SXLB.L vs. XDWI.L
Compare and contrast key facts about SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L) and Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L).
SXLB.L and XDWI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXLB.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Materials NR USD. It was launched on Jul 7, 2015. XDWI.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Materials NR USD. It was launched on Mar 14, 2016. Both SXLB.L and XDWI.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
SXLB.L vs. XDWI.L - Performance Comparison
Loading graphics...
SXLB.L vs. XDWI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXLB.L SPDR S&P US Materials Select Sector UCITS ETF | 10.41% | 10.91% | -0.67% | 12.37% | -11.86% | 26.98% | 20.18% | 23.16% | -15.68% | 23.17% |
XDWI.L Xtrackers MSCI World Industrials UCITS ETF 1C | 5.35% | 25.51% | 13.06% | 23.32% | -12.72% | 16.09% | 11.85% | 27.17% | -14.83% | 25.36% |
Returns By Period
In the year-to-date period, SXLB.L achieves a 10.41% return, which is significantly higher than XDWI.L's 5.35% return.
SXLB.L
- 1D
- 2.00%
- 1M
- -4.53%
- YTD
- 10.41%
- 6M
- 13.15%
- 1Y
- 18.95%
- 3Y*
- 9.75%
- 5Y*
- 6.85%
- 10Y*
- 10.40%
XDWI.L
- 1D
- 4.25%
- 1M
- -6.54%
- YTD
- 5.35%
- 6M
- 7.55%
- 1Y
- 28.62%
- 3Y*
- 19.93%
- 5Y*
- 11.50%
- 10Y*
- —
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. XDWI.L - Expense Ratio Comparison
SXLB.L has a 0.15% expense ratio, which is lower than XDWI.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SXLB.L vs. XDWI.L — Risk / Return Rank
SXLB.L
XDWI.L
SXLB.L vs. XDWI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L) and Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.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.
| SXLB.L | XDWI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.60 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.23 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.32 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.49 | -0.87 |
Martin ratioReturn relative to average drawdown | 4.95 | 9.97 | -5.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SXLB.L | XDWI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.60 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.68 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.69 | -0.23 |
Correlation
The correlation between SXLB.L and XDWI.L is 0.80, 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
SXLB.L vs. XDWI.L - Dividend Comparison
Neither SXLB.L nor XDWI.L has paid dividends to shareholders.
Drawdowns
SXLB.L vs. XDWI.L - Drawdown Comparison
The maximum SXLB.L drawdown since its inception was -36.00%, smaller than the maximum XDWI.L drawdown of -38.92%. Use the drawdown chart below to compare losses from any high point for SXLB.L and XDWI.L.
Loading graphics...
Drawdown Indicators
| SXLB.L | XDWI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.00% | -38.92% | +2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.40% | -12.34% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -25.19% | -27.26% | +2.07% |
Max Drawdown (10Y)Largest decline over 10 years | -36.00% | -38.92% | +2.92% |
Current DrawdownCurrent decline from peak | -5.14% | -7.13% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -5.42% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 2.82% | +0.90% |
Volatility
SXLB.L vs. XDWI.L - Volatility Comparison
The current volatility for SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L) is 6.96%, while Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) has a volatility of 7.70%. This indicates that SXLB.L experiences smaller price fluctuations and is considered to be less risky than XDWI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SXLB.L | XDWI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 7.70% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 11.32% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.36% | 17.86% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.81% | 16.83% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 17.60% | +1.93% |