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SXLP.L vs. GLDM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SXLP.L and GLDM is 0.06, 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.


-0.50.00.51.00.1

Performance

SXLP.L vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P US Consumer Staples Select Sector UCITS ETF (SXLP.L) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
4.81%
15.01%
SXLP.L
GLDM

Key characteristics

Sharpe Ratio

SXLP.L:

1.69

GLDM:

2.93

Sortino Ratio

SXLP.L:

2.49

GLDM:

3.68

Omega Ratio

SXLP.L:

1.31

GLDM:

1.50

Calmar Ratio

SXLP.L:

2.24

GLDM:

5.52

Martin Ratio

SXLP.L:

6.76

GLDM:

15.20

Ulcer Index

SXLP.L:

2.41%

GLDM:

2.94%

Daily Std Dev

SXLP.L:

9.61%

GLDM:

15.29%

Max Drawdown

SXLP.L:

-24.00%

GLDM:

-21.63%

Current Drawdown

SXLP.L:

-0.27%

GLDM:

-1.48%

Returns By Period

In the year-to-date period, SXLP.L achieves a 4.74% return, which is significantly lower than GLDM's 9.96% return.


SXLP.L

YTD

4.74%

1M

7.60%

6M

4.81%

1Y

16.77%

5Y*

7.54%

10Y*

N/A

GLDM

YTD

9.96%

1M

7.00%

6M

15.01%

1Y

43.82%

5Y*

12.65%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


SXLP.L vs. GLDM - Expense Ratio Comparison

SXLP.L has a 0.15% expense ratio, which is lower than GLDM'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%.


GLDM
SPDR Gold MiniShares Trust
Expense ratio chart for GLDM: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for SXLP.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%

Risk-Adjusted Performance

SXLP.L vs. GLDM — Risk-Adjusted Performance Rank

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

SXLP.L
The Risk-Adjusted Performance Rank of SXLP.L is 6767
Overall Rank
The Sharpe Ratio Rank of SXLP.L is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SXLP.L is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SXLP.L is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SXLP.L is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SXLP.L is 5959
Martin Ratio Rank

GLDM
The Risk-Adjusted Performance Rank of GLDM is 9393
Overall Rank
The Sharpe Ratio Rank of GLDM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of GLDM is 9292
Omega Ratio Rank
The Calmar Ratio Rank of GLDM is 9696
Calmar Ratio Rank
The Martin Ratio Rank of GLDM is 8989
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.

SXLP.L vs. GLDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Consumer Staples Select Sector UCITS ETF (SXLP.L) and SPDR Gold MiniShares Trust (GLDM). 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 SXLP.L, currently valued at 1.58, compared to the broader market0.002.004.001.582.78
The chart of Sortino ratio for SXLP.L, currently valued at 2.33, compared to the broader market0.005.0010.002.333.53
The chart of Omega ratio for SXLP.L, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.48
The chart of Calmar ratio for SXLP.L, currently valued at 2.08, compared to the broader market0.005.0010.0015.002.085.24
The chart of Martin ratio for SXLP.L, currently valued at 6.24, compared to the broader market0.0020.0040.0060.0080.00100.006.2414.16
SXLP.L
GLDM

The current SXLP.L Sharpe Ratio is 1.69, which is lower than the GLDM Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of SXLP.L and GLDM, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.58
2.78
SXLP.L
GLDM

Dividends

SXLP.L vs. GLDM - Dividend Comparison

Neither SXLP.L nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXLP.L vs. GLDM - Drawdown Comparison

The maximum SXLP.L drawdown since its inception was -24.00%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for SXLP.L and GLDM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.27%
-1.48%
SXLP.L
GLDM

Volatility

SXLP.L vs. GLDM - Volatility Comparison

The current volatility for SPDR S&P US Consumer Staples Select Sector UCITS ETF (SXLP.L) is 2.58%, while SPDR Gold MiniShares Trust (GLDM) has a volatility of 3.74%. This indicates that SXLP.L experiences smaller price fluctuations and is considered to be less risky than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.58%
3.74%
SXLP.L
GLDM
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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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