SXLY.L vs. VWRA.L
Compare and contrast key facts about SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (SXLY.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).
SXLY.L and VWRA.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. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both SXLY.L and VWRA.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. VWRA.L - Performance Comparison
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SXLY.L vs. VWRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 2.20% |
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | -1.45% | 22.45% | 17.65% | 22.28% | -18.11% | 18.46% | 16.19% | 7.33% |
Returns By Period
In the year-to-date period, SXLY.L achieves a -8.16% return, which is significantly lower than VWRA.L's -1.45% 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%
VWRA.L
- 1D
- 2.86%
- 1M
- -3.99%
- YTD
- -1.45%
- 6M
- 2.03%
- 1Y
- 21.96%
- 3Y*
- 17.54%
- 5Y*
- 9.70%
- 10Y*
- —
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SXLY.L vs. VWRA.L - Expense Ratio Comparison
SXLY.L has a 0.15% expense ratio, which is lower than VWRA.L's 0.22% 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. VWRA.L — Risk / Return Rank
SXLY.L
VWRA.L
SXLY.L vs. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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 | VWRA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.43 | -0.83 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.98 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.29 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.45 | -1.65 |
Martin ratioReturn relative to average drawdown | 2.66 | 9.77 | -7.11 |
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 | VWRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.43 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.64 | -0.29 |
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 | 0.68 | -0.10 |
Correlation
The correlation between SXLY.L and VWRA.L is 0.83, 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
SXLY.L vs. VWRA.L - Dividend Comparison
Neither SXLY.L nor VWRA.L has paid dividends to shareholders.
Drawdowns
SXLY.L vs. VWRA.L - Drawdown Comparison
The maximum SXLY.L drawdown since its inception was -37.79%, which is greater than VWRA.L's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for SXLY.L and VWRA.L.
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Drawdown Indicators
| SXLY.L | VWRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.79% | -33.62% | -4.17% |
Max Drawdown (1Y)Largest decline over 1 year | -15.06% | -11.49% | -3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -37.79% | -26.06% | -11.73% |
Max Drawdown (10Y)Largest decline over 10 years | -37.79% | — | — |
Current DrawdownCurrent decline from peak | -11.81% | -5.56% | -6.25% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -5.50% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 2.21% | +2.31% |
Volatility
SXLY.L vs. VWRA.L - Volatility Comparison
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (SXLY.L) has a higher volatility of 7.58% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 5.65%. This indicates that SXLY.L's price experiences larger fluctuations and is considered to be riskier than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXLY.L | VWRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 5.65% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 9.15% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.63% | 15.38% | +6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.35% | 15.27% | +7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 17.32% | +3.60% |