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

Performance

GXLK.L vs. SHLD.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 iShares Digital Security UCITS ETF USD (Dist) (SHLD.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 SHLD.L is traded in USD. To make them comparable, the SHLD.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 15.77% return, which is significantly lower than SHLD.L's 16.73% return.


GXLK.L

1D
0.00%
1M
-3.25%
6M
16.40%
YTD
15.77%
1Y
28.68%
3Y*
23.35%
5Y*
11.22%
10Y*
19.60%

SHLD.L

1D
-0.37%
1M
2.12%
6M
16.00%
YTD
16.73%
1Y
21.48%
3Y*
17.87%
5Y*
9.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
GXLK.L
SPDR S&P US Technology Select Sector UCITS ETF
15.77%15.88%24.73%48.31%-40.75%34.21%43.38%49.62%-6.99%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
16.73%3.57%18.59%27.22%-20.68%17.61%23.48%23.39%-2.16%

Correlation

The correlation between GXLK.L and SHLD.L is 0.59, 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

0.59

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

0.67

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

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2018

0.58

The correlation between GXLK.L and SHLD.L has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

GXLK.L vs. SHLD.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: 4444
Overall Rank
GXLK.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
GXLK.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
GXLK.L Omega Ratio Rank: 4545
Omega Ratio Rank
GXLK.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
GXLK.L Martin Ratio Rank: 3535
Martin Ratio Rank

SHLD.L
SHLD.L Risk / Return Rank: 3939
Overall Rank
SHLD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SHLD.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
SHLD.L Omega Ratio Rank: 3535
Omega Ratio Rank
SHLD.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SHLD.L Martin Ratio Rank: 3636
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. SHLD.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 iShares Digital Security UCITS ETF USD (Dist) (SHLD.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.LSHLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.24

1.18

+0.05

Calmar ratioReturn relative to maximum drawdown

1.73

1.69

+0.04

Martin ratioReturn relative to average drawdown

4.13

3.64

+0.50

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

The current GXLK.L Sharpe Ratio is 1.34, which is higher than the SHLD.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of GXLK.L and SHLD.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. SHLD.L - Drawdown Comparison

The maximum GXLK.L drawdown since its inception was -43.09%, which is greater than SHLD.L's maximum drawdown of -27.24%. Use the drawdown chart below to compare losses from any high point for GXLK.L and SHLD.L.


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Drawdown Indicators


GXLK.LSHLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.09%

-27.24%

-15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-16.67%

-12.66%

-4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-28.24%

-24.26%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-43.09%

-27.24%

-15.85%

Max Drawdown (10Y)

Largest decline over 10 years

-43.09%

Current Drawdown

Current decline from peak

-8.76%

-5.27%

-3.49%

Average Drawdown

Average peak-to-trough decline

-8.58%

-7.84%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.96%

5.90%

+1.06%

Volatility

GXLK.L vs. SHLD.L - Volatility Comparison

SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) and iShares Digital Security UCITS ETF USD (Dist) (SHLD.L) have volatilities of 7.44% and 7.09%, 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


GXLK.LSHLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

7.09%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

16.39%

17.91%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.54%

21.43%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

20.33%

+4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.32%

20.35%

+3.97%

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

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


Dividends

GXLK.L vs. SHLD.L - Dividend Comparison

GXLK.L has not paid dividends to shareholders, while SHLD.L's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM2025202420232022202120202019
GXLK.L
SPDR S&P US Technology Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
0.35%0.39%0.48%0.43%0.63%0.66%0.84%1.00%

Frequently Asked Questions


GXLK.L and SHLD.L have a correlation of 0.59, 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 SHLD.L.

GXLK.L tracks MSCI World/Information Tech NR USD, while SHLD.L tracks STOXX Global Digital Security Open Net Index in USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for GXLK.L and 0.40% for SHLD.L.

Portfolio Optimizer

Find the right allocation for GXLK.L and SHLD.L

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