SXLI.L vs. XWIS.L

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR S&P US Industrials Select Sector UCITS ETF (SXLI.L) and Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L).

SXLI.L and XWIS.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. XWIS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Index. It was launched on Mar 14, 2016. Both SXLI.L and XWIS.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. XWIS.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 Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023
SXLI.L SPDR S&P US Industrials Select Sector UCITS ETF	5.86%	19.21%	17.42%	5.70%
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP	5.22%	25.82%	12.97%	7.71%

Different Trading Currencies

SXLI.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, SXLI.L achieves a 5.86% return, which is significantly higher than XWIS.L's 1.17% 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%

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)

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

SXLI.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%.

XWIS.L

Xtrackers MSCI World Industrials UCITS ETF 1C GBP

SXLI.L

SPDR S&P US Industrials Select Sector UCITS ETF

Return for Risk

SXLI.L vs. XWIS.L — Risk / Return Rank

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

SXLI.L

SXLI.L Risk / Return Rank: 79
SXLI.L Sharpe Ratio Rank: 78
SXLI.L Sortino Ratio Rank: 79
SXLI.L Omega Ratio Rank: 76
SXLI.L Calmar Ratio Rank: 79
SXLI.L Martin Ratio Rank: 81

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.

SXLI.L vs. XWIS.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 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.

	SXLI.L	XWIS.L	Difference
Sharpe ratio Return per unit of total volatility	1.52	1.45	+0.07
Sortino ratio Return per unit of downside risk	2.13	2.00	+0.13
Omega ratio Gain probability vs. loss probability	1.30	1.28	+0.02
Calmar ratio Return relative to maximum drawdown	2.47	1.85	+0.62
Martin ratio Return relative to average drawdown	9.93	7.74	+2.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SXLI.L Sharpe Ratio is 1.52, which is comparable to the XWIS.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of SXLI.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.

Sharpe Ratios by Period

	SXLI.L	XWIS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	1.45	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	1.22	-0.55

Correlation

The correlation between SXLI.L and XWIS.L is 0.89, 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. XWIS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

SXLI.L vs. XWIS.L - Drawdown Comparison

The maximum SXLI.L drawdown since its inception was -42.17%, 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 SXLI.L and XWIS.L.

Volatility

SXLI.L vs. XWIS.L - Volatility Comparison

SPDR S&P US Industrials Select Sector UCITS ETF (SXLI.L) has a higher volatility of 6.36% compared to Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) at 5.86%. This indicates that SXLI.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.

Volatility by Period

	SXLI.L	XWIS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	5.86%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	9.92%	10.27%	-0.35%
Volatility (1Y) Calculated over the trailing 1-year period	17.56%	17.11%	+0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.11%	14.80%	+2.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.97%	14.80%	+4.17%