SXLY.L vs. CDCE.L
Compare and contrast key facts about SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (SXLY.L) and SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDCE.L).
SXLY.L and CDCE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXLY.L is a passively managed fund by State Street that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Jul 7, 2015. CDCE.L is a passively managed fund by State Street that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Dec 5, 2014. Both SXLY.L and CDCE.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
SXLY.L vs. CDCE.L - Performance Comparison
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SXLY.L vs. CDCE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SXLY.L SPDR S&P US Consumer Discretionary Select Sector UCITS ETF | -8.16% | 8.34% | 29.22% | 41.53% | -25.46% |
CDCE.L SPDR MSCI Europe Consumer Discretionary UCITS ETF | -17.02% | 15.48% | -2.86% | 19.00% | 2.08% |
Different Trading Currencies
SXLY.L is traded in USD, while CDCE.L is traded in GBP. To make them comparable, the CDCE.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXLY.L achieves a -8.16% return, which is significantly higher than CDCE.L's -17.02% return.
SXLY.L
- 1D
- 2.72%
- 1M
- -3.03%
- YTD
- -8.16%
- 6M
- -6.78%
- 1Y
- 12.85%
- 3Y*
- 16.43%
- 5Y*
- 7.71%
- 10Y*
- 12.48%
CDCE.L
- 1D
- 3.48%
- 1M
- -7.24%
- YTD
- -17.02%
- 6M
- -13.45%
- 1Y
- -4.62%
- 3Y*
- -2.55%
- 5Y*
- —
- 10Y*
- —
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SXLY.L vs. CDCE.L - Expense Ratio Comparison
SXLY.L has a 0.15% expense ratio, which is lower than CDCE.L'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%.
Return for Risk
SXLY.L vs. CDCE.L — Risk / Return Rank
SXLY.L
CDCE.L
SXLY.L vs. CDCE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (SXLY.L) and SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDCE.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.
| SXLY.L | CDCE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | -0.22 | +0.82 |
Sortino ratioReturn per unit of downside risk | 1.00 | -0.16 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.12 | 0.98 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | -0.24 | +1.04 |
Martin ratioReturn relative to average drawdown | 2.66 | -0.80 | +3.45 |
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
| SXLY.L | CDCE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | -0.22 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.14 | +0.44 |
Correlation
The correlation between SXLY.L and CDCE.L is 0.58, 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.
Dividends
SXLY.L vs. CDCE.L - Dividend Comparison
Neither SXLY.L nor CDCE.L has paid dividends to shareholders.
Drawdowns
SXLY.L vs. CDCE.L - Drawdown Comparison
The maximum SXLY.L drawdown since its inception was -37.79%, which is greater than CDCE.L's maximum drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for SXLY.L and CDCE.L.
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Drawdown Indicators
| SXLY.L | CDCE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.79% | -23.43% | -14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -15.06% | -21.92% | +6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -37.79% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.79% | — | — |
Current DrawdownCurrent decline from peak | -11.81% | -19.66% | +7.85% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -7.49% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 7.14% | -2.62% |
Volatility
SXLY.L vs. CDCE.L - Volatility Comparison
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (SXLY.L) and SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDCE.L) have volatilities of 7.58% and 7.31%, 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
| SXLY.L | CDCE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 7.31% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 14.49% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.63% | 20.97% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.35% | 23.22% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 23.22% | -2.30% |