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WTEL.L vs. SXLC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTEL.L vs. SXLC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI World Telecommunications UCITS ETF (WTEL.L) and SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.L). The values are adjusted to include any dividend payments, if applicable.

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WTEL.L vs. SXLC.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WTEL.L
SPDR MSCI World Telecommunications UCITS ETF
-4.56%28.84%35.03%47.06%-37.79%15.91%22.40%26.15%-5.95%
SXLC.L
SPDR S&P U.S. Communication Services Select Sector UCITS ETF
-2.94%27.87%31.59%53.10%-37.27%17.19%27.40%29.44%-13.41%

Returns By Period

In the year-to-date period, WTEL.L achieves a -4.56% return, which is significantly lower than SXLC.L's -2.94% return.


WTEL.L

1D
2.86%
1M
-4.32%
YTD
-4.56%
6M
-0.95%
1Y
27.78%
3Y*
27.45%
5Y*
10.07%
10Y*

SXLC.L

1D
2.76%
1M
-3.87%
YTD
-2.94%
6M
0.84%
1Y
26.17%
3Y*
26.92%
5Y*
10.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTEL.L vs. SXLC.L - Expense Ratio Comparison

WTEL.L has a 0.30% expense ratio, which is higher than SXLC.L's 0.15% expense ratio.


Return for Risk

WTEL.L vs. SXLC.L — Risk / Return Rank

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

WTEL.L
WTEL.L Risk / Return Rank: 8080
Overall Rank
WTEL.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WTEL.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
WTEL.L Omega Ratio Rank: 7676
Omega Ratio Rank
WTEL.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
WTEL.L Martin Ratio Rank: 7979
Martin Ratio Rank

SXLC.L
SXLC.L Risk / Return Rank: 7878
Overall Rank
SXLC.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SXLC.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
SXLC.L Omega Ratio Rank: 7373
Omega Ratio Rank
SXLC.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SXLC.L Martin Ratio Rank: 7979
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.

WTEL.L vs. SXLC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Telecommunications UCITS ETF (WTEL.L) and SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.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.


WTEL.LSXLC.LDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.52

+0.10

Sortino ratio

Return per unit of downside risk

2.43

2.30

+0.14

Omega ratio

Gain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratio

Return relative to maximum drawdown

2.33

2.63

-0.30

Martin ratio

Return relative to average drawdown

9.47

9.84

-0.36

WTEL.L vs. SXLC.L - Sharpe Ratio Comparison

The current WTEL.L Sharpe Ratio is 1.62, which is comparable to the SXLC.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of WTEL.L and SXLC.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


WTEL.LSXLC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.52

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.54

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.66

-0.09

Correlation

The correlation between WTEL.L and SXLC.L is 0.93, 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

WTEL.L vs. SXLC.L - Dividend Comparison

Neither WTEL.L nor SXLC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTEL.L vs. SXLC.L - Drawdown Comparison

The maximum WTEL.L drawdown since its inception was -44.74%, roughly equal to the maximum SXLC.L drawdown of -45.43%. Use the drawdown chart below to compare losses from any high point for WTEL.L and SXLC.L.


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Drawdown Indicators


WTEL.LSXLC.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.74%

-45.43%

+0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-9.97%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-44.74%

-45.43%

+0.69%

Current Drawdown

Current decline from peak

-7.74%

-5.91%

-1.83%

Average Drawdown

Average peak-to-trough decline

-9.08%

-10.06%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.64%

+0.28%

Volatility

WTEL.L vs. SXLC.L - Volatility Comparison

SPDR MSCI World Telecommunications UCITS ETF (WTEL.L) has a higher volatility of 6.05% compared to SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.L) at 5.39%. This indicates that WTEL.L's price experiences larger fluctuations and is considered to be riskier than SXLC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTEL.LSXLC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

5.39%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.41%

9.80%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.20%

17.29%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

19.44%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

20.29%

-2.44%