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SPDR S&P U.S. Communication Services Select Sector...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
SPDR
Inception Date
Aug 15, 2018
Leveraged
1x (No leverage)
Index Tracked
S&P Communication Services Select Sector Daily Capped 35/20 Index
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.L) has returned -5.55% so far this year and 25.21% over the past 12 months.


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

1D
1.42%
1M
-6.33%
YTD
-5.55%
6M
-2.53%
1Y
25.21%
3Y*
25.77%
5Y*
9.97%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 17, 2018, SXLC.L's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, your investment would double in approximately 5.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jan 2023 with a return of +15.7%, while the worst month was Apr 2022 at -12.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SXLC.L closed higher 53% of trading days. The best single day was Feb 1, 2019 with a return of +8.8%, while the worst single day was Mar 12, 2020 at -8.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.80%-1.91%-6.33%-5.55%
20255.78%-2.72%-6.26%1.74%8.66%7.02%1.21%3.27%3.88%0.40%3.15%-0.35%27.87%
20244.37%1.24%4.04%-3.50%4.67%4.52%0.45%0.16%3.68%2.86%6.13%-0.43%31.59%
202315.65%-1.51%7.37%2.74%3.24%4.97%5.74%-1.08%-2.99%-2.54%7.78%5.48%53.10%
2022-7.01%-4.32%1.05%-12.73%-0.26%-8.84%1.91%-1.42%-10.02%-1.75%2.79%-3.69%-37.27%
20210.41%8.01%1.56%5.68%1.21%2.24%2.12%3.23%-5.34%-0.07%-5.98%3.78%17.19%

Benchmark Metrics

SPDR S&P U.S. Communication Services Select Sector UCITS ETF has an annualized alpha of 9.13%, beta of 0.50, and R² of 0.24 versus S&P 500 Index. Calculated based on daily prices since August 20, 2018.

  • This ETF captured 105.61% of S&P 500 Index gains but only 94.91% of its losses — a favorable profile for investors.
  • Beta of 0.50 may look defensive, but with R² of 0.24 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.24 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
9.13%
Beta
0.50
0.24
Upside Capture
105.61%
Downside Capture
94.91%

Expense Ratio

SXLC.L has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

SXLC.L ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SXLC.L Risk / Return Rank: 7878
Overall Rank
SXLC.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SXLC.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
SXLC.L Omega Ratio Rank: 7373
Omega Ratio Rank
SXLC.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
SXLC.L Martin Ratio Rank: 7575
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.L) and compare them to a chosen benchmark (S&P 500 Index).


SXLC.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.47

0.90

+0.57

Sortino ratio

Return per unit of downside risk

2.22

1.39

+0.84

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

2.28

1.40

+0.88

Martin ratio

Return relative to average drawdown

8.09

6.61

+1.48

Explore SXLC.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 45.43%, occurring on Nov 4, 2022. Recovery took 397 trading sessions.

The current SPDR S&P U.S. Communication Services Select Sector UCITS ETF drawdown is 8.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.43%Sep 2, 2021297Nov 4, 2022397Jun 5, 2024694
-30.49%Feb 20, 202023Mar 23, 202076Jul 13, 202099
-20.07%Aug 30, 201883Dec 24, 201881Apr 23, 2019164
-17.57%Feb 18, 202535Apr 7, 202529May 21, 202564
-9.93%Sep 3, 202013Sep 21, 202033Nov 5, 202046

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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