PortfoliosLab logoPortfoliosLab logo
SXLB.L vs. XLBP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXLB.L vs. XLBP.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 Invesco US Materials Sector UCITS ETF (XLBP.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SXLB.L vs. XLBP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XLBP.L
Invesco US Materials Sector UCITS ETF
10.41%11.28%-0.91%11.69%-12.18%27.63%19.54%24.50%-15.06%22.85%
Different Trading Currencies

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

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SXLB.L at 10.41% and XLBP.L at 10.41%. Both investments have delivered pretty close results over the past 10 years, with SXLB.L having a 10.40% annualized return and XLBP.L not far ahead at 10.42%.


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%

XLBP.L

1D
1.99%
1M
-4.98%
YTD
10.41%
6M
13.41%
1Y
19.46%
3Y*
9.81%
5Y*
6.77%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. XLBP.L - Expense Ratio Comparison

SXLB.L has a 0.15% expense ratio, which is higher than XLBP.L's 0.14% 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%.


Return for Risk

SXLB.L vs. XLBP.L — Risk / Return Rank

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

SXLB.L
SXLB.L Risk / Return Rank: 5151
Overall Rank
SXLB.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SXLB.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
SXLB.L Omega Ratio Rank: 4848
Omega Ratio Rank
SXLB.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
SXLB.L Martin Ratio Rank: 4646
Martin Ratio Rank

XLBP.L
XLBP.L Risk / Return Rank: 4747
Overall Rank
XLBP.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XLBP.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
XLBP.L Omega Ratio Rank: 4242
Omega Ratio Rank
XLBP.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
XLBP.L Martin Ratio Rank: 4949
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.

SXLB.L vs. XLBP.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 Invesco US Materials Sector UCITS ETF (XLBP.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.LXLBP.LDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.05

-0.02

Sortino ratio

Return per unit of downside risk

1.47

1.47

0.00

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.62

1.60

+0.02

Martin ratio

Return relative to average drawdown

4.95

4.99

-0.04

SXLB.L vs. XLBP.L - Sharpe Ratio Comparison

The current SXLB.L Sharpe Ratio is 1.03, which is comparable to the XLBP.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SXLB.L and XLBP.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.


Loading graphics...

Sharpe Ratios by Period


SXLB.LXLBP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.05

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.36

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.54

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.41

+0.05

Correlation

The correlation between SXLB.L and XLBP.L is 0.95, 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. XLBP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SXLB.L vs. XLBP.L - Drawdown Comparison

The maximum SXLB.L drawdown since its inception was -36.00%, roughly equal to the maximum XLBP.L drawdown of -35.33%. Use the drawdown chart below to compare losses from any high point for SXLB.L and XLBP.L.


Loading graphics...

Drawdown Indicators


SXLB.LXLBP.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.00%

-28.58%

-7.42%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-12.34%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-25.19%

-21.98%

-3.21%

Max Drawdown (10Y)

Largest decline over 10 years

-36.00%

-28.58%

-7.42%

Current Drawdown

Current decline from peak

-5.14%

-4.26%

-0.88%

Average Drawdown

Average peak-to-trough decline

-6.88%

-5.55%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

2.92%

+0.80%

Volatility

SXLB.L vs. XLBP.L - Volatility Comparison

SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L) has a higher volatility of 6.96% compared to Invesco US Materials Sector UCITS ETF (XLBP.L) at 6.31%. This indicates that SXLB.L's price experiences larger fluctuations and is considered to be riskier than XLBP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SXLB.LXLBP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

6.31%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

12.07%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

18.53%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

18.60%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.53%

19.45%

+0.08%