SXLI.L vs. XLBP.L
Compare and contrast key facts about SPDR S&P US Industrials Select Sector UCITS ETF (SXLI.L) and Invesco US Materials Sector UCITS ETF (XLBP.L).
SXLI.L and XLBP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXLI.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Materials NR USD. It was launched on Jul 7, 2015. XLBP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Materials NR USD. It was launched on Dec 16, 2009. Both SXLI.L and XLBP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SXLI.L vs. XLBP.L - Performance Comparison
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SXLI.L vs. XLBP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXLI.L SPDR S&P US Industrials Select Sector UCITS ETF | 5.86% | 19.21% | 17.42% | 17.94% | -5.33% | 20.69% | 10.13% | 28.61% | -14.01% | 23.49% |
XLBP.L Invesco US Materials Sector UCITS ETF | 10.41% | 11.28% | -0.91% | 11.69% | -12.18% | 27.63% | 19.54% | 24.50% | -15.06% | 22.85% |
Different Trading Currencies
SXLI.L is traded in USD, while XLBP.L is traded in GBp. To make them comparable, the XLBP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXLI.L achieves a 5.86% return, which is significantly lower than XLBP.L's 10.41% return. Over the past 10 years, SXLI.L has outperformed XLBP.L with an annualized return of 13.19%, while XLBP.L has yielded a comparatively lower 10.42% annualized return.
SXLI.L
- 1D
- 3.51%
- 1M
- -6.80%
- YTD
- 5.86%
- 6M
- 7.66%
- 1Y
- 26.76%
- 3Y*
- 19.25%
- 5Y*
- 12.28%
- 10Y*
- 13.19%
XLBP.L
- 1D
- 1.99%
- 1M
- -4.98%
- YTD
- 10.41%
- 6M
- 13.41%
- 1Y
- 19.46%
- 3Y*
- 9.81%
- 5Y*
- 6.77%
- 10Y*
- 10.42%
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SXLI.L vs. XLBP.L - Expense Ratio Comparison
SXLI.L has a 0.15% expense ratio, which is higher than XLBP.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
SXLI.L vs. XLBP.L — Risk / Return Rank
SXLI.L
XLBP.L
SXLI.L vs. XLBP.L - Risk-Adjusted Trends 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 US Materials Sector UCITS ETF (XLBP.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.
| SXLI.L | XLBP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.05 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.13 | 1.47 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.20 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.60 | +0.87 |
Martin ratioReturn relative to average drawdown | 9.93 | 4.99 | +4.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXLI.L | XLBP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.05 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.36 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.54 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.41 | +0.25 |
Correlation
The correlation between SXLI.L and XLBP.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.
Dividends
SXLI.L vs. XLBP.L - Dividend Comparison
Neither SXLI.L nor XLBP.L has paid dividends to shareholders.
Drawdowns
SXLI.L vs. XLBP.L - Drawdown Comparison
The maximum SXLI.L drawdown since its inception was -42.17%, which is greater than XLBP.L's maximum drawdown of -35.33%. Use the drawdown chart below to compare losses from any high point for SXLI.L and XLBP.L.
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Drawdown Indicators
| SXLI.L | XLBP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.17% | -28.58% | -13.59% |
Max Drawdown (1Y)Largest decline over 1 year | -13.14% | -12.34% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.24% | -21.98% | +0.74% |
Max Drawdown (10Y)Largest decline over 10 years | -42.17% | -28.58% | -13.59% |
Current DrawdownCurrent decline from peak | -6.80% | -4.26% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -5.55% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.92% | -0.32% |
Volatility
SXLI.L vs. XLBP.L - Volatility Comparison
SPDR S&P US Industrials Select Sector UCITS ETF (SXLI.L) and Invesco US Materials Sector UCITS ETF (XLBP.L) have volatilities of 6.36% and 6.31%, 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
| SXLI.L | XLBP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 6.31% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 12.07% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.56% | 18.53% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 18.60% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 19.45% | -0.48% |