TELE.L vs. XSKR.L
Compare and contrast key facts about SPDR MSCI Europe Communication Services UCITS ETF (TELE.L) and Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (XSKR.L).
TELE.L and XSKR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TELE.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Dec 5, 2014. XSKR.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Jun 29, 2007. Both TELE.L and XSKR.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
TELE.L vs. XSKR.L - Performance Comparison
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TELE.L vs. XSKR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TELE.L SPDR MSCI Europe Communication Services UCITS ETF | 3.85% | 7.03% | 14.51% | 15.08% | -11.02% | 13.83% | -14.18% | 6.44% | -10.20% | -1.34% |
XSKR.L Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.83% | 3.83% | 17.02% | 16.51% | -10.95% | 14.75% | -12.33% | 4.99% | -8.74% | -3.86% |
Different Trading Currencies
TELE.L is traded in EUR, while XSKR.L is traded in GBp. To make them comparable, the XSKR.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TELE.L achieves a 3.85% return, which is significantly lower than XSKR.L's 5.83% return.
TELE.L
- 1D
- 0.15%
- 1M
- -3.77%
- YTD
- 3.85%
- 6M
- -3.17%
- 1Y
- 0.77%
- 3Y*
- 8.44%
- 5Y*
- 6.00%
- 10Y*
- —
XSKR.L
- 1D
- 0.50%
- 1M
- -4.61%
- YTD
- 5.83%
- 6M
- -2.82%
- 1Y
- -2.03%
- 3Y*
- 8.67%
- 5Y*
- 6.48%
- 10Y*
- 2.05%
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TELE.L vs. XSKR.L - Expense Ratio Comparison
TELE.L has a 0.18% expense ratio, which is lower than XSKR.L's 0.20% 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
TELE.L vs. XSKR.L — Risk / Return Rank
TELE.L
XSKR.L
TELE.L vs. XSKR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Communication Services UCITS ETF (TELE.L) and Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (XSKR.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.
| TELE.L | XSKR.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | -0.13 | +0.18 |
Sortino ratioReturn per unit of downside risk | 0.17 | -0.08 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.99 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.03 | -0.11 | +0.08 |
Martin ratioReturn relative to average drawdown | -0.07 | -0.22 | +0.15 |
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
| TELE.L | XSKR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | -0.13 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.48 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.32 | -0.14 |
Correlation
The correlation between TELE.L and XSKR.L is 0.59, 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
TELE.L vs. XSKR.L - Dividend Comparison
Neither TELE.L nor XSKR.L has paid dividends to shareholders.
Drawdowns
TELE.L vs. XSKR.L - Drawdown Comparison
The maximum TELE.L drawdown since its inception was -35.72%, smaller than the maximum XSKR.L drawdown of -48.01%. Use the drawdown chart below to compare losses from any high point for TELE.L and XSKR.L.
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Drawdown Indicators
| TELE.L | XSKR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.72% | -36.21% | +0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -14.35% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -19.73% | -17.88% | -1.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.21% | — |
Current DrawdownCurrent decline from peak | -8.06% | -7.17% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -11.66% | -9.35% | -2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 6.36% | +1.13% |
Volatility
TELE.L vs. XSKR.L - Volatility Comparison
The current volatility for SPDR MSCI Europe Communication Services UCITS ETF (TELE.L) is 5.04%, while Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (XSKR.L) has a volatility of 5.95%. This indicates that TELE.L experiences smaller price fluctuations and is considered to be less risky than XSKR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TELE.L | XSKR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 5.95% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 10.06% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 15.32% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 13.53% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 16.14% | +3.06% |