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GXLC.L vs. XLCP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXLC.L vs. XLCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF (GXLC.L) and Invesco Communications S&P US Select Sector UCITS ETF A (XLCP.L). The values are adjusted to include any dividend payments, if applicable.

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GXLC.L vs. XLCP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GXLC.L
SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF
-3.80%19.01%33.60%45.06%-29.78%18.90%22.83%25.39%-10.39%
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A
-2.66%11.11%40.05%43.94%-32.63%15.05%17.17%27.75%-8.58%
Different Trading Currencies

GXLC.L is traded in GBP, while XLCP.L is traded in GBp. To make them comparable, the XLCP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GXLC.L achieves a -3.80% return, which is significantly lower than XLCP.L's -2.66% return.


GXLC.L

1D
1.19%
1M
-4.55%
YTD
-3.80%
6M
-0.75%
1Y
22.40%
3Y*
23.07%
5Y*
10.98%
10Y*

XLCP.L

1D
0.78%
1M
-3.65%
YTD
-2.66%
6M
-4.24%
1Y
13.01%
3Y*
22.65%
5Y*
9.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXLC.L vs. XLCP.L - Expense Ratio Comparison

GXLC.L has a 0.15% expense ratio, which is higher than XLCP.L's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GXLC.L vs. XLCP.L — Risk / Return Rank

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

GXLC.L
GXLC.L Risk / Return Rank: 7575
Overall Rank
GXLC.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GXLC.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
GXLC.L Omega Ratio Rank: 6868
Omega Ratio Rank
GXLC.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
GXLC.L Martin Ratio Rank: 7272
Martin Ratio Rank

XLCP.L
XLCP.L Risk / Return Rank: 4444
Overall Rank
XLCP.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XLCP.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
XLCP.L Omega Ratio Rank: 4040
Omega Ratio Rank
XLCP.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
XLCP.L Martin Ratio Rank: 3737
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.

GXLC.L vs. XLCP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF (GXLC.L) and Invesco Communications S&P US Select Sector UCITS ETF A (XLCP.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.


GXLC.LXLCP.LDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.84

+0.53

Sortino ratio

Return per unit of downside risk

2.02

1.26

+0.76

Omega ratio

Gain probability vs. loss probability

1.25

1.16

+0.09

Calmar ratio

Return relative to maximum drawdown

2.33

1.33

+1.00

Martin ratio

Return relative to average drawdown

7.54

3.41

+4.14

GXLC.L vs. XLCP.L - Sharpe Ratio Comparison

The current GXLC.L Sharpe Ratio is 1.37, which is higher than the XLCP.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of GXLC.L and XLCP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GXLC.LXLCP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.84

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.54

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.63

+0.03

Correlation

The correlation between GXLC.L and XLCP.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GXLC.L vs. XLCP.L - Dividend Comparison

Neither GXLC.L nor XLCP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GXLC.L vs. XLCP.L - Drawdown Comparison

The maximum GXLC.L drawdown since its inception was -35.84%, smaller than the maximum XLCP.L drawdown of -38.47%. Use the drawdown chart below to compare losses from any high point for GXLC.L and XLCP.L.


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Drawdown Indicators


GXLC.LXLCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.84%

-38.47%

+2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-8.70%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

-38.47%

+2.63%

Current Drawdown

Current decline from peak

-6.65%

-6.22%

-0.43%

Average Drawdown

Average peak-to-trough decline

-7.86%

-8.61%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

3.40%

-0.72%

Volatility

GXLC.L vs. XLCP.L - Volatility Comparison

SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF (GXLC.L) and Invesco Communications S&P US Select Sector UCITS ETF A (XLCP.L) have volatilities of 4.18% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXLC.LXLCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

3.99%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

9.25%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

15.44%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

17.72%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

18.67%

+0.46%