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XLBP.L vs. SPYL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLBP.L and SPYL.DE is 0.56, 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.


-0.50.00.51.00.6

Performance

XLBP.L vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Materials Sector UCITS ETF (XLBP.L) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-3.66%
8.37%
XLBP.L
SPYL.DE

Key characteristics

Sharpe Ratio

XLBP.L:

0.37

SPYL.DE:

2.21

Sortino Ratio

XLBP.L:

0.60

SPYL.DE:

3.06

Omega Ratio

XLBP.L:

1.07

SPYL.DE:

1.44

Calmar Ratio

XLBP.L:

0.42

SPYL.DE:

3.38

Martin Ratio

XLBP.L:

1.02

SPYL.DE:

14.72

Ulcer Index

XLBP.L:

4.47%

SPYL.DE:

1.89%

Daily Std Dev

XLBP.L:

12.28%

SPYL.DE:

12.63%

Max Drawdown

XLBP.L:

-28.58%

SPYL.DE:

-8.25%

Current Drawdown

XLBP.L:

-6.46%

SPYL.DE:

-0.31%

Returns By Period

In the year-to-date period, XLBP.L achieves a 4.84% return, which is significantly higher than SPYL.DE's 3.51% return.


XLBP.L

YTD

4.84%

1M

-2.87%

6M

0.79%

1Y

5.06%

5Y*

10.34%

10Y*

9.53%

SPYL.DE

YTD

3.51%

1M

0.17%

6M

17.06%

1Y

26.38%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XLBP.L vs. SPYL.DE - Expense Ratio Comparison

XLBP.L has a 0.14% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


XLBP.L
Invesco US Materials Sector UCITS ETF
Expense ratio chart for XLBP.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for SPYL.DE: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

XLBP.L vs. SPYL.DE — Risk-Adjusted Performance Rank

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

XLBP.L
The Risk-Adjusted Performance Rank of XLBP.L is 1616
Overall Rank
The Sharpe Ratio Rank of XLBP.L is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of XLBP.L is 1515
Sortino Ratio Rank
The Omega Ratio Rank of XLBP.L is 1414
Omega Ratio Rank
The Calmar Ratio Rank of XLBP.L is 2222
Calmar Ratio Rank
The Martin Ratio Rank of XLBP.L is 1515
Martin Ratio Rank

SPYL.DE
The Risk-Adjusted Performance Rank of SPYL.DE is 8989
Overall Rank
The Sharpe Ratio Rank of SPYL.DE is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYL.DE is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SPYL.DE is 9090
Omega Ratio Rank
The Calmar Ratio Rank of SPYL.DE is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SPYL.DE is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XLBP.L vs. SPYL.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Materials Sector UCITS ETF (XLBP.L) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.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.


Sharpe ratio
The chart of Sharpe ratio for XLBP.L, currently valued at 0.28, compared to the broader market0.002.004.000.281.81
The chart of Sortino ratio for XLBP.L, currently valued at 0.49, compared to the broader market0.005.0010.000.492.51
The chart of Omega ratio for XLBP.L, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.34
The chart of Calmar ratio for XLBP.L, currently valued at 0.25, compared to the broader market0.005.0010.0015.000.252.68
The chart of Martin ratio for XLBP.L, currently valued at 0.66, compared to the broader market0.0020.0040.0060.0080.00100.000.6610.61
XLBP.L
SPYL.DE

The current XLBP.L Sharpe Ratio is 0.37, which is lower than the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of XLBP.L and SPYL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
0.28
1.81
XLBP.L
SPYL.DE

Dividends

XLBP.L vs. SPYL.DE - Dividend Comparison

Neither XLBP.L nor SPYL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLBP.L vs. SPYL.DE - Drawdown Comparison

The maximum XLBP.L drawdown since its inception was -28.58%, which is greater than SPYL.DE's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for XLBP.L and SPYL.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.01%
-0.54%
XLBP.L
SPYL.DE

Volatility

XLBP.L vs. SPYL.DE - Volatility Comparison

Invesco US Materials Sector UCITS ETF (XLBP.L) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) have volatilities of 3.08% and 3.16%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.08%
3.16%
XLBP.L
SPYL.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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