SXLY.L vs. XDEV.DE
SXLY.L (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both exchange-traded funds - SXLY.L is a Consumer Discretionary Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, SXLY.L returned 13.42%/yr vs 12.60%/yr for XDEV.DE. A 0.63 correlation means they provide meaningful diversification when combined. SXLY.L charges 0.15%/yr vs 0.25%/yr for XDEV.DE.
Performance
SXLY.L vs. XDEV.DE - Performance Comparison
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Different Trading Currencies
SXLY.L is traded in USD, while XDEV.DE is traded in EUR. To make them comparable, the XDEV.DE 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 -0.37% return, which is significantly lower than XDEV.DE's 33.52% return. Over the past 10 years, SXLY.L has outperformed XDEV.DE with an annualized return of 13.42%, while XDEV.DE has yielded a comparatively lower 12.60% annualized return.
SXLY.L
- 1D
- 0.23%
- 1M
- -1.91%
- YTD
- -0.37%
- 6M
- 0.46%
- 1Y
- 12.73%
- 3Y*
- 17.11%
- 5Y*
- 9.33%
- 10Y*
- 13.42%
XDEV.DE
- 1D
- -0.77%
- 1M
- 11.91%
- YTD
- 33.52%
- 6M
- 38.09%
- 1Y
- 65.89%
- 3Y*
- 30.22%
- 5Y*
- 16.27%
- 10Y*
- 12.60%
SXLY.L vs. XDEV.DE - 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 | -0.37% | 8.34% | 29.22% | 41.53% | -34.41% | 27.96% | 28.33% | 27.87% | 0.68% | 22.35% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 33.50% | 40.84% | 5.24% | 19.32% | -10.20% | 20.57% | -3.98% | 19.51% | -14.63% | 23.06% |
Correlation
The correlation between SXLY.L and XDEV.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2015 | 0.63 |
The correlation between SXLY.L and XDEV.DE shifts across timeframes, from 0.50 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXLY.L vs. XDEV.DE — Risk / Return Rank
SXLY.L
XDEV.DE
SXLY.L vs. XDEV.DE - 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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). 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 | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.66 | ||
| Sortino ratioReturn per unit of downside risk | -4.74 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.77 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 7.71 | -6.82 |
| Martin ratioReturn relative to average drawdown | 2.69 | 28.49 | -25.80 |
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 | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 4.38 | -3.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 1.01 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.74 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.63 | -0.03 |
Drawdowns
SXLY.L vs. XDEV.DE - Drawdown Comparison
The maximum SXLY.L drawdown since its inception was -37.79%, roughly equal to the maximum XDEV.DE drawdown of -39.48%. Use the drawdown chart below to compare losses from any high point for SXLY.L and XDEV.DE.
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Drawdown Indicators
| SXLY.L | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.79% | -39.48% | +1.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.06% | -8.51% | -6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -25.31% | -15.97% | -9.34% |
Max Drawdown (5Y)Largest decline over 5 years | -37.79% | -26.33% | -11.46% |
Max Drawdown (10Y)Largest decline over 10 years | -37.79% | -39.48% | +1.69% |
Current DrawdownCurrent decline from peak | -4.33% | -1.22% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -7.25% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 2.31% | +2.64% |
Volatility
SXLY.L vs. XDEV.DE - Volatility Comparison
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (SXLY.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) have volatilities of 6.13% and 6.21%, 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 | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 6.21% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 12.08% | +2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 14.96% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.52% | 15.93% | +6.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.10% | 17.02% | +4.08% |
SXLY.L vs. XDEV.DE - Expense Ratio Comparison
SXLY.L has a 0.15% expense ratio, which is lower than XDEV.DE's 0.25% 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%.
Dividends
SXLY.L vs. XDEV.DE - Dividend Comparison
Neither SXLY.L nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
SXLY.L and XDEV.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXLY.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXLY.L is cheaper with a 0.15% expense ratio, compared with 0.25% for XDEV.DE.
SXLY.L is categorized as Consumer Discretionary Equities, while XDEV.DE is Global Equities. SXLY.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: State Street and DWS. Their fees differ too: 0.15% for SXLY.L and 0.25% for XDEV.DE.
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