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GXLF.L vs. BNKS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXLF.L vs. BNKS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P US Financials Select Sector UCITS ETF (GXLF.L) and iShares S&P U.S. Banks (BNKS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GXLF.L achieves a -4.87% return, which is significantly lower than BNKS.L's 4.03% return.


GXLF.L

1D
3.21%
1M
2.06%
YTD
-4.87%
6M
-2.66%
1Y
4.61%
3Y*
15.45%
5Y*
10Y*

BNKS.L

1D
3.49%
1M
1.92%
YTD
4.03%
6M
6.76%
1Y
29.13%
3Y*
23.12%
5Y*
5.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXLF.L vs. BNKS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
GXLF.L
SPDR S&P US Financials Select Sector UCITS ETF
-4.87%7.31%32.20%6.05%-1.25%
BNKS.L
iShares S&P U.S. Banks
4.03%11.87%30.79%-8.55%-7.57%

Correlation

The correlation between GXLF.L and BNKS.L is 0.77, 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

0.77

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

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2022

0.76

The correlation between GXLF.L and BNKS.L has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

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Return for Risk

GXLF.L vs. BNKS.L — Risk / Return Rank

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

GXLF.L
GXLF.L Risk / Return Rank: 1313
Overall Rank
GXLF.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GXLF.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
GXLF.L Omega Ratio Rank: 1313
Omega Ratio Rank
GXLF.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
GXLF.L Martin Ratio Rank: 1313
Martin Ratio Rank

BNKS.L
BNKS.L Risk / Return Rank: 3636
Overall Rank
BNKS.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BNKS.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
BNKS.L Omega Ratio Rank: 3636
Omega Ratio Rank
BNKS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
BNKS.L Martin Ratio Rank: 3131
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.

GXLF.L vs. BNKS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Financials Select Sector UCITS ETF (GXLF.L) and iShares S&P U.S. Banks (BNKS.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.


GXLF.LBNKS.LDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.07

1.24

-0.18

Calmar ratioReturn relative to maximum drawdown

0.36

1.85

-1.49

Martin ratioReturn relative to average drawdown

0.84

5.43

-4.59

GXLF.L vs. BNKS.L - Sharpe Ratio Comparison

The current GXLF.L Sharpe Ratio is 0.33, which is lower than the BNKS.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of GXLF.L and BNKS.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


GXLF.LBNKS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.39

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.20

+0.31

Drawdowns

GXLF.L vs. BNKS.L - Drawdown Comparison

The maximum GXLF.L drawdown since its inception was -18.21%, smaller than the maximum BNKS.L drawdown of -45.87%. Use the drawdown chart below to compare losses from any high point for GXLF.L and BNKS.L.


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Drawdown Indicators


GXLF.LBNKS.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.21%

-45.87%

+27.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-15.69%

+2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.21%

-29.89%

+11.68%

Max Drawdown (5Y)

Largest decline over 5 years

-45.87%

Current Drawdown

Current decline from peak

-6.67%

-4.17%

-2.50%

Average Drawdown

Average peak-to-trough decline

-5.79%

-15.28%

+9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

5.36%

+0.12%

Volatility

GXLF.L vs. BNKS.L - Volatility Comparison

The current volatility for SPDR S&P US Financials Select Sector UCITS ETF (GXLF.L) is 4.36%, while iShares S&P U.S. Banks (BNKS.L) has a volatility of 6.01%. This indicates that GXLF.L experiences smaller price fluctuations and is considered to be less risky than BNKS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXLF.LBNKS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

6.01%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

15.81%

-5.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

20.89%

-6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

26.95%

-9.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

30.65%

-13.66%

GXLF.L vs. BNKS.L - Expense Ratio Comparison

GXLF.L has a 0.15% expense ratio, which is lower than BNKS.L's 0.35% expense ratio.


Dividends

GXLF.L vs. BNKS.L - Dividend Comparison

Neither GXLF.L nor BNKS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GXLF.L and BNKS.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GXLF.L is cheaper with a 0.15% expense ratio, compared with 0.35% for BNKS.L.

Both ETFs track MSCI World/Financials NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for GXLF.L and 0.35% for BNKS.L.

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