XLBS.L vs. SXLB.L
Compare and contrast key facts about Invesco Materials S&P US Select Sector UCITS ETF Acc (XLBS.L) and SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L).
XLBS.L and SXLB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLBS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Materials Index. It was launched on Dec 16, 2009. SXLB.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Materials NR USD. It was launched on Jul 7, 2015. Both XLBS.L and SXLB.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
XLBS.L vs. SXLB.L - Performance Comparison
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XLBS.L vs. SXLB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLBS.L Invesco Materials S&P US Select Sector UCITS ETF Acc | 10.69% | 11.15% | -0.84% | 12.27% | -12.07% | 27.01% | 20.06% | 23.52% | -15.00% | 23.40% |
SXLB.L SPDR S&P US Materials Select Sector UCITS ETF | 10.41% | 10.91% | -0.67% | 12.37% | -11.86% | 26.98% | 20.18% | 23.16% | -15.68% | 23.17% |
Returns By Period
The year-to-date returns for both stocks are quite close, with XLBS.L having a 10.69% return and SXLB.L slightly lower at 10.41%. Both investments have delivered pretty close results over the past 10 years, with XLBS.L having a 10.49% annualized return and SXLB.L not far behind at 10.40%.
XLBS.L
- 1D
- 2.39%
- 1M
- -4.38%
- YTD
- 10.69%
- 6M
- 13.81%
- 1Y
- 19.79%
- 3Y*
- 9.82%
- 5Y*
- 6.84%
- 10Y*
- 10.49%
SXLB.L
- 1D
- 2.00%
- 1M
- -4.53%
- YTD
- 10.41%
- 6M
- 13.15%
- 1Y
- 18.95%
- 3Y*
- 9.75%
- 5Y*
- 6.85%
- 10Y*
- 10.40%
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XLBS.L vs. SXLB.L - Expense Ratio Comparison
XLBS.L has a 0.14% expense ratio, which is lower than SXLB.L's 0.15% 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
XLBS.L vs. SXLB.L — Risk / Return Rank
XLBS.L
SXLB.L
XLBS.L vs. SXLB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Materials S&P US Select Sector UCITS ETF Acc (XLBS.L) and SPDR S&P US Materials Select Sector UCITS ETF (SXLB.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.
| XLBS.L | SXLB.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.03 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.47 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.62 | +0.03 |
Martin ratioReturn relative to average drawdown | 5.17 | 4.95 | +0.22 |
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
| XLBS.L | SXLB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.03 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.36 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.53 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.46 | +0.04 |
Correlation
The correlation between XLBS.L and SXLB.L is 1.00, 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
XLBS.L vs. SXLB.L - Dividend Comparison
Neither XLBS.L nor SXLB.L has paid dividends to shareholders.
Drawdowns
XLBS.L vs. SXLB.L - Drawdown Comparison
The maximum XLBS.L drawdown since its inception was -35.84%, roughly equal to the maximum SXLB.L drawdown of -36.00%. Use the drawdown chart below to compare losses from any high point for XLBS.L and SXLB.L.
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Drawdown Indicators
| XLBS.L | SXLB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.84% | -36.00% | +0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -13.40% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.27% | -25.19% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -35.84% | -36.00% | +0.16% |
Current DrawdownCurrent decline from peak | -5.11% | -5.14% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -6.88% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.72% | -0.01% |
Volatility
XLBS.L vs. SXLB.L - Volatility Comparison
Invesco Materials S&P US Select Sector UCITS ETF Acc (XLBS.L) and SPDR S&P US Materials Select Sector UCITS ETF (SXLB.L) have volatilities of 6.94% and 6.96%, 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
| XLBS.L | SXLB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 6.96% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 12.54% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.45% | 18.36% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 18.81% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.46% | 19.53% | -0.07% |