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GXLK.L vs. KLWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXLK.L vs. KLWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) and WisdomTree Cloud Computing UCITS ETF - USD Acc (KLWD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GXLK.L achieves a 19.29% return, which is significantly higher than KLWD.L's -15.63% return.


GXLK.L

1D
0.00%
1M
-0.35%
YTD
19.29%
6M
19.45%
1Y
42.68%
3Y*
25.59%
5Y*
12.66%
10Y*
21.00%

KLWD.L

1D
-2.23%
1M
-2.03%
YTD
-15.63%
6M
-16.04%
1Y
-15.40%
3Y*
-2.95%
5Y*
-11.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXLK.L vs. KLWD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GXLK.L
SPDR S&P US Technology Select Sector UCITS ETF
19.29%15.88%24.73%48.31%-40.75%34.21%43.38%15.96%
KLWD.L
WisdomTree Cloud Computing UCITS ETF - USD Acc
-15.63%-13.53%8.64%36.28%-47.64%-1.42%104.68%-22.81%

Correlation

The correlation between GXLK.L and KLWD.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.54

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

0.55

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2019

0.51

The correlation between GXLK.L and KLWD.L shifts across timeframes, from 0.36 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GXLK.L vs. KLWD.L — Risk / Return Rank

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

GXLK.L
GXLK.L Risk / Return Rank: 6262
Overall Rank
GXLK.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GXLK.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
GXLK.L Omega Ratio Rank: 6767
Omega Ratio Rank
GXLK.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
GXLK.L Martin Ratio Rank: 4444
Martin Ratio Rank

KLWD.L
KLWD.L Risk / Return Rank: 66
Overall Rank
KLWD.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
KLWD.L Sortino Ratio Rank: 66
Sortino Ratio Rank
KLWD.L Omega Ratio Rank: 66
Omega Ratio Rank
KLWD.L Calmar Ratio Rank: 66
Calmar Ratio Rank
KLWD.L Martin Ratio Rank: 55
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.

GXLK.L vs. KLWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) and WisdomTree Cloud Computing UCITS ETF - USD Acc (KLWD.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.


GXLK.LKLWD.LDifference
Sharpe ratioReturn per unit of total volatility

+2.50

Sortino ratioReturn per unit of downside risk

+3.09

Omega ratioGain probability vs. loss probability

1.35

0.95

+0.40

Calmar ratioReturn relative to maximum drawdown

2.57

-0.44

+3.01

Martin ratioReturn relative to average drawdown

6.40

-1.01

+7.42

GXLK.L vs. KLWD.L - Sharpe Ratio Comparison

The current GXLK.L Sharpe Ratio is 2.07, which is higher than the KLWD.L Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of GXLK.L and KLWD.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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Drawdowns

GXLK.L vs. KLWD.L - Drawdown Comparison

The maximum GXLK.L drawdown since its inception was -43.09%, smaller than the maximum KLWD.L drawdown of -63.07%. Use the drawdown chart below to compare losses from any high point for GXLK.L and KLWD.L.


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Drawdown Indicators


GXLK.LKLWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.09%

-63.07%

+19.98%

Max Drawdown (1Y)

Largest decline over 1 year

-16.67%

-34.77%

+18.10%

Max Drawdown (3Y)

Largest decline over 3 years

-28.24%

-46.38%

+18.14%

Max Drawdown (5Y)

Largest decline over 5 years

-43.09%

-63.07%

+19.98%

Max Drawdown (10Y)

Largest decline over 10 years

-43.09%

Current Drawdown

Current decline from peak

-5.98%

-54.26%

+48.28%

Average Drawdown

Average peak-to-trough decline

-8.58%

-35.07%

+26.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

15.16%

-8.48%

Volatility

GXLK.L vs. KLWD.L - Volatility Comparison

The current volatility for SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) is 8.47%, while WisdomTree Cloud Computing UCITS ETF - USD Acc (KLWD.L) has a volatility of 15.96%. This indicates that GXLK.L experiences smaller price fluctuations and is considered to be less risky than KLWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXLK.LKLWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.47%

15.96%

-7.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.38%

31.97%

-16.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.75%

35.36%

-14.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.43%

37.03%

-12.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.26%

37.32%

-13.06%

GXLK.L vs. KLWD.L - Expense Ratio Comparison

GXLK.L has a 0.15% expense ratio, which is lower than KLWD.L's 0.40% expense ratio.


Dividends

GXLK.L vs. KLWD.L - Dividend Comparison

Neither GXLK.L nor KLWD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GXLK.L and KLWD.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GXLK.L is cheaper with a 0.15% expense ratio, compared with 0.40% for KLWD.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.15% for GXLK.L and 0.40% for KLWD.L.

Portfolio Optimizer

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