WNDU.L vs. XLIP.L
Compare and contrast key facts about SPDR MSCI World Industrials UCITS ETF (WNDU.L) and Invesco US Industrials Sector UCITS ETF (XLIP.L).
WNDU.L and XLIP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WNDU.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Materials NR USD. It was launched on Apr 29, 2016. XLIP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Materials NR USD. It was launched on Dec 16, 2009. Both WNDU.L and XLIP.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
WNDU.L vs. XLIP.L - Performance Comparison
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WNDU.L vs. XLIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WNDU.L SPDR MSCI World Industrials UCITS ETF | 5.57% | 24.98% | 13.42% | 22.92% | -12.69% | 16.14% | 11.74% | 27.43% | -14.96% | 25.36% |
XLIP.L Invesco US Industrials Sector UCITS ETF | 5.71% | 19.50% | 17.29% | 17.44% | -5.22% | 20.97% | 9.42% | 29.83% | -14.53% | 20.00% |
Different Trading Currencies
WNDU.L is traded in USD, while XLIP.L is traded in GBp. To make them comparable, the XLIP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with WNDU.L having a 5.57% return and XLIP.L slightly higher at 5.71%.
WNDU.L
- 1D
- 4.13%
- 1M
- -6.69%
- YTD
- 5.57%
- 6M
- 7.59%
- 1Y
- 28.09%
- 3Y*
- 19.82%
- 5Y*
- 11.44%
- 10Y*
- —
XLIP.L
- 1D
- 3.31%
- 1M
- -7.15%
- YTD
- 5.71%
- 6M
- 7.51%
- 1Y
- 26.69%
- 3Y*
- 19.35%
- 5Y*
- 12.25%
- 10Y*
- 12.70%
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WNDU.L vs. XLIP.L - Expense Ratio Comparison
WNDU.L has a 0.30% expense ratio, which is higher than XLIP.L's 0.14% expense ratio.
Return for Risk
WNDU.L vs. XLIP.L — Risk / Return Rank
WNDU.L
XLIP.L
WNDU.L vs. XLIP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Industrials UCITS ETF (WNDU.L) and Invesco US Industrials Sector UCITS ETF (XLIP.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.
| WNDU.L | XLIP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.51 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.18 | 2.13 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.35 | +0.04 |
Martin ratioReturn relative to average drawdown | 9.84 | 9.75 | +0.09 |
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
| WNDU.L | XLIP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.51 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.72 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.60 | +0.09 |
Correlation
The correlation between WNDU.L and XLIP.L is 0.86, 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
WNDU.L vs. XLIP.L - Dividend Comparison
Neither WNDU.L nor XLIP.L has paid dividends to shareholders.
Drawdowns
WNDU.L vs. XLIP.L - Drawdown Comparison
The maximum WNDU.L drawdown since its inception was -38.99%, smaller than the maximum XLIP.L drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for WNDU.L and XLIP.L.
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Drawdown Indicators
| WNDU.L | XLIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.99% | -34.56% | -4.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -11.51% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | -21.02% | -6.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.56% | — |
Current DrawdownCurrent decline from peak | -7.21% | -6.45% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -4.44% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.69% | +0.13% |
Volatility
WNDU.L vs. XLIP.L - Volatility Comparison
SPDR MSCI World Industrials UCITS ETF (WNDU.L) has a higher volatility of 7.72% compared to Invesco US Industrials Sector UCITS ETF (XLIP.L) at 5.78%. This indicates that WNDU.L's price experiences larger fluctuations and is considered to be riskier than XLIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WNDU.L | XLIP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 5.78% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 10.00% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.84% | 17.62% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 16.94% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.67% | 18.97% | -1.30% |