PortfoliosLab logoPortfoliosLab logo
SXLC.L vs. XLCS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXLC.L vs. XLCS.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 Invesco Communications S&P US Select Sector UCITS ETF Acc (XLCS.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SXLC.L vs. XLCS.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%-10.95%
XLCS.L
Invesco Communications S&P US Select Sector UCITS ETF Acc
-2.77%19.13%37.69%51.30%-39.23%13.38%21.46%25.69%-5.25%

Returns By Period

In the year-to-date period, SXLC.L achieves a -2.94% return, which is significantly lower than XLCS.L's -2.77% 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*

XLCS.L

1D
1.77%
1M
-4.12%
YTD
-2.77%
6M
-3.33%
1Y
15.99%
3Y*
26.59%
5Y*
8.90%
10Y*
*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.


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

SXLC.L has a 0.15% expense ratio, which is higher than XLCS.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

SXLC.L vs. XLCS.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

XLCS.L
XLCS.L Risk / Return Rank: 4949
Overall Rank
XLCS.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XLCS.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
XLCS.L Omega Ratio Rank: 4646
Omega Ratio Rank
XLCS.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
XLCS.L Martin Ratio Rank: 3939
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. XLCS.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 Invesco Communications S&P US Select Sector UCITS ETF Acc (XLCS.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.LXLCS.LDifference

Sharpe ratio

Return per unit of total volatility

1.52

0.97

+0.55

Sortino ratio

Return per unit of downside risk

2.30

1.49

+0.80

Omega ratio

Gain probability vs. loss probability

1.29

1.19

+0.10

Calmar ratio

Return relative to maximum drawdown

2.63

1.67

+0.97

Martin ratio

Return relative to average drawdown

9.84

4.13

+5.71

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

The current SXLC.L Sharpe Ratio is 1.52, which is higher than the XLCS.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SXLC.L and XLCS.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


SXLC.LXLCS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.97

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.48

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.69

-0.03

Correlation

The correlation between SXLC.L and XLCS.L is 0.86, 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

SXLC.L vs. XLCS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SXLC.L vs. XLCS.L - Drawdown Comparison

The maximum SXLC.L drawdown since its inception was -45.43%, roughly equal to the maximum XLCS.L drawdown of -47.62%. Use the drawdown chart below to compare losses from any high point for SXLC.L and XLCS.L.


Loading graphics...

Drawdown Indicators


SXLC.LXLCS.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.43%

-47.62%

+2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-10.09%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-45.43%

-47.62%

+2.19%

Current Drawdown

Current decline from peak

-5.91%

-6.58%

+0.67%

Average Drawdown

Average peak-to-trough decline

-10.06%

-10.65%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

3.79%

-1.15%

Volatility

SXLC.L vs. XLCS.L - Volatility Comparison

SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.L) has a higher volatility of 5.39% compared to Invesco Communications S&P US Select Sector UCITS ETF Acc (XLCS.L) at 4.59%. This indicates that SXLC.L's price experiences larger fluctuations and is considered to be riskier than XLCS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SXLC.LXLCS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

4.59%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

9.26%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

16.48%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.44%

19.91%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.29%

20.73%

-0.44%