SPDR S&P U.S. Financials Select Sector UCITS ETF
Ticker
GXLF.L
ISIN
IE00BWBXM50
Price
GBP 47.03
Change Today
+0.74 / 1.593 %
Price 1 year ago
32.45 / 44.942 %
Morningstar
5
52 Week Low
31.89
52 Week High
47.03
200 Day Moving Average 38.89
38.89
50-day Moving Average
42.03
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.27 |
| Sortino Ratio | 1.13 |
| Maximum Drawdown | -1.0% |
| Maximum Drawdown Date | 2023-12-27 |
| Calmar Ratio | -53.64 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.14 |
| Volatility | 2.847% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.169% |
| Average Annual Volatility | 23.675% |
| Sharpe Ratio | 0.51 |
| Sortino Ratio | 0.46 |
| Maximum Drawdown | -43.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.27 |
Company information
Summary
The investment objective of the Fund is to track the performance of large sized U. S. financial companies in the S&P 500 Index.
Market
GB
Category
--
Expense Ratio
0.15%
Fund family
State Street Global Advisors Ltd
Morningstar
5
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Financial services | 99.76% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| BRK.B | Berkshire Hathaway Inc Class B | 12.83% |
| JPM | JPMorgan Chase & Co | 11.47% |
| BAC | Bank of America Corp | 7.57% |
| WFC | Wells Fargo & Co | 4.56% |
| C | Citigroup Inc | 3.56% |
| MS | Morgan Stanley | 3.32% |
| GS | Goldman Sachs Group Inc | 3.15% |
| BLK | BlackRock Inc | 3.02% |
| SCHW | Charles Schwab Corp | 2.66% |
| AXP | American Express Co | 2.62% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| GXLF.L | SPDR S&P U.S. Financials Select Sector UCITS ETF | IE00BWBXM50 | LSE | 0.15% | 5 | ||
| 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 |
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.