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WUTI.L vs. SXLU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WUTI.L vs. SXLU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI World Utilits UCITS ETF (WUTI.L) and SPDR S&P US Utilities Select Sector UCITS ETF (SXLU.L). The values are adjusted to include any dividend payments, if applicable.

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WUTI.L vs. SXLU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WUTI.L
SPDR MSCI World Utilits UCITS ETF
9.42%25.37%13.26%0.13%-3.55%10.54%4.43%22.22%1.82%13.96%
SXLU.L
SPDR S&P US Utilities Select Sector UCITS ETF
7.46%15.70%22.97%-8.14%2.07%18.45%-1.27%25.13%2.96%10.96%

Returns By Period

In the year-to-date period, WUTI.L achieves a 9.42% return, which is significantly higher than SXLU.L's 7.46% return.


WUTI.L

1D
1.45%
1M
-1.90%
YTD
9.42%
6M
11.39%
1Y
27.67%
3Y*
15.99%
5Y*
10.37%
10Y*

SXLU.L

1D
1.19%
1M
-2.72%
YTD
7.46%
6M
5.64%
1Y
18.77%
3Y*
13.76%
5Y*
10.26%
10Y*
9.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WUTI.L vs. SXLU.L - Expense Ratio Comparison

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


Return for Risk

WUTI.L vs. SXLU.L — Risk / Return Rank

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

WUTI.L
WUTI.L Risk / Return Rank: 8686
Overall Rank
WUTI.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
WUTI.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
WUTI.L Omega Ratio Rank: 8484
Omega Ratio Rank
WUTI.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
WUTI.L Martin Ratio Rank: 8989
Martin Ratio Rank

SXLU.L
SXLU.L Risk / Return Rank: 5757
Overall Rank
SXLU.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SXLU.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
SXLU.L Omega Ratio Rank: 5555
Omega Ratio Rank
SXLU.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
SXLU.L Martin Ratio Rank: 4545
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.

WUTI.L vs. SXLU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Utilits UCITS ETF (WUTI.L) and SPDR S&P US Utilities Select Sector UCITS ETF (SXLU.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.


WUTI.LSXLU.LDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.11

+0.69

Sortino ratio

Return per unit of downside risk

2.37

1.58

+0.79

Omega ratio

Gain probability vs. loss probability

1.35

1.22

+0.13

Calmar ratio

Return relative to maximum drawdown

2.79

1.82

+0.97

Martin ratio

Return relative to average drawdown

12.20

4.59

+7.60

WUTI.L vs. SXLU.L - Sharpe Ratio Comparison

The current WUTI.L Sharpe Ratio is 1.80, which is higher than the SXLU.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of WUTI.L and SXLU.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


WUTI.LSXLU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.11

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.61

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.57

+0.02

Correlation

The correlation between WUTI.L and SXLU.L is 0.90, 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

WUTI.L vs. SXLU.L - Dividend Comparison

Neither WUTI.L nor SXLU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WUTI.L vs. SXLU.L - Drawdown Comparison

The maximum WUTI.L drawdown since its inception was -33.85%, smaller than the maximum SXLU.L drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for WUTI.L and SXLU.L.


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Drawdown Indicators


WUTI.LSXLU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-36.20%

+2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-9.93%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

-26.18%

+4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-36.20%

Current Drawdown

Current decline from peak

-2.90%

-3.11%

+0.21%

Average Drawdown

Average peak-to-trough decline

-5.00%

-6.23%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

3.94%

-1.72%

Volatility

WUTI.L vs. SXLU.L - Volatility Comparison

SPDR MSCI World Utilits UCITS ETF (WUTI.L) and SPDR S&P US Utilities Select Sector UCITS ETF (SXLU.L) have volatilities of 5.14% and 4.94%, 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


WUTI.LSXLU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

4.94%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

10.29%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

16.85%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

16.82%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

17.96%

-2.36%