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SXLB.L vs. XLBS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXLB.L vs. XLBS.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 Materials S&P US Select Sector UCITS ETF Acc (XLBS.L). The values are adjusted to include any dividend payments, if applicable.

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SXLB.L vs. XLBS.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%
XLBS.L
Invesco Materials S&P US Select Sector UCITS ETF Acc
10.69%11.15%-0.84%12.27%-12.07%27.01%20.06%23.52%-15.00%23.40%

Returns By Period

The year-to-date returns for both investments are quite close, with SXLB.L having a 10.41% return and XLBS.L slightly higher at 10.69%. Both investments have delivered pretty close results over the past 10 years, with SXLB.L having a 10.40% annualized return and XLBS.L not far ahead at 10.49%.


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%

XLBS.L

1D
2.39%
1M
-4.38%
YTD
10.69%
6M
13.81%
1Y
19.79%
3Y*
9.82%
5Y*
6.84%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SXLB.L has a 0.15% expense ratio, which is higher than XLBS.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. XLBS.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

XLBS.L
XLBS.L Risk / Return Rank: 5252
Overall Rank
XLBS.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XLBS.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
XLBS.L Omega Ratio Rank: 4949
Omega Ratio Rank
XLBS.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
XLBS.L Martin Ratio Rank: 4646
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. XLBS.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 Materials S&P US Select Sector UCITS ETF Acc (XLBS.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.LXLBS.LDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.07

-0.04

Sortino ratio

Return per unit of downside risk

1.47

1.52

-0.06

Omega ratio

Gain probability vs. loss probability

1.20

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.62

1.64

-0.03

Martin ratio

Return relative to average drawdown

4.95

5.17

-0.22

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

The current SXLB.L Sharpe Ratio is 1.03, which is comparable to the XLBS.L Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SXLB.L and XLBS.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.


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Sharpe Ratios by Period


SXLB.LXLBS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.07

-0.04

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

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.50

-0.04

Correlation

The correlation between SXLB.L and XLBS.L is 1.00, 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. XLBS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SXLB.L vs. XLBS.L - Drawdown Comparison

The maximum SXLB.L drawdown since its inception was -36.00%, roughly equal to the maximum XLBS.L drawdown of -35.84%. Use the drawdown chart below to compare losses from any high point for SXLB.L and XLBS.L.


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Drawdown Indicators


SXLB.LXLBS.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.00%

-35.84%

-0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-13.55%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.19%

-25.27%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-36.00%

-35.84%

-0.16%

Current Drawdown

Current decline from peak

-5.14%

-5.11%

-0.03%

Average Drawdown

Average peak-to-trough decline

-6.88%

-6.83%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.71%

+0.01%

Volatility

SXLB.L vs. XLBS.L - Volatility Comparison

SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L) and Invesco Materials S&P US Select Sector UCITS ETF Acc (XLBS.L) have volatilities of 6.96% and 6.94%, 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


SXLB.LXLBS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

6.94%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

12.43%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

18.45%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

18.86%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.53%

19.46%

+0.07%