XLIS.L vs. SXLI.L
Compare and contrast key facts about Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.L) and SPDR S&P US Industrials Select Sector UCITS ETF (SXLI.L).
XLIS.L and SXLI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLIS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Industrials Index. It was launched on Dec 16, 2009. SXLI.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 XLIS.L and SXLI.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
XLIS.L vs. SXLI.L - Performance Comparison
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XLIS.L vs. SXLI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLIS.L Invesco Industrials S&P US Select Sector UCITS ETF Acc | 5.99% | 19.35% | 17.30% | 17.93% | -5.18% | 20.54% | 9.91% | 28.73% | -14.24% | 20.32% |
SXLI.L SPDR S&P US Industrials Select Sector UCITS ETF | 5.86% | 19.21% | 17.42% | 17.94% | -5.33% | 20.69% | 10.13% | 28.61% | -14.01% | 23.49% |
Returns By Period
The year-to-date returns for both stocks are quite close, with XLIS.L having a 5.99% return and SXLI.L slightly lower at 5.86%. Both investments have delivered pretty close results over the past 10 years, with XLIS.L having a 12.77% annualized return and SXLI.L not far ahead at 13.19%.
XLIS.L
- 1D
- 3.77%
- 1M
- -6.71%
- YTD
- 5.99%
- 6M
- 7.82%
- 1Y
- 26.99%
- 3Y*
- 19.32%
- 5Y*
- 12.31%
- 10Y*
- 12.77%
SXLI.L
- 1D
- 3.51%
- 1M
- -6.80%
- YTD
- 5.86%
- 6M
- 7.66%
- 1Y
- 26.76%
- 3Y*
- 19.25%
- 5Y*
- 12.28%
- 10Y*
- 13.19%
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XLIS.L vs. SXLI.L - Expense Ratio Comparison
XLIS.L has a 0.14% expense ratio, which is lower than SXLI.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
XLIS.L vs. SXLI.L — Risk / Return Rank
XLIS.L
SXLI.L
XLIS.L vs. SXLI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.L) and SPDR S&P US Industrials Select Sector UCITS ETF (SXLI.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.
| XLIS.L | SXLI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 1.52 | -0.01 |
Sortino ratioReturn per unit of downside risk | 2.13 | 2.13 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.47 | -0.03 |
Martin ratioReturn relative to average drawdown | 9.89 | 9.93 | -0.05 |
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
| XLIS.L | SXLI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 1.52 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.72 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.69 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.66 | -0.02 |
Correlation
The correlation between XLIS.L and SXLI.L is 0.99, 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
XLIS.L vs. SXLI.L - Dividend Comparison
Neither XLIS.L nor SXLI.L has paid dividends to shareholders.
Drawdowns
XLIS.L vs. SXLI.L - Drawdown Comparison
The maximum XLIS.L drawdown since its inception was -42.30%, roughly equal to the maximum SXLI.L drawdown of -42.17%. Use the drawdown chart below to compare losses from any high point for XLIS.L and SXLI.L.
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Drawdown Indicators
| XLIS.L | SXLI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.30% | -42.17% | -0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -13.14% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -21.24% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -42.30% | -42.17% | -0.13% |
Current DrawdownCurrent decline from peak | -6.71% | -6.80% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -4.76% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.60% | +0.03% |
Volatility
XLIS.L vs. SXLI.L - Volatility Comparison
Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.L) and SPDR S&P US Industrials Select Sector UCITS ETF (SXLI.L) have volatilities of 6.44% and 6.36%, 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
| XLIS.L | SXLI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 6.36% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 9.92% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 17.56% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 17.11% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 18.97% | +0.03% |