SXLY.L vs. IUIT.L

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (SXLY.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L).

SXLY.L and IUIT.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. IUIT.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015. Both SXLY.L and IUIT.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. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (SXLY.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

SXLY.L vs. IUIT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SXLY.L SPDR S&P US Consumer Discretionary Select Sector UCITS ETF	-8.16%	8.34%	29.22%	41.53%	-34.41%	27.96%	28.33%	27.87%	0.68%	22.35%
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	-8.54%	22.93%	38.51%	59.45%	-29.15%	34.09%	43.14%	48.90%	-1.41%	38.43%

Returns By Period

The year-to-date returns for both stocks are quite close, with SXLY.L having a -8.16% return and IUIT.L slightly lower at -8.54%. Over the past 10 years, SXLY.L has underperformed IUIT.L with an annualized return of 12.48%, while IUIT.L has yielded a comparatively higher 22.52% annualized 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%

IUIT.L

• 1D: 3.97%
• 1M: -2.55%
• YTD: -8.54%
• 6M: -6.57%
• 1Y: 29.81%
• 3Y*: 26.91%
• 5Y*: 17.83%
• 10Y*: 22.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SXLY.L vs. IUIT.L - Expense Ratio Comparison

Both SXLY.L and IUIT.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%.

SXLY.L

SPDR S&P US Consumer Discretionary Select Sector UCITS ETF

IUIT.L

iShares S&P 500 Information Technology Sector UCITS ETF

Return for Risk

SXLY.L vs. IUIT.L — Risk / Return Rank

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

SXLY.L

SXLY.L Risk / Return Rank: 30
SXLY.L Sharpe Ratio Rank: 30
SXLY.L Sortino Ratio Rank: 32
SXLY.L Omega Ratio Rank: 28
SXLY.L Calmar Ratio Rank: 30
SXLY.L Martin Ratio Rank: 30

IUIT.L

IUIT.L Risk / Return Rank: 63
IUIT.L Sharpe Ratio Rank: 68
IUIT.L Sortino Ratio Rank: 70
IUIT.L Omega Ratio Rank: 62
IUIT.L Calmar Ratio Rank: 64
IUIT.L Martin Ratio Rank: 51

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.

SXLY.L vs. IUIT.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 iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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	IUIT.L	Difference
Sharpe ratio Return per unit of total volatility	0.60	1.24	-0.64
Sortino ratio Return per unit of downside risk	1.00	1.81	-0.81
Omega ratio Gain probability vs. loss probability	1.12	1.23	-0.11
Calmar ratio Return relative to maximum drawdown	0.80	1.68	-0.88
Martin ratio Return relative to average drawdown	2.66	5.14	-2.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SXLY.L vs. IUIT.L - Sharpe Ratio Comparison

The current SXLY.L Sharpe Ratio is 0.60, which is lower than the IUIT.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SXLY.L and IUIT.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

	SXLY.L	IUIT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	1.24	-0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.76	-0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	1.05	-0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	1.02	-0.45

Correlation

The correlation between SXLY.L and IUIT.L is 0.69, 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. IUIT.L - Dividend Comparison

Neither SXLY.L nor IUIT.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SXLY.L vs. IUIT.L - Drawdown Comparison

The maximum SXLY.L drawdown since its inception was -37.79%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for SXLY.L and IUIT.L.

Drawdown Indicators

	SXLY.L	IUIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.79%	-33.46%	-4.33%
Max Drawdown (1Y) Largest decline over 1 year	-15.06%	-17.03%	+1.97%
Max Drawdown (5Y) Largest decline over 5 years	-37.79%	-33.46%	-4.33%
Max Drawdown (10Y) Largest decline over 10 years	-37.79%	-33.46%	-4.33%
Current Drawdown Current decline from peak	-11.81%	-13.18%	+1.37%
Average Drawdown Average peak-to-trough decline	-7.94%	-6.08%	-1.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.52%	5.57%	-1.05%

Volatility

SXLY.L vs. IUIT.L - Volatility Comparison

SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (SXLY.L) has a higher volatility of 7.58% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 6.61%. This indicates that SXLY.L's price experiences larger fluctuations and is considered to be riskier than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SXLY.L	IUIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.58%	6.61%	+0.97%
Volatility (6M) Calculated over the trailing 6-month period	13.13%	15.16%	-2.03%
Volatility (1Y) Calculated over the trailing 1-year period	21.63%	24.00%	-2.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.35%	23.41%	-1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.92%	22.47%	-1.55%