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XSSW.L vs. SXLC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSSW.L vs. SXLC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) and SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.L). The values are adjusted to include any dividend payments, if applicable.

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XSSW.L vs. SXLC.L - Yearly Performance Comparison


2026 (YTD)202520242023
XSSW.L
Xtrackers MSCI World Communication Services UCITS ETF 1C GBP
-2.99%20.12%36.87%8.80%
SXLC.L
SPDR S&P U.S. Communication Services Select Sector UCITS ETF
-1.34%18.76%33.89%8.44%
Different Trading Currencies

XSSW.L is traded in GBP, while SXLC.L is traded in USD. To make them comparable, the SXLC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSSW.L achieves a -2.99% return, which is significantly lower than SXLC.L's -1.34% return.


XSSW.L

1D
1.85%
1M
-3.70%
YTD
-2.99%
6M
0.67%
1Y
24.04%
3Y*
5Y*
10Y*

SXLC.L

1D
2.53%
1M
-2.78%
YTD
-1.34%
6M
2.54%
1Y
23.00%
3Y*
23.91%
5Y*
11.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSSW.L vs. SXLC.L - Expense Ratio Comparison

XSSW.L has a 0.25% expense ratio, which is higher than SXLC.L's 0.15% 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%.


Return for Risk

XSSW.L vs. SXLC.L — Risk / Return Rank

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

XSSW.L
XSSW.L Risk / Return Rank: 7878
Overall Rank
XSSW.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XSSW.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
XSSW.L Omega Ratio Rank: 7070
Omega Ratio Rank
XSSW.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
XSSW.L Martin Ratio Rank: 8383
Martin Ratio Rank

SXLC.L
SXLC.L Risk / Return Rank: 7878
Overall Rank
SXLC.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SXLC.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
SXLC.L Omega Ratio Rank: 7373
Omega Ratio Rank
SXLC.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SXLC.L Martin Ratio Rank: 7979
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.

XSSW.L vs. SXLC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) and SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.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.


XSSW.LSXLC.LDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.35

+0.16

Sortino ratio

Return per unit of downside risk

2.21

1.99

+0.22

Omega ratio

Gain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratio

Return relative to maximum drawdown

2.70

2.82

-0.11

Martin ratio

Return relative to average drawdown

10.55

9.96

+0.59

XSSW.L vs. SXLC.L - Sharpe Ratio Comparison

The current XSSW.L Sharpe Ratio is 1.51, which is comparable to the SXLC.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of XSSW.L and SXLC.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


XSSW.LSXLC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.35

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

0.64

+0.82

Correlation

The correlation between XSSW.L and SXLC.L is 0.90, 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

XSSW.L vs. SXLC.L - Dividend Comparison

Neither XSSW.L nor SXLC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XSSW.L vs. SXLC.L - Drawdown Comparison

The maximum XSSW.L drawdown since its inception was -20.71%, smaller than the maximum SXLC.L drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for XSSW.L and SXLC.L.


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Drawdown Indicators


XSSW.LSXLC.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.71%

-45.43%

+24.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-9.97%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-45.43%

Current Drawdown

Current decline from peak

-5.10%

-5.91%

+0.81%

Average Drawdown

Average peak-to-trough decline

-3.18%

-10.06%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.64%

-0.34%

Volatility

XSSW.L vs. SXLC.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) is 4.94%, while SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.L) has a volatility of 5.45%. This indicates that XSSW.L experiences smaller price fluctuations and is considered to be less risky than SXLC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSSW.LSXLC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

5.45%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

10.24%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

17.05%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

18.93%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

20.13%

-4.28%