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GLCB.L vs. SXRU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLCB.L vs. SXRU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.L) and iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLCB.L is traded in GBp, while SXRU.DE is traded in EUR. To make them comparable, the SXRU.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLCB.L achieves a 18.03% return, which is significantly higher than SXRU.DE's 10.68% return. Over the past 10 years, GLCB.L has underperformed SXRU.DE with an annualized return of 6.26%, while SXRU.DE has yielded a comparatively higher 13.47% annualized return.


GLCB.L

1D
-0.23%
1M
1.57%
YTD
18.03%
6M
18.11%
1Y
35.75%
3Y*
16.76%
5Y*
6.83%
10Y*
6.26%

SXRU.DE

1D
-0.25%
1M
5.50%
YTD
10.68%
6M
10.80%
1Y
26.80%
3Y*
15.75%
5Y*
11.24%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLCB.L vs. SXRU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLCB.L
SPDR Refinitiv Global Convertible Bond UCITS ETF
18.03%16.97%8.82%8.16%-10.86%-2.14%33.15%9.84%-25.44%11.93%
SXRU.DE
iShares Dow Jones Industrial Average UCITS ETF (Acc)
10.68%7.39%15.87%9.51%2.87%22.56%3.98%21.51%0.92%16.83%

Correlation

The correlation between GLCB.L and SXRU.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2014

0.43

The correlation between GLCB.L and SXRU.DE shifts across timeframes, from 0.39 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLCB.L vs. SXRU.DE — Risk / Return Rank

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

GLCB.L
GLCB.L Risk / Return Rank: 9595
Overall Rank
GLCB.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GLCB.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
GLCB.L Omega Ratio Rank: 9494
Omega Ratio Rank
GLCB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
GLCB.L Martin Ratio Rank: 9494
Martin Ratio Rank

SXRU.DE
SXRU.DE Risk / Return Rank: 7575
Overall Rank
SXRU.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SXRU.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
SXRU.DE Omega Ratio Rank: 7474
Omega Ratio Rank
SXRU.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
SXRU.DE Martin Ratio Rank: 7272
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.

GLCB.L vs. SXRU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.L) and iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLCB.LSXRU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.61

1.41

+0.20

Calmar ratioReturn relative to maximum drawdown

6.95

3.68

+3.27

Martin ratioReturn relative to average drawdown

22.84

12.09

+10.76

GLCB.L vs. SXRU.DE - Sharpe Ratio Comparison

The current GLCB.L Sharpe Ratio is 3.20, which is higher than the SXRU.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of GLCB.L and SXRU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GLCB.L vs. SXRU.DE - Drawdown Comparison

The maximum GLCB.L drawdown since its inception was -29.82%, roughly equal to the maximum SXRU.DE drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for GLCB.L and SXRU.DE.


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Drawdown Indicators


GLCB.LSXRU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.82%

-31.02%

+1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.12%

-7.25%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-8.41%

-19.25%

+10.84%

Max Drawdown (5Y)

Largest decline over 5 years

-19.80%

-19.25%

-0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-29.82%

-28.94%

-0.88%

Current Drawdown

Current decline from peak

-2.25%

-0.25%

-2.00%

Average Drawdown

Average peak-to-trough decline

-9.81%

-5.52%

-4.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

2.21%

-0.65%

Volatility

GLCB.L vs. SXRU.DE - Volatility Comparison

SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.L) has a higher volatility of 3.80% compared to iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) at 3.13%. This indicates that GLCB.L's price experiences larger fluctuations and is considered to be riskier than SXRU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLCB.LSXRU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

3.13%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

8.43%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

11.63%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.97%

13.73%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.97%

15.78%

-2.81%

GLCB.L vs. SXRU.DE - Expense Ratio Comparison

GLCB.L has a 0.50% expense ratio, which is higher than SXRU.DE's 0.33% expense ratio.


Dividends

GLCB.L vs. SXRU.DE - Dividend Comparison

GLCB.L's dividend yield for the trailing twelve months is around 0.57%, while SXRU.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GLCB.L
SPDR Refinitiv Global Convertible Bond UCITS ETF
0.57%0.66%0.47%0.23%0.23%0.17%0.31%0.43%0.35%0.38%
SXRU.DE
iShares Dow Jones Industrial Average UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLCB.L and SXRU.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRU.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRU.DE is cheaper with a 0.33% expense ratio, compared with 0.50% for GLCB.L.

GLCB.L is categorized as Convertible Bonds, while SXRU.DE is Large Cap Blend Equities. GLCB.L tracks Refinitiv Global CB TR USD, while SXRU.DE tracks Dow Jones Industrial Average. They also come from different issuers: State Street and iShares. Their fees differ too: 0.50% for GLCB.L and 0.33% for SXRU.DE.

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