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SPDR® S&P® U.S. Communication Services Select Sect...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BFWFPX50
IssuerState Street
Inception DateAug 15, 2018
CategoryCommunications Equities
Index TrackedMSCI World/Comm Services NR USD
Asset ClassEquity

Expense Ratio

The SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF features an expense ratio of 0.15%, falling within the medium range.


Expense ratio chart for GXLC.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
17.68%
17.73%
GXLC.L (SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF had a return of 10.38% year-to-date (YTD) and 35.46% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.38%6.33%
1 month0.31%-2.81%
6 months17.68%21.13%
1 year35.46%24.56%
5 years (annualized)11.39%11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.37%1.76%4.11%
20230.75%-1.97%3.35%4.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of GXLC.L is 90, placing it in the top 10% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of GXLC.L is 9090
SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF(GXLC.L)
The Sharpe Ratio Rank of GXLC.L is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of GXLC.L is 9292Sortino Ratio Rank
The Omega Ratio Rank of GXLC.L is 9191Omega Ratio Rank
The Calmar Ratio Rank of GXLC.L is 7878Calmar Ratio Rank
The Martin Ratio Rank of GXLC.L is 9797Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF (GXLC.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GXLC.L
Sharpe ratio
The chart of Sharpe ratio for GXLC.L, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for GXLC.L, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.003.45
Omega ratio
The chart of Omega ratio for GXLC.L, currently valued at 1.42, compared to the broader market1.001.502.001.42
Calmar ratio
The chart of Calmar ratio for GXLC.L, currently valued at 1.51, compared to the broader market0.002.004.006.008.0010.001.51
Martin ratio
The chart of Martin ratio for GXLC.L, currently valued at 19.71, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF Sharpe ratio is 2.33. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
2.33
1.69
GXLC.L (SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.61%
-2.21%
GXLC.L (SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF was 35.84%, occurring on Dec 20, 2022. Recovery took 275 trading sessions.

The current SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF drawdown is 1.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.84%Sep 2, 2021328Dec 20, 2022275Jan 25, 2024603
-22.13%Feb 20, 202016Mar 12, 202059Jun 9, 202075
-18.41%Aug 29, 201884Dec 24, 201881Apr 23, 2019165
-8.43%Aug 2, 201957Oct 22, 201954Jan 9, 2020111
-7.64%Apr 30, 201924Jun 4, 201920Jul 2, 201944

Volatility

Volatility Chart

The current SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF volatility is 3.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.14%
4.46%
GXLC.L (SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF)
Benchmark (^GSPC)