XLCS.L vs. GXLC.L
Compare and contrast key facts about Invesco Communications S&P US Select Sector UCITS ETF Acc (XLCS.L) and SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF (GXLC.L).
XLCS.L and GXLC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLCS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Communications Services Index. It was launched on Sep 17, 2018. GXLC.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Aug 15, 2018. Both XLCS.L and GXLC.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
XLCS.L vs. GXLC.L - Performance Comparison
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XLCS.L vs. GXLC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XLCS.L Invesco Communications S&P US Select Sector UCITS ETF Acc | -2.77% | 19.13% | 37.69% | 51.30% | -39.23% | 13.38% | 21.46% | 25.69% | -5.25% |
GXLC.L SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF | -3.25% | 27.99% | 31.37% | 52.71% | -37.29% | 17.82% | 26.59% | 30.42% | -10.82% |
Different Trading Currencies
XLCS.L is traded in USD, while GXLC.L is traded in GBP. To make them comparable, the GXLC.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XLCS.L achieves a -2.77% return, which is significantly higher than GXLC.L's -3.25% return.
XLCS.L
- 1D
- 1.77%
- 1M
- -4.12%
- YTD
- -2.77%
- 6M
- -3.33%
- 1Y
- 15.99%
- 3Y*
- 26.59%
- 5Y*
- 8.90%
- 10Y*
- —
GXLC.L
- 1D
- 2.39%
- 1M
- -4.35%
- YTD
- -3.25%
- 6M
- 0.54%
- 1Y
- 25.87%
- 3Y*
- 26.96%
- 5Y*
- 10.50%
- 10Y*
- —
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XLCS.L vs. GXLC.L - Expense Ratio Comparison
XLCS.L has a 0.14% expense ratio, which is lower than GXLC.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
XLCS.L vs. GXLC.L — Risk / Return Rank
XLCS.L
GXLC.L
XLCS.L vs. GXLC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Communications S&P US Select Sector UCITS ETF Acc (XLCS.L) and SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF (GXLC.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.
| XLCS.L | GXLC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.50 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.25 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.47 | -0.81 |
Martin ratioReturn relative to average drawdown | 4.13 | 9.47 | -5.34 |
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
| XLCS.L | GXLC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.50 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.55 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.68 | +0.02 |
Correlation
The correlation between XLCS.L and GXLC.L is 0.83, 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
XLCS.L vs. GXLC.L - Dividend Comparison
Neither XLCS.L nor GXLC.L has paid dividends to shareholders.
Drawdowns
XLCS.L vs. GXLC.L - Drawdown Comparison
The maximum XLCS.L drawdown since its inception was -47.62%, which is greater than GXLC.L's maximum drawdown of -45.02%. Use the drawdown chart below to compare losses from any high point for XLCS.L and GXLC.L.
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Drawdown Indicators
| XLCS.L | GXLC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.62% | -35.84% | -11.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -8.66% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -47.62% | -35.84% | -11.78% |
Current DrawdownCurrent decline from peak | -6.58% | -5.05% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -7.85% | -2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 2.33% | +1.46% |
Volatility
XLCS.L vs. GXLC.L - Volatility Comparison
The current volatility for Invesco Communications S&P US Select Sector UCITS ETF Acc (XLCS.L) is 4.59%, while SPDR® S&P® U.S. Communication Services Select Sector UCITS ETF (GXLC.L) has a volatility of 5.18%. This indicates that XLCS.L experiences smaller price fluctuations and is considered to be less risky than GXLC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLCS.L | GXLC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 5.18% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 9.90% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 17.22% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.91% | 19.16% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.73% | 19.90% | +0.83% |