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SXLC.L vs. TELE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXLC.L vs. TELE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.L) and SPDR MSCI Europe Communication Services UCITS ETF (TELE.L). The values are adjusted to include any dividend payments, if applicable.

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SXLC.L vs. TELE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SXLC.L
SPDR S&P U.S. Communication Services Select Sector UCITS ETF
-2.94%27.87%31.59%53.10%-37.27%17.19%27.40%29.44%-13.41%
TELE.L
SPDR MSCI Europe Communication Services UCITS ETF
2.52%20.54%9.17%18.61%-16.52%5.42%-5.34%3.05%-1.08%
Different Trading Currencies

SXLC.L is traded in USD, while TELE.L is traded in EUR. To make them comparable, the TELE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXLC.L achieves a -2.94% return, which is significantly lower than TELE.L's 2.52% return.


SXLC.L

1D
2.76%
1M
-3.87%
YTD
-2.94%
6M
0.84%
1Y
26.17%
3Y*
26.92%
5Y*
10.57%
10Y*

TELE.L

1D
0.51%
1M
-4.55%
YTD
2.52%
6M
-4.29%
1Y
8.04%
3Y*
10.89%
5Y*
5.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SXLC.L vs. TELE.L - Expense Ratio Comparison

SXLC.L has a 0.15% expense ratio, which is lower than TELE.L's 0.18% 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

SXLC.L vs. TELE.L — Risk / Return Rank

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

SXLC.L
SXLC.L Risk / Return Rank: 7878
Overall Rank
SXLC.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SXLC.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
SXLC.L Omega Ratio Rank: 7373
Omega Ratio Rank
SXLC.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SXLC.L Martin Ratio Rank: 7979
Martin Ratio Rank

TELE.L
TELE.L Risk / Return Rank: 1212
Overall Rank
TELE.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TELE.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
TELE.L Omega Ratio Rank: 1212
Omega Ratio Rank
TELE.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
TELE.L Martin Ratio Rank: 1111
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.

SXLC.L vs. TELE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.L) and SPDR MSCI Europe Communication Services UCITS ETF (TELE.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.


SXLC.LTELE.LDifference

Sharpe ratio

Return per unit of total volatility

1.52

0.42

+1.10

Sortino ratio

Return per unit of downside risk

2.30

0.69

+1.60

Omega ratio

Gain probability vs. loss probability

1.29

1.10

+0.19

Calmar ratio

Return relative to maximum drawdown

2.63

0.40

+2.24

Martin ratio

Return relative to average drawdown

9.84

0.81

+9.02

SXLC.L vs. TELE.L - Sharpe Ratio Comparison

The current SXLC.L Sharpe Ratio is 1.52, which is higher than the TELE.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SXLC.L and TELE.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


SXLC.LTELE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.42

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.42

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.21

+0.46

Correlation

The correlation between SXLC.L and TELE.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SXLC.L vs. TELE.L - Dividend Comparison

Neither SXLC.L nor TELE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXLC.L vs. TELE.L - Drawdown Comparison

The maximum SXLC.L drawdown since its inception was -45.43%, which is greater than TELE.L's maximum drawdown of -41.26%. Use the drawdown chart below to compare losses from any high point for SXLC.L and TELE.L.


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Drawdown Indicators


SXLC.LTELE.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.43%

-35.72%

-9.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-14.98%

+5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-45.43%

-19.73%

-25.70%

Current Drawdown

Current decline from peak

-5.91%

-8.06%

+2.15%

Average Drawdown

Average peak-to-trough decline

-10.06%

-11.66%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

7.49%

-4.85%

Volatility

SXLC.L vs. TELE.L - Volatility Comparison

SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.L) and SPDR MSCI Europe Communication Services UCITS ETF (TELE.L) have volatilities of 5.39% and 5.28%, 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


SXLC.LTELE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.28%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

10.50%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

19.58%

-2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.44%

19.83%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.29%

21.68%

-1.39%