GXLF.L vs. UIFS.L
Compare and contrast key facts about SPDR S&P US Financials Select Sector UCITS ETF (GXLF.L) and iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L).
GXLF.L and UIFS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GXLF.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Financials NR USD. It was launched on Jul 7, 2015. UIFS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Financials Index. It was launched on Nov 20, 2015. Both GXLF.L and UIFS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GXLF.L vs. UIFS.L - Performance Comparison
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GXLF.L vs. UIFS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GXLF.L SPDR S&P US Financials Select Sector UCITS ETF | -8.63% | 7.31% | 32.20% | 6.05% | -1.25% |
UIFS.L iShares S&P 500 Financials Sector UCITS ETF USD (Acc) | -8.56% | 7.07% | 32.24% | 6.12% | -1.19% |
Different Trading Currencies
GXLF.L is traded in GBP, while UIFS.L is traded in GBp. To make them comparable, the UIFS.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 GXLF.L having a -8.63% return and UIFS.L slightly higher at -8.56%.
GXLF.L
- 1D
- 1.14%
- 1M
- -2.04%
- YTD
- -8.63%
- 6M
- -5.65%
- 1Y
- -1.95%
- 3Y*
- 14.46%
- 5Y*
- —
- 10Y*
- —
UIFS.L
- 1D
- 1.10%
- 1M
- -2.00%
- YTD
- -8.56%
- 6M
- -5.66%
- 1Y
- -1.94%
- 3Y*
- 14.47%
- 5Y*
- 10.08%
- 10Y*
- 12.90%
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GXLF.L vs. UIFS.L - Expense Ratio Comparison
Both GXLF.L and UIFS.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%.
Return for Risk
GXLF.L vs. UIFS.L — Risk / Return Rank
GXLF.L
UIFS.L
GXLF.L vs. UIFS.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 500 Financials Sector UCITS ETF USD (Acc) (UIFS.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.L | UIFS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | -0.11 | 0.00 |
Sortino ratioReturn per unit of downside risk | -0.03 | -0.03 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.00 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | -0.17 | -0.17 | 0.00 |
Martin ratioReturn relative to average drawdown | -0.46 | -0.46 | 0.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GXLF.L | UIFS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | -0.11 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.60 | -0.14 |
Correlation
The correlation between GXLF.L and UIFS.L is 0.99, 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
GXLF.L vs. UIFS.L - Dividend Comparison
Neither GXLF.L nor UIFS.L has paid dividends to shareholders.
Drawdowns
GXLF.L vs. UIFS.L - Drawdown Comparison
The maximum GXLF.L drawdown since its inception was -18.21%, smaller than the maximum UIFS.L drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for GXLF.L and UIFS.L.
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Drawdown Indicators
| GXLF.L | UIFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.21% | -35.31% | +17.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -12.90% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.31% | — |
Current DrawdownCurrent decline from peak | -10.36% | -10.42% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -6.05% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 4.61% | -0.04% |
Volatility
GXLF.L vs. UIFS.L - Volatility Comparison
SPDR S&P US Financials Select Sector UCITS ETF (GXLF.L) and iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) have volatilities of 4.93% and 4.86%, 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
| GXLF.L | UIFS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.86% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 10.66% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.73% | 17.80% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 17.61% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 20.14% | -3.00% |