LUXG.L vs. XLY

Last updated Jun 5, 2026

LUXG.L (Amundi ETF S&P Global Luxury UCITS ETF USD) and XLY (Consumer Discretionary Select Sector SPDR Fund) are both exchange-traded funds - LUXG.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XLY is a Consumer Discretionary Equities fund tracking the Consumer Discretionary Select Sector Index. Both are passively managed. Over the past 10 years, LUXG.L returned 10.54%/yr vs 13.47%/yr for XLY. A 0.50 correlation means they provide meaningful diversification when combined. LUXG.L charges 0.25%/yr vs 0.13%/yr for XLY.

Performance

LUXG.L vs. XLY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) and Consumer Discretionary Select Sector SPDR Fund (XLY). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LUXG.L is traded in GBp, while XLY is traded in USD. To make them comparable, the XLY values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LUXG.L achieves a -7.30% return, which is significantly lower than XLY's -1.20% return. Over the past 10 years, LUXG.L has underperformed XLY with an annualized return of 10.54%, while XLY has yielded a comparatively higher 13.47% annualized return.

LUXG.L

• 1D: 0.22%
• 1M: 5.50%
• YTD: -7.30%
• 6M: -6.56%
• 1Y: 5.65%
• 3Y*: -0.76%
• 5Y*: 0.46%
• 10Y*: 10.54%

XLY

• 1D: 0.45%
• 1M: 0.22%
• YTD: -1.20%
• 6M: -1.81%
• 1Y: 11.07%
• 3Y*: 12.24%
• 5Y*: 8.55%
• 10Y*: 13.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LUXG.L vs. XLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LUXG.L Amundi ETF S&P Global Luxury UCITS ETF USD	-7.30%	6.94%	-0.12%	9.77%	-14.46%	23.84%	31.63%	24.83%	-7.67%	26.63%
XLY Consumer Discretionary Select Sector SPDR Fund	-1.20%	-0.28%	28.72%	32.66%	-28.69%	29.14%	25.82%	23.51%	7.60%	12.20%

Correlation

The correlation between LUXG.L and XLY is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016	0.50

The correlation between LUXG.L and XLY shifts across timeframes, from 0.47 (3 years) to 0.57 (1 year), reflecting how their relationship changes across market environments.

LUXG.L vs. XLY - Sectors Allocation Comparison

Sectors	LUXG.L	XLY
Technology	55.0%	0.9%
Consumer Cyclical	13.4%	97.5%
Communication Services	13.3%	1.4%
Healthcare	6.2%	-
Financial Services	4.4%	-
Utilities	2.4%	-
Energy	2.3%	-
Consumer Defensive	1.9%	-
Industrials	1.0%	0.1%
Basic Materials	-	-
Real Estate	-	-

Return for Risk

LUXG.L vs. XLY — Risk / Return Rank

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

LUXG.L

LUXG.L Risk / Return Rank: 14
LUXG.L Sharpe Ratio Rank: 14
LUXG.L Sortino Ratio Rank: 14
LUXG.L Omega Ratio Rank: 13
LUXG.L Calmar Ratio Rank: 13
LUXG.L Martin Ratio Rank: 13

XLY

XLY Risk / Return Rank: 18
XLY Sharpe Ratio Rank: 19
XLY Sortino Ratio Rank: 18
XLY Omega Ratio Rank: 18
XLY Calmar Ratio Rank: 18
XLY Martin Ratio Rank: 20

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.

LUXG.L vs. XLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) and Consumer Discretionary Select Sector SPDR Fund (XLY). 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.

	LUXG.L	XLY	Difference
Sharpe ratio: Return per unit of total volatility	0.30	0.64	-0.34
Sortino ratio: Return per unit of downside risk	0.58	0.99	-0.41
Omega ratio: Gain probability vs. loss probability	1.07	1.12	-0.05
Calmar ratio: Return relative to maximum drawdown	0.35	0.80	-0.44
Martin ratio: Return relative to average drawdown	0.87	2.27	-1.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LUXG.L vs. XLY - Sharpe Ratio Comparison

The current LUXG.L Sharpe Ratio is 0.30, which is lower than the XLY Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of LUXG.L and XLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LUXG.L	XLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	0.64	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	0.38	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.62	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.61	-0.11

Drawdowns

LUXG.L vs. XLY - Drawdown Comparison

The maximum LUXG.L drawdown since its inception was -36.58%, smaller than the maximum XLY drawdown of -43.54%. Use the drawdown chart below to compare losses from any high point for LUXG.L and XLY.

Drawdown Indicators

	LUXG.L	XLY	Difference
Max Drawdown Largest peak-to-trough decline	-36.58%	-43.54%	+6.96%
Max Drawdown (1Y) Largest decline over 1 year	-15.95%	-13.97%	-1.98%
Max Drawdown (3Y) Largest decline over 3 years	-25.30%	-28.20%	+2.90%
Max Drawdown (5Y) Largest decline over 5 years	-29.20%	-32.59%	+3.39%
Max Drawdown (10Y) Largest decline over 10 years	-36.58%	-32.59%	-3.99%
Current Drawdown Current decline from peak	-11.83%	-6.23%	-5.60%
Average Drawdown Average peak-to-trough decline	-8.19%	-7.71%	-0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.48%	4.90%	+1.58%

Volatility

LUXG.L vs. XLY - Volatility Comparison

Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) has a higher volatility of 6.60% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 4.84%. This indicates that LUXG.L's price experiences larger fluctuations and is considered to be riskier than XLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LUXG.L	XLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.60%	4.84%	+1.76%
Volatility (6M) Calculated over the trailing 6-month period	15.18%	12.12%	+3.06%
Volatility (1Y) Calculated over the trailing 1-year period	18.83%	17.32%	+1.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.57%	22.48%	-1.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.37%	21.71%	-1.34%

LUXG.L vs. XLY - Expense Ratio Comparison

LUXG.L has a 0.25% expense ratio, which is higher than XLY's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

LUXG.L vs. XLY - Dividend Comparison

LUXG.L has not paid dividends to shareholders, while XLY's dividend yield for the trailing twelve months is around 0.76%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LUXG.L Amundi ETF S&P Global Luxury UCITS ETF USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLY Consumer Discretionary Select Sector SPDR Fund	0.76%	0.79%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%

Frequently Asked Questions

Can I hold both LUXG.L and XLY in my portfolio?

LUXG.L and XLY have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LUXG.L or XLY?

On fees, XLY is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LUXG.L or XLY?

XLY is cheaper with a 0.13% expense ratio, compared with 0.25% for LUXG.L.

What is the main difference between LUXG.L and XLY?

LUXG.L is categorized as Consumer Staples Equities, while XLY is Consumer Discretionary Equities. LUXG.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XLY tracks Consumer Discretionary Select Sector Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.25% for LUXG.L and 0.13% for XLY.