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SXLB.L vs. SXLP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SXLB.L and SXLP.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SXLB.L vs. SXLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L) and SPDR S&P US Consumer Staples Select Sector UCITS ETF (SXLP.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-3.09%
2.77%
SXLB.L
SXLP.L

Key characteristics

Sharpe Ratio

SXLB.L:

0.43

SXLP.L:

1.52

Sortino Ratio

SXLB.L:

0.68

SXLP.L:

2.24

Omega Ratio

SXLB.L:

1.08

SXLP.L:

1.27

Calmar Ratio

SXLB.L:

0.39

SXLP.L:

2.02

Martin Ratio

SXLB.L:

1.03

SXLP.L:

6.09

Ulcer Index

SXLB.L:

5.51%

SXLP.L:

2.41%

Daily Std Dev

SXLB.L:

13.17%

SXLP.L:

9.64%

Max Drawdown

SXLB.L:

-36.00%

SXLP.L:

-24.00%

Current Drawdown

SXLB.L:

-8.17%

SXLP.L:

-0.67%

Returns By Period

In the year-to-date period, SXLB.L achieves a 6.31% return, which is significantly higher than SXLP.L's 4.31% return.


SXLB.L

YTD

6.31%

1M

-0.35%

6M

-1.42%

1Y

6.70%

5Y*

10.05%

10Y*

N/A

SXLP.L

YTD

4.31%

1M

4.80%

6M

2.82%

1Y

14.52%

5Y*

7.44%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SXLB.L vs. SXLP.L - Expense Ratio Comparison

Both SXLB.L and SXLP.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%.


SXLB.L
SPDR S&P US Materials Select Sector UCITS ETF
Expense ratio chart for SXLB.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SXLP.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

SXLB.L vs. SXLP.L — Risk-Adjusted Performance Rank

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

SXLB.L
The Risk-Adjusted Performance Rank of SXLB.L is 1616
Overall Rank
The Sharpe Ratio Rank of SXLB.L is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SXLB.L is 1616
Sortino Ratio Rank
The Omega Ratio Rank of SXLB.L is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SXLB.L is 2121
Calmar Ratio Rank
The Martin Ratio Rank of SXLB.L is 1414
Martin Ratio Rank

SXLP.L
The Risk-Adjusted Performance Rank of SXLP.L is 6363
Overall Rank
The Sharpe Ratio Rank of SXLP.L is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SXLP.L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SXLP.L is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SXLP.L is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SXLP.L is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SXLB.L vs. SXLP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L) and SPDR S&P US Consumer Staples Select Sector UCITS ETF (SXLP.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.


Sharpe ratio
The chart of Sharpe ratio for SXLB.L, currently valued at 0.43, compared to the broader market0.002.004.000.431.52
The chart of Sortino ratio for SXLB.L, currently valued at 0.68, compared to the broader market-2.000.002.004.006.008.0010.0012.000.682.24
The chart of Omega ratio for SXLB.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.27
The chart of Calmar ratio for SXLB.L, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.392.02
The chart of Martin ratio for SXLB.L, currently valued at 1.03, compared to the broader market0.0020.0040.0060.0080.00100.001.036.09
SXLB.L
SXLP.L

The current SXLB.L Sharpe Ratio is 0.43, which is lower than the SXLP.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of SXLB.L and SXLP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.43
1.52
SXLB.L
SXLP.L

Dividends

SXLB.L vs. SXLP.L - Dividend Comparison

Neither SXLB.L nor SXLP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXLB.L vs. SXLP.L - Drawdown Comparison

The maximum SXLB.L drawdown since its inception was -36.00%, which is greater than SXLP.L's maximum drawdown of -24.00%. Use the drawdown chart below to compare losses from any high point for SXLB.L and SXLP.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.17%
-0.67%
SXLB.L
SXLP.L

Volatility

SXLB.L vs. SXLP.L - Volatility Comparison

SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L) has a higher volatility of 3.12% compared to SPDR S&P US Consumer Staples Select Sector UCITS ETF (SXLP.L) at 2.68%. This indicates that SXLB.L's price experiences larger fluctuations and is considered to be riskier than SXLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%SeptemberOctoberNovemberDecember2025February
3.12%
2.68%
SXLB.L
SXLP.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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