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

Performance

SXLB.L vs. XWIS.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 Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
SXLB.L
SPDR S&P US Materials Select Sector UCITS ETF
10.41%10.91%-0.67%5.01%
XWIS.L
Xtrackers MSCI World Industrials UCITS ETF 1C GBP
5.22%25.82%12.97%7.71%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SXLB.L achieves a 10.41% return, which is significantly higher than XWIS.L's 1.17% 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%

XWIS.L

1D
0.87%
1M
-10.97%
YTD
1.17%
6M
4.11%
1Y
24.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SXLB.L has a 0.15% expense ratio, which is lower than XWIS.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. XWIS.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

XWIS.L
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. XWIS.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 GBP (XWIS.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.LXWIS.LDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.45

-0.42

Sortino ratio

Return per unit of downside risk

1.47

2.00

-0.53

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.08

Calmar ratio

Return relative to maximum drawdown

1.62

1.85

-0.24

Martin ratio

Return relative to average drawdown

4.95

7.74

-2.79

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

The current SXLB.L Sharpe Ratio is 1.03, which is comparable to the XWIS.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of SXLB.L and XWIS.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.LXWIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.45

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

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

1.22

-0.75

Correlation

The correlation between SXLB.L and XWIS.L is 0.68, 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.


Dividends

SXLB.L vs. XWIS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SXLB.L vs. XWIS.L - Drawdown Comparison

The maximum SXLB.L drawdown since its inception was -36.00%, which is greater than XWIS.L's maximum drawdown of -15.18%. Use the drawdown chart below to compare losses from any high point for SXLB.L and XWIS.L.


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Volatility

SXLB.L vs. XWIS.L - Volatility Comparison

SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L) has a higher volatility of 6.96% compared to Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) at 5.86%. This indicates that SXLB.L's price experiences larger fluctuations and is considered to be riskier than XWIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXLB.LXWIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

5.86%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

10.27%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

17.11%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

14.80%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.53%

14.80%

+4.73%