EBIG.L vs. XLYS.L

Last updated Jun 5, 2026

EBIG.L (Global X E-commerce UCITS ETF USD Accumulating) and XLYS.L (Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc) are both Consumer Staples Equities funds - EBIG.L tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while XLYS.L tracks the S&P® Select Sector Capped 20% Consumer Discretionary Index. Both are passively managed. Over the past 3 years, EBIG.L returned 14.80%/yr vs 12.62%/yr for XLYS.L. A 0.66 correlation means they provide meaningful diversification when combined. EBIG.L charges 0.50%/yr vs 0.14%/yr for XLYS.L.

Performance

EBIG.L vs. XLYS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X E-commerce UCITS ETF USD Accumulating (EBIG.L) and Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EBIG.L is traded in GBP, while XLYS.L is traded in USD. To make them comparable, the XLYS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EBIG.L achieves a -14.25% return, which is significantly lower than XLYS.L's -2.46% return.

EBIG.L

• 1D: 1.50%
• 1M: 0.30%
• YTD: -14.25%
• 6M: -14.34%
• 1Y: -7.64%
• 3Y*: 14.80%
• 5Y*: —
• 10Y*: —

XLYS.L

• 1D: 0.33%
• 1M: 0.33%
• YTD: -2.46%
• 6M: -1.94%
• 1Y: 10.70%
• 3Y*: 12.62%
• 5Y*: 9.68%
• 10Y*: 13.68%

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

EBIG.L vs. XLYS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EBIG.L Global X E-commerce UCITS ETF USD Accumulating	-14.25%	9.95%	33.02%	24.95%	-34.59%	-36.94%
XLYS.L Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc	-2.49%	-0.02%	30.71%	32.95%	-26.05%	-1.77%

Correlation

The correlation between EBIG.L and XLYS.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (All Time) Calculated using the full available price history since Nov 17, 2021	0.66

The correlation between EBIG.L and XLYS.L has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.

Return for Risk

EBIG.L vs. XLYS.L — Risk / Return Rank

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

EBIG.L

EBIG.L Risk / Return Rank: 6
EBIG.L Sharpe Ratio Rank: 5
EBIG.L Sortino Ratio Rank: 5
EBIG.L Omega Ratio Rank: 5
EBIG.L Calmar Ratio Rank: 6
EBIG.L Martin Ratio Rank: 6

XLYS.L

XLYS.L Risk / Return Rank: 18
XLYS.L Sharpe Ratio Rank: 18
XLYS.L Sortino Ratio Rank: 19
XLYS.L Omega Ratio Rank: 17
XLYS.L Calmar Ratio Rank: 18
XLYS.L Martin Ratio Rank: 19

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.

EBIG.L vs. XLYS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce UCITS ETF USD Accumulating (EBIG.L) and Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L). 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.

	EBIG.L	XLYS.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.42	0.62	-1.04
Sortino ratio: Return per unit of downside risk	-0.46	0.99	-1.45
Omega ratio: Gain probability vs. loss probability	0.95	1.12	-0.17
Calmar ratio: Return relative to maximum drawdown	-0.30	0.84	-1.14
Martin ratio: Return relative to average drawdown	-0.59	2.30	-2.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EBIG.L vs. XLYS.L - Sharpe Ratio Comparison

The current EBIG.L Sharpe Ratio is -0.42, which is lower than the XLYS.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EBIG.L and XLYS.L, 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

	EBIG.L	XLYS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.42	0.62	-1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.45	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	0.89	-1.20

Drawdowns

EBIG.L vs. XLYS.L - Drawdown Comparison

The maximum EBIG.L drawdown since its inception was -61.10%, which is greater than XLYS.L's maximum drawdown of -30.56%. Use the drawdown chart below to compare losses from any high point for EBIG.L and XLYS.L.

Drawdown Indicators

	EBIG.L	XLYS.L	Difference
Max Drawdown Largest peak-to-trough decline	-61.10%	-30.56%	-30.54%
Max Drawdown (1Y) Largest decline over 1 year	-25.69%	-12.67%	-13.02%
Max Drawdown (3Y) Largest decline over 3 years	-26.57%	-27.40%	+0.83%
Max Drawdown (5Y) Largest decline over 5 years	—	-30.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.56%	—
Current Drawdown Current decline from peak	-35.35%	-7.42%	-27.93%
Average Drawdown Average peak-to-trough decline	-42.51%	-6.18%	-36.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.87%	4.63%	+8.24%

Volatility

EBIG.L vs. XLYS.L - Volatility Comparison

The current volatility for Global X E-commerce UCITS ETF USD Accumulating (EBIG.L) is 4.41%, while Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) has a volatility of 5.49%. This indicates that EBIG.L experiences smaller price fluctuations and is considered to be less risky than XLYS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EBIG.L	XLYS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	5.49%	-1.08%
Volatility (6M) Calculated over the trailing 6-month period	14.03%	13.27%	+0.76%
Volatility (1Y) Calculated over the trailing 1-year period	18.12%	17.17%	+0.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.21%	21.57%	+7.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.21%	20.72%	+8.49%

EBIG.L vs. XLYS.L - Expense Ratio Comparison

EBIG.L has a 0.50% expense ratio, which is higher than XLYS.L's 0.14% expense ratio.

Dividends

EBIG.L vs. XLYS.L - Dividend Comparison

Neither EBIG.L nor XLYS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both EBIG.L and XLYS.L in my portfolio?

EBIG.L and XLYS.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EBIG.L or XLYS.L?

On fees, XLYS.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EBIG.L or XLYS.L?

XLYS.L is cheaper with a 0.14% expense ratio, compared with 0.50% for EBIG.L.

What is the main difference between EBIG.L and XLYS.L?

EBIG.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XLYS.L tracks S&P® Select Sector Capped 20% Consumer Discretionary Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.50% for EBIG.L and 0.14% for XLYS.L.