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SXLI.L vs. SPXP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SXLI.L and SPXP.L is 0.76, 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.


-0.50.00.51.00.8

Performance

SXLI.L vs. SPXP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P US Industrials Select Sector UCITS ETF (SXLI.L) and Invesco S&P 500 UCITS ETF (SPXP.L). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.80%
8.65%
SXLI.L
SPXP.L

Key characteristics

Sharpe Ratio

SXLI.L:

1.08

SPXP.L:

1.85

Sortino Ratio

SXLI.L:

1.62

SPXP.L:

2.63

Omega Ratio

SXLI.L:

1.20

SPXP.L:

1.35

Calmar Ratio

SXLI.L:

1.77

SPXP.L:

3.32

Martin Ratio

SXLI.L:

4.82

SPXP.L:

12.87

Ulcer Index

SXLI.L:

3.06%

SPXP.L:

1.66%

Daily Std Dev

SXLI.L:

13.63%

SPXP.L:

11.61%

Max Drawdown

SXLI.L:

-42.17%

SPXP.L:

-25.46%

Current Drawdown

SXLI.L:

-5.04%

SPXP.L:

-2.61%

Returns By Period

In the year-to-date period, SXLI.L achieves a 2.70% return, which is significantly higher than SPXP.L's 1.91% return.


SXLI.L

YTD

2.70%

1M

-3.06%

6M

5.80%

1Y

15.57%

5Y*

11.76%

10Y*

N/A

SPXP.L

YTD

1.91%

1M

-2.61%

6M

13.66%

1Y

21.66%

5Y*

14.97%

10Y*

15.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SXLI.L vs. SPXP.L - Expense Ratio Comparison

SXLI.L has a 0.15% expense ratio, which is higher than SPXP.L's 0.05% 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%.


SXLI.L
SPDR S&P US Industrials Select Sector UCITS ETF
Expense ratio chart for SXLI.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SPXP.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

SXLI.L vs. SPXP.L — Risk-Adjusted Performance Rank

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

SXLI.L
The Risk-Adjusted Performance Rank of SXLI.L is 4949
Overall Rank
The Sharpe Ratio Rank of SXLI.L is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of SXLI.L is 4545
Sortino Ratio Rank
The Omega Ratio Rank of SXLI.L is 4444
Omega Ratio Rank
The Calmar Ratio Rank of SXLI.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SXLI.L is 4949
Martin Ratio Rank

SPXP.L
The Risk-Adjusted Performance Rank of SPXP.L is 8282
Overall Rank
The Sharpe Ratio Rank of SPXP.L is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXP.L is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SPXP.L is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPXP.L is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SPXP.L is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SXLI.L vs. SPXP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Industrials Select Sector UCITS ETF (SXLI.L) and Invesco S&P 500 UCITS ETF (SPXP.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.


Sharpe ratio
The chart of Sharpe ratio for SXLI.L, currently valued at 1.08, compared to the broader market0.002.004.001.081.78
The chart of Sortino ratio for SXLI.L, currently valued at 1.62, compared to the broader market0.005.0010.001.622.48
The chart of Omega ratio for SXLI.L, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.33
The chart of Calmar ratio for SXLI.L, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.772.68
The chart of Martin ratio for SXLI.L, currently valued at 4.82, compared to the broader market0.0020.0040.0060.0080.00100.004.8210.66
SXLI.L
SPXP.L

The current SXLI.L Sharpe Ratio is 1.08, which is lower than the SPXP.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of SXLI.L and SPXP.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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.08
1.78
SXLI.L
SPXP.L

Dividends

SXLI.L vs. SPXP.L - Dividend Comparison

Neither SXLI.L nor SPXP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXLI.L vs. SPXP.L - Drawdown Comparison

The maximum SXLI.L drawdown since its inception was -42.17%, which is greater than SPXP.L's maximum drawdown of -25.46%. Use the drawdown chart below to compare losses from any high point for SXLI.L and SPXP.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.04%
-0.91%
SXLI.L
SPXP.L

Volatility

SXLI.L vs. SPXP.L - Volatility Comparison

The current volatility for SPDR S&P US Industrials Select Sector UCITS ETF (SXLI.L) is 3.01%, while Invesco S&P 500 UCITS ETF (SPXP.L) has a volatility of 3.39%. This indicates that SXLI.L experiences smaller price fluctuations and is considered to be less risky than SPXP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.01%
3.39%
SXLI.L
SPXP.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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