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

Correlation

The correlation between SXLP.L and SXLB.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SXLP.L vs. SXLB.L - 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 S&P US Materials Select Sector UCITS ETF (SXLB.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.23%
0.45%
SXLP.L
SXLB.L

Key characteristics

Sharpe Ratio

SXLP.L:

1.51

SXLB.L:

0.52

Sortino Ratio

SXLP.L:

2.23

SXLB.L:

0.81

Omega Ratio

SXLP.L:

1.27

SXLB.L:

1.10

Calmar Ratio

SXLP.L:

1.99

SXLB.L:

0.47

Martin Ratio

SXLP.L:

6.00

SXLB.L:

1.29

Ulcer Index

SXLP.L:

2.41%

SXLB.L:

5.33%

Daily Std Dev

SXLP.L:

9.59%

SXLB.L:

13.29%

Max Drawdown

SXLP.L:

-24.00%

SXLB.L:

-36.00%

Current Drawdown

SXLP.L:

-1.94%

SXLB.L:

-9.23%

Returns By Period

In the year-to-date period, SXLP.L achieves a 2.93% return, which is significantly lower than SXLB.L's 5.08% return.


SXLP.L

YTD

2.93%

1M

5.29%

6M

5.09%

1Y

14.46%

5Y*

7.27%

10Y*

N/A

SXLB.L

YTD

5.08%

1M

6.09%

6M

0.81%

1Y

8.50%

5Y*

9.75%

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. SXLB.L - Expense Ratio Comparison

Both SXLP.L and SXLB.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


SXLP.L
SPDR S&P US Consumer Staples Select Sector UCITS ETF
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%
Expense ratio chart for SXLB.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. SXLB.L — 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 6262
Overall Rank
The Sharpe Ratio Rank of SXLP.L is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SXLP.L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SXLP.L is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SXLP.L is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SXLP.L is 5555
Martin Ratio Rank

SXLB.L
The Risk-Adjusted Performance Rank of SXLB.L is 1818
Overall Rank
The Sharpe Ratio Rank of SXLB.L is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SXLB.L is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SXLB.L is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SXLB.L is 2323
Calmar Ratio Rank
The Martin Ratio Rank of SXLB.L is 1616
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. SXLB.L - 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 S&P US Materials Select Sector UCITS ETF (SXLB.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 SXLP.L, currently valued at 1.51, compared to the broader market0.002.004.001.510.52
The chart of Sortino ratio for SXLP.L, currently valued at 2.23, compared to the broader market0.005.0010.002.230.81
The chart of Omega ratio for SXLP.L, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.10
The chart of Calmar ratio for SXLP.L, currently valued at 1.99, compared to the broader market0.005.0010.0015.0020.001.990.47
The chart of Martin ratio for SXLP.L, currently valued at 6.00, compared to the broader market0.0020.0040.0060.0080.00100.006.001.29
SXLP.L
SXLB.L

The current SXLP.L Sharpe Ratio is 1.51, which is higher than the SXLB.L Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SXLP.L and SXLB.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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.51
0.52
SXLP.L
SXLB.L

Dividends

SXLP.L vs. SXLB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SXLP.L vs. SXLB.L - Drawdown Comparison

The maximum SXLP.L drawdown since its inception was -24.00%, smaller than the maximum SXLB.L drawdown of -36.00%. Use the drawdown chart below to compare losses from any high point for SXLP.L and SXLB.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.94%
-9.23%
SXLP.L
SXLB.L

Volatility

SXLP.L vs. SXLB.L - Volatility Comparison

The current volatility for SPDR S&P US Consumer Staples Select Sector UCITS ETF (SXLP.L) is 2.54%, while SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L) has a volatility of 3.29%. This indicates that SXLP.L experiences smaller price fluctuations and is considered to be less risky than SXLB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%SeptemberOctoberNovemberDecember2025February
2.54%
3.29%
SXLP.L
SXLB.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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