07.12.86.8-5.7-5.70.8-5.1%
202219.47.214.52.815.7-15.47.39.7-5.019.1-2.7-5.081.4%
20214.218.04.70.82.46.6-8.5-0.513.37.5-1.4-0.753.8%
2020-10.0-14.8-31.128.12.1-2.4-9.3-0.6-12.1-7.030.40.2-35.0%
20197.50.24.50.4-7.96.83.8-9.33.7-7.61.93.75.8%
2018-2.3-6.0-2.212.76.61.41.6-2.72.9-9.6-3.3-11.2-13.7%
2017-6.4-0.6-2.1-5.9-4.0-0.91.4-3.05.50.4-0.36.4-9.9%
2016———5.91.111.6-2.03.54.14.15.34.244.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 31.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.5% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110592.570065035325
2016-05-0110711.177654049501
2016-06-0111956.20642867169
2016-07-0111718.289430589997
2016-08-0112128.620221775138
2016-09-0112629.48579984092
2016-10-0113151.639919524634
2016-11-0113845.272072240678
2016-12-0114431.525756795958
2017-01-0113511.673606887194
2017-02-0113431.432180788845
2017-03-0113151.172039489074
2017-04-0112369.110560052402
2017-05-0111879.006222804474
2017-06-0111770.691994572591
2017-07-0111941.234267533804
2017-08-0111583.539980349038
2017-09-0112221.962288869136
2017-10-0112265.943012211668
2017-11-0112230.150189491413
2017-12-0113007.532868572498
2018-01-0112709.727225939268
2018-02-0111945.445187853833
2018-03-0111688.579048332009
2018-04-0113173.630281195901
2018-05-0114043.887147335423
2018-06-0114241.80040237683
2018-07-0114473.634959996258
2018-08-0114076.170869788986
2018-09-0114480.88710054742
2018-10-0113088.242174706405
2018-11-0112652.177981565526
2018-12-0111231.2263135732
2019-01-0112069.433397276938
2019-02-0112096.570439339353
2019-03-0112639.077340569878
2019-04-0112684.46170401909
2019-05-0111685.303888083095
2019-06-0112474.149628035371
2019-07-0112944.13512375427
2019-08-0111743.554952510176
2019-09-0112179.853085668834
2019-10-0111250.643335048893
2019-11-0111467.505731530437
2019-12-0111886.960183408974
2020-01-0110700.182473213868
2020-02-019117.344312918167
2020-03-016284.564637626912
2020-04-018050.577831843914
2020-05-018222.523744911805
2020-06-018026.949890048191
2020-07-017280.213353296214
2020-08-017233.425349740327
2020-09-016358.489683245217
2020-10-015912.3660693398215
2020-11-017708.3235858325925
2020-12-017725.635147148271
2021-01-018050.811771861694
2021-02-019502.17564216535
2021-03-019948.533196088523
2021-04-0110029.476442240211
2021-05-0110272.30618069527
2021-06-0110949.328592148973
2021-07-0110014.036401066765
2021-08-019967.248397510879
2021-09-0111292.284658213634
2021-10-0112139.38146259299
2021-11-0111966.031909418423
2021-12-0111884.152903195622
2022-01-0114185.654798109763
2022-02-0115208.674495859263
2022-03-0117411.45370327048
2022-04-0117891.030739718335
2022-05-0120702.521873391663
2022-06-0117514.153371075656
2022-07-0118789.126467973612
2022-08-0120609.881626351005
2022-09-0119571.65582744584
2022-10-0123314.462171899126
2022-11-0122690.544144481355
2022-12-0121561.081738642213
2023-01-0121918.30814579142
2023-02-0120814.813081925797
2023-03-0120096.851167360688
2023-04-0120374.070088429326
2023-05-0118671.688579048332
2023-06-0119417.48935572919
2023-07-0120801.24456089459
2023-08-0121386.56248537875
2023-09-0122834.88513545127
2023-10-0121523.6513357975
2023-11-0120299.443222757687
2023-12-0120467.412155523325
2024-01-0120513.264399008094
2024-02-0121108.173864221215
2024-03-0123185.327282084876
2024-04-0123627.47391568802
2024-05-0122384.78454124362
2024-06-0122662.939222383382
2024-07-0122784.82197164647
2024-08-0121532.774996490898
2024-09-0120470.453375754456
2024-10-0121625.181303513782
2024-11-0123630.047255883594
2024-12-0121459.551770925933
2025-01-0122717.681186543774
2025-02-0122619.192439058625
2025-03-0123153.745379684646
2025-04-0119293.033266270526
2025-05-0119253.263463248022
2025-06-0119952.744116408554
2025-07-0121183.268609928415
2025-08-0121428.90562859683
2025-09-0121412.529827352268
2025-10-0121578.62723997567
2025-11-0122112.0104805128
2025-12-0121761.100453843635
2026-01-0123985.870022926123
2026-02-0126570.90721938895
2026-03-0130898.797548308612
2026-04-0127291.44247414963
Annual Return Matrix
YearAnnual Return
2017-0.09867237270826246
2018-0.13655983597712318
20190.058384886167176964
2020-0.35007478548374404
20210.5382751937984496
20220.814271653543307
2023-0.05072424456138447
20240.04847411132700885
20250.014051956263422483
20260.25413889486132013
Total Factor Risk
0.31784389453665474
VTI.US Exposure
0.0051390714532073755
VEA.US Exposure
0.00043022206105083454
VWO.US Exposure
0.0020761729382765357
QQQ.US Exposure
0.041749741338525076
VTV.US Exposure
0.08634748369344909
IJR.US Exposure
0.029142564421250728
QUAL.US Exposure
0.0002445534662733426
SHV.US Exposure
0.40523463127813847
TLT.US Exposure
0.0010187938201741524
LQD.US Exposure
-0.013045567236059161
HYG.US Exposure
0.010529616549598338
GLD.US Exposure
-0.0023751000946859377
USO.US Exposure
0.20934477584751018
VNQ.US Exposure
0.012050553787821787
BTC-USD.CC Exposure
0.000039574934062503895
CPER.US Exposure
0.007618489302744903
VIX.INDX Exposure
-0.0008434440455607093
UUP.US Exposure
0.10412259688179602
TIP.US Exposure
0.006194792305588199
Idiosyncratic Exposure
0.0949804772968382
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+18.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
12.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco Energy S&P US Select Sector UCITS ETF a high-risk investment?

Invesco Energy S&P US Select Sector UCITS ETF (XLEP.LSE) has an annualized volatility of 31.8% and experienced a maximum drawdown of 59.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of XLEP.LSE?

Over the past 10 years, XLEP.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.9%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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