SPDR S&P U.S. Materials Select Sector UCITS ETF
Ticker
SXLB.L
ISIN
IE00BWBXM83
Price
USD 44.80
Change Today
+0.29 / 0.663 %
Price 1 year ago
37.22 / 20.353 %
Morningstar
5
52 Week Low
35.66
52 Week High
45.30
200 Day Moving Average 40.44
40.44
50-day Moving Average
43.97
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.67 |
| Sortino Ratio | 0.65 |
| Maximum Drawdown | -12.16% |
| Maximum Drawdown Date | 2023-10-23 |
| Calmar Ratio | -1.16 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.73 |
| Volatility | 13.178% |
| Alpha | -0.93 |
| Beta | None |
| R Squared | +92.98 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.492% |
| Average Annual Volatility | 20.436% |
| Sharpe Ratio | 0.56 |
| Sortino Ratio | 0.60 |
| Maximum Drawdown | -36.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.33 |
Company information
Summary
The investment objective of the Fund is to track the performance of large cap U. S. materials companies in the S&P 500 Index.
Market
GB
Category
Sector Equity Industrial Materials
Expense Ratio
0.15%
Fund family
State Street Global Advisors Ltd
Morningstar
5
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Basic materials | 87.68% |
| Consumer cyclical | 10.57% |
| Industrials | 1.59% |
| Realestate | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| LIN.L | Linde PLC | 15.89% |
| SHW | Sherwin-Williams Co | 6.89% |
| APD | Air Products & Chemicals Inc | 6.73% |
| FCX | Freeport-McMoRan Inc | 5.75% |
| ECL | Ecolab Inc | 5.42% |
| NEM | Newmont Corp | 5.37% |
| DD | DuPont de Nemours Inc | 4.41% |
| DOW | Dow Inc | 4.36% |
| PPG | PPG Industries Inc | 4.31% |
| IFF | International Flavors & Fragrances Inc | 3.98% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| KIE | SPDR S&P Insurance ETF | US78464A789 | PCX | 0.35% | 5 | +15.82 | |
| NOBL | ProShares S&P 500 Dividend Aristocrats ETF | US74348A4673 | BTS | 0.35% | 5 | +7.12 | |
| SDY | SPDR S&P Dividend ETF | US78464A763 | PCX | 0.35% | 5 | +11.26 | |
| SPHQ | Invesco S&P 500 Quality ETF | IE00BDZCKK1 | PCX | 0.15% | 5 | -0.03 | |
| SXLB.L | SPDR S&P U.S. Materials Select Sector UCITS ETF | IE00BWBXM83 | LSE | 0.15% | 5 | -0.93 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.