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SXLY.L vs. VWRA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXLY.L vs. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SXLY.L
SXLY.L Risk / Return Rank: 3030
Overall Rank
SXLY.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SXLY.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
SXLY.L Omega Ratio Rank: 2828
Omega Ratio Rank
SXLY.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
SXLY.L Martin Ratio Rank: 3030
Martin Ratio Rank

VWRA.L
VWRA.L Risk / Return Rank: 7979
Overall Rank
VWRA.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7575
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 8383
Martin Ratio Rank
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. 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.LVWRA.LDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.43

-0.83

Sortino ratio

Return per unit of downside risk

1.00

1.98

-0.99

Omega ratio

Gain probability vs. loss probability

1.12

1.29

-0.17

Calmar ratio

Return relative to maximum drawdown

0.80

2.45

-1.65

Martin ratio

Return relative to average drawdown

2.66

9.77

-7.11

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

The current SXLY.L Sharpe Ratio is 0.60, which is lower than the VWRA.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SXLY.L and VWRA.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.


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Sharpe Ratios by Period


SXLY.LVWRA.LDifference

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.


Tickers have no history of dividend payments

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.LVWRA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.81%

-5.56%

-6.25%

Average Drawdown

Average peak-to-trough decline

-7.94%

-5.50%

-2.44%

Ulcer Index

Depth 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.LVWRA.LDifference

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%