XUFB.L vs. ^GSPC
XUFB.L (Xtrackers MSCI USA Banks UCITS ETF 1D) is Financials Equities fund tracking the MSCI World/Financials NR USD, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, XUFB.L returned 10.89%/yr vs 13.60%/yr for ^GSPC. At a 0.32 correlation, their price movements are largely independent.
Performance
XUFB.L vs. ^GSPC - Performance Comparison
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Different Trading Currencies
XUFB.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XUFB.L achieves a -0.52% return, which is significantly lower than ^GSPC's 11.24% return.
XUFB.L
- 1D
- 4.38%
- 1M
- 2.37%
- YTD
- -0.52%
- 6M
- 2.50%
- 1Y
- 27.56%
- 3Y*
- 27.41%
- 5Y*
- 10.89%
- 10Y*
- —
^GSPC
- 1D
- 0.41%
- 1M
- 5.44%
- YTD
- 11.24%
- 6M
- 9.84%
- 1Y
- 28.25%
- 3Y*
- 18.03%
- 5Y*
- 13.60%
- 10Y*
- 14.50%
XUFB.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XUFB.L Xtrackers MSCI USA Banks UCITS ETF 1D | -0.52% | 23.40% | 40.02% | 5.21% | -10.18% | 37.53% | -18.78% | 35.43% | -8.04% |
^GSPC S&P 500 Index | 11.24% | 8.10% | 25.46% | 18.02% | -9.86% | 28.09% | 12.84% | 23.98% | -4.96% |
Correlation
The correlation between XUFB.L and ^GSPC is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2018 | 0.32 |
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Return for Risk
XUFB.L vs. ^GSPC — Risk / Return Rank
XUFB.L
^GSPC
XUFB.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) and S&P 500 Index (^GSPC). 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.
| XUFB.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.46 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 3.53 | -1.62 |
| Martin ratioReturn relative to average drawdown | 5.08 | 13.19 | -8.11 |
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
| XUFB.L | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 2.46 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.86 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.58 | -0.14 |
Drawdowns
XUFB.L vs. ^GSPC - Drawdown Comparison
The maximum XUFB.L drawdown since its inception was -41.84%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for XUFB.L and ^GSPC.
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Drawdown Indicators
| XUFB.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.84% | -37.07% | -4.77% |
Max Drawdown (1Y)Largest decline over 1 year | -14.33% | -8.03% | -6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -27.91% | -22.15% | -5.76% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -22.15% | -12.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -3.68% | 0.00% | -3.68% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -5.32% | -7.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 2.15% | +3.26% |
Volatility
XUFB.L vs. ^GSPC - Volatility Comparison
Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) has a higher volatility of 6.55% compared to S&P 500 Index (^GSPC) at 2.60%. This indicates that XUFB.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUFB.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 2.60% | +3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.77% | 8.20% | +7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.12% | 11.52% | +8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.14% | 15.85% | +8.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.85% | 18.15% | +10.70% |
Frequently Asked Questions
XUFB.L and ^GSPC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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