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

Performance

GXLC.L vs. XSSW.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 Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXLC.L achieves a 2.07% return, which is significantly lower than XSSW.L's 3.87% return.


GXLC.L

1D
1.55%
1M
-2.03%
YTD
2.07%
6M
1.19%
1Y
22.13%
3Y*
22.19%
5Y*
11.50%
10Y*

XSSW.L

1D
1.00%
1M
-0.30%
YTD
3.87%
6M
2.52%
1Y
25.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between GXLC.L and XSSW.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2023

0.94

The correlation between GXLC.L and XSSW.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

GXLC.L vs. XSSW.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: 5050
Overall Rank
GXLC.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GXLC.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
GXLC.L Omega Ratio Rank: 4444
Omega Ratio Rank
GXLC.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
GXLC.L Martin Ratio Rank: 5454
Martin Ratio Rank

XSSW.L
XSSW.L Risk / Return Rank: 5959
Overall Rank
XSSW.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XSSW.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
XSSW.L Omega Ratio Rank: 5454
Omega Ratio Rank
XSSW.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
XSSW.L Martin Ratio Rank: 6262
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. XSSW.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 Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.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.LXSSW.LDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.28

1.33

-0.05

Calmar ratioReturn relative to maximum drawdown

2.55

2.87

-0.33

Martin ratioReturn relative to average drawdown

9.15

11.02

-1.86

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

The current GXLC.L Sharpe Ratio is 1.65, which is comparable to the XSSW.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of GXLC.L and XSSW.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.


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Sharpe Ratios by Period


GXLC.LXSSW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.95

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.57

-0.88

Drawdowns

GXLC.L vs. XSSW.L - Drawdown Comparison

The maximum GXLC.L drawdown since its inception was -35.84%, which is greater than XSSW.L's maximum drawdown of -20.71%. Use the drawdown chart below to compare losses from any high point for GXLC.L and XSSW.L.


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Drawdown Indicators


GXLC.LXSSW.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.84%

-20.71%

-15.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-8.98%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-18.45%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

Current Drawdown

Current decline from peak

-4.54%

-3.17%

-1.37%

Average Drawdown

Average peak-to-trough decline

-7.72%

-3.07%

-4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.35%

+0.06%

Volatility

GXLC.L vs. XSSW.L - Volatility Comparison

SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF (GXLC.L) has a higher volatility of 4.36% compared to Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) at 3.93%. This indicates that GXLC.L's price experiences larger fluctuations and is considered to be riskier than XSSW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXLC.LXSSW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

3.93%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

9.42%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.32%

13.23%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

15.69%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

15.69%

+3.35%

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

GXLC.L has a 0.15% expense ratio, which is lower than XSSW.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GXLC.L vs. XSSW.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, GXLC.L and XSSW.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, GXLC.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXLC.L is cheaper with a 0.15% expense ratio, compared with 0.25% for XSSW.L.

GXLC.L tracks MSCI World/Comm Services NR USD, while XSSW.L tracks MSCI World Communication Services 20-35 Custom Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.15% for GXLC.L and 0.25% for XSSW.L.

Portfolio Optimizer

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