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

Performance

XUCM.L vs. SXLC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.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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XUCM.L vs. SXLC.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XUCM.L
Xtrackers MSCI USA Communication Services UCITS ETF 1D
-3.83%24.58%37.72%55.75%-41.71%17.15%
SXLC.L
SPDR S&P U.S. Communication Services Select Sector UCITS ETF
-2.94%27.87%31.59%53.10%-37.27%14.02%

Returns By Period

In the year-to-date period, XUCM.L achieves a -3.83% return, which is significantly lower than SXLC.L's -2.94% return.


XUCM.L

1D
2.37%
1M
-4.28%
YTD
-3.83%
6M
-1.13%
1Y
25.03%
3Y*
28.50%
5Y*
10.29%
10Y*

SXLC.L

1D
2.76%
1M
-3.87%
YTD
-2.94%
6M
0.84%
1Y
26.17%
3Y*
26.92%
5Y*
10.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XUCM.L has a 0.12% expense ratio, which is lower than SXLC.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

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

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

XUCM.L
XUCM.L Risk / Return Rank: 7676
Overall Rank
XUCM.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XUCM.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
XUCM.L Omega Ratio Rank: 6969
Omega Ratio Rank
XUCM.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XUCM.L Martin Ratio Rank: 7575
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.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.


XUCM.LSXLC.LDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.52

-0.06

Sortino ratio

Return per unit of downside risk

2.18

2.30

-0.11

Omega ratio

Gain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratio

Return relative to maximum drawdown

2.45

2.63

-0.18

Martin ratio

Return relative to average drawdown

8.85

9.84

-0.98

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

The current XUCM.L Sharpe Ratio is 1.46, which is comparable to the SXLC.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of XUCM.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


XUCM.LSXLC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.52

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.54

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.66

-0.10

Correlation

The correlation between XUCM.L and SXLC.L is 0.97, 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

XUCM.L vs. SXLC.L - Dividend Comparison

XUCM.L's dividend yield for the trailing twelve months is around 0.74%, while SXLC.L has not paid dividends to shareholders.


TTM2025202420232022
XUCM.L
Xtrackers MSCI USA Communication Services UCITS ETF 1D
0.74%0.72%0.63%0.58%0.53%
SXLC.L
SPDR S&P U.S. Communication Services Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

XUCM.L vs. SXLC.L - Drawdown Comparison

The maximum XUCM.L drawdown since its inception was -48.70%, which is greater than SXLC.L's maximum drawdown of -45.43%. Use the drawdown chart below to compare losses from any high point for XUCM.L and SXLC.L.


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Drawdown Indicators


XUCM.LSXLC.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.70%

-45.43%

-3.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-9.97%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-48.70%

-45.43%

-3.27%

Current Drawdown

Current decline from peak

-6.32%

-5.91%

-0.41%

Average Drawdown

Average peak-to-trough decline

-14.15%

-10.06%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.64%

+0.13%

Volatility

XUCM.L vs. SXLC.L - Volatility Comparison

Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.L) and SPDR S&P U.S. Communication Services Select Sector UCITS ETF (SXLC.L) have volatilities of 5.45% and 5.39%, 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


XUCM.LSXLC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

5.39%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

9.80%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.20%

17.29%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.46%

19.44%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

20.29%

+0.11%