PortfoliosLab logoPortfoliosLab logo
GXLE.L vs. IESU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXLE.L vs. IESU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P US Energy Select Sector UCITS ETF (GXLE.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with GXLE.L having a 27.26% return and IESU.L slightly higher at 28.61%. Over the past 10 years, GXLE.L has underperformed IESU.L with an annualized return of 5.89%, while IESU.L has yielded a comparatively higher 8.50% annualized return.


GXLE.L

1D
0.00%
1M
3.82%
6M
19.29%
YTD
27.26%
1Y
34.81%
3Y*
13.20%
5Y*
15.33%
10Y*
5.89%

IESU.L

1D
1.07%
1M
4.80%
6M
20.56%
YTD
28.61%
1Y
35.99%
3Y*
13.44%
5Y*
22.82%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXLE.L vs. IESU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GXLE.L
SPDR S&P US Energy Select Sector UCITS ETF
27.26%2.22%5.51%-5.03%34.51%52.53%-32.89%11.49%-18.52%-1.49%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.61%2.26%5.45%-5.96%83.53%53.82%-35.62%5.37%-13.39%-10.01%

Correlation

The correlation between GXLE.L and IESU.L is 0.99 - 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

0.99

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

0.97

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

0.94

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

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.77

Over the past year, GXLE.L and IESU.L have become more correlated (0.99) than their long-term average of 0.77, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GXLE.L vs. IESU.L — Risk / Return Rank

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

GXLE.L
GXLE.L Risk / Return Rank: 4949
Overall Rank
GXLE.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GXLE.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
GXLE.L Omega Ratio Rank: 5252
Omega Ratio Rank
GXLE.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
GXLE.L Martin Ratio Rank: 4040
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
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.

GXLE.L vs. IESU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Energy Select Sector UCITS ETF (GXLE.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.

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.


GXLE.LIESU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

2.07

2.07

0.00

Martin ratioReturn relative to average drawdown

4.95

5.01

-0.06

GXLE.L vs. IESU.L - Sharpe Ratio Comparison

The current GXLE.L Sharpe Ratio is 1.43, which is comparable to the IESU.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of GXLE.L and IESU.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.


Loading charts...

Drawdowns

GXLE.L vs. IESU.L - Drawdown Comparison

The maximum GXLE.L drawdown since its inception was -67.36%, which is greater than IESU.L's maximum drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for GXLE.L and IESU.L.


Loading charts...

Drawdown Indicators


GXLE.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.36%

-63.88%

-3.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.93%

-17.34%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-23.60%

-26.36%

+2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-28.25%

-26.36%

-1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-67.36%

-62.16%

-5.20%

Current Drawdown

Current decline from peak

-11.31%

-10.65%

-0.66%

Average Drawdown

Average peak-to-trough decline

-15.77%

-20.50%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.05%

7.16%

-0.11%

Volatility

GXLE.L vs. IESU.L - Volatility Comparison

SPDR S&P US Energy Select Sector UCITS ETF (GXLE.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) have volatilities of 7.16% and 7.50%, 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.


Loading charts...

Volatility by Period


GXLE.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

7.50%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

21.38%

21.74%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

24.46%

24.54%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.25%

29.08%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.78%

29.16%

+1.62%

GXLE.L vs. IESU.L - Expense Ratio Comparison

Both GXLE.L and IESU.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GXLE.L vs. IESU.L - Dividend Comparison

Neither GXLE.L nor IESU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, GXLE.L and IESU.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.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GXLE.L and IESU.L have the same expense ratio: 0.15% per year.

GXLE.L tracks MSCI World/Energy NR USD, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

Find the right allocation for GXLE.L and IESU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer