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

Performance

XLUS.L vs. SXLU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Utilities S&P US Select Sector UCITS ETF Acc (XLUS.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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XLUS.L vs. SXLU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLUS.L
Invesco Utilities S&P US Select Sector UCITS ETF Acc
7.52%15.68%22.50%-7.74%1.91%18.46%-1.37%25.26%2.91%10.83%
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

The year-to-date returns for both stocks are quite close, with XLUS.L having a 7.52% return and SXLU.L slightly lower at 7.46%. Both investments have delivered pretty close results over the past 10 years, with XLUS.L having a 9.23% annualized return and SXLU.L not far ahead at 9.27%.


XLUS.L

1D
1.23%
1M
-2.76%
YTD
7.52%
6M
5.51%
1Y
18.91%
3Y*
13.78%
5Y*
10.26%
10Y*
9.23%

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

XLUS.L has a 0.14% expense ratio, which is lower than SXLU.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

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

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

XLUS.L
XLUS.L Risk / Return Rank: 5555
Overall Rank
XLUS.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XLUS.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
XLUS.L Omega Ratio Rank: 5454
Omega Ratio Rank
XLUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XLUS.L Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Utilities S&P US Select Sector UCITS ETF Acc (XLUS.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.


XLUS.LSXLU.LDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.11

0.00

Sortino ratio

Return per unit of downside risk

1.57

1.58

-0.01

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.80

1.82

-0.02

Martin ratio

Return relative to average drawdown

4.65

4.59

+0.06

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

The current XLUS.L Sharpe Ratio is 1.11, which is comparable to the SXLU.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of XLUS.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


XLUS.LSXLU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.11

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.61

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.52

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.57

+0.06

Correlation

The correlation between XLUS.L and SXLU.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

XLUS.L vs. SXLU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XLUS.L vs. SXLU.L - Drawdown Comparison

The maximum XLUS.L drawdown since its inception was -36.30%, roughly equal to the maximum SXLU.L drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for XLUS.L and SXLU.L.


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Drawdown Indicators


XLUS.LSXLU.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.30%

-36.20%

-0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-9.93%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.24%

-26.18%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

-36.20%

-0.10%

Current Drawdown

Current decline from peak

-3.01%

-3.11%

+0.10%

Average Drawdown

Average peak-to-trough decline

-6.02%

-6.23%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

3.94%

-0.04%

Volatility

XLUS.L vs. SXLU.L - Volatility Comparison

Invesco Utilities S&P US Select Sector UCITS ETF Acc (XLUS.L) has a higher volatility of 5.27% compared to SPDR S&P US Utilities Select Sector UCITS ETF (SXLU.L) at 4.94%. This indicates that XLUS.L's price experiences larger fluctuations and is considered to be riskier than SXLU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLUS.LSXLU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

4.94%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

10.29%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

16.85%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

16.82%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

17.96%

+0.06%