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XUFB.L vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

XUFB.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUFB.L vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

XUFB.L
XUFB.L Risk / Return Rank: 3737
Overall Rank
XUFB.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XUFB.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
XUFB.L Omega Ratio Rank: 3636
Omega Ratio Rank
XUFB.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
XUFB.L Martin Ratio Rank: 3434
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

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^GSPCDifference
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

XUFB.L vs. ^GSPC - Sharpe Ratio Comparison

The current XUFB.L Sharpe Ratio is 1.36, which is lower than the ^GSPC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of XUFB.L and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XUFB.L^GSPCDifference

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^GSPCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.68%

0.00%

-3.68%

Average Drawdown

Average peak-to-trough decline

-12.33%

-5.32%

-7.01%

Ulcer Index

Depth 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^GSPCDifference

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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