COMM.TO vs. XLC
Compare and contrast key facts about BMO Global Communications Index ETF (COMM.TO) and Communication Services Select Sector SPDR Fund (XLC).
COMM.TO and XLC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COMM.TO is a passively managed fund by BMO that tracks the performance of the Solactive Media and Communications Index. It was launched on May 2, 2018. XLC is a passively managed fund by State Street that tracks the performance of the S&P Communication Services Select Sector Index. It was launched on Jun 18, 2018. Both COMM.TO and XLC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
COMM.TO vs. XLC - Performance Comparison
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COMM.TO vs. XLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COMM.TO BMO Global Communications Index ETF | -0.77% | 10.13% | 38.71% | 31.81% | -23.48% | 10.09% | 21.23% | 21.63% | -8.37% |
XLC Communication Services Select Sector SPDR Fund | -4.00% | 17.43% | 46.28% | 49.45% | -33.19% | 14.91% | 24.76% | 24.61% | -14.63% |
Different Trading Currencies
COMM.TO is traded in CAD, while XLC is traded in USD. To make them comparable, the XLC values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, COMM.TO achieves a -0.77% return, which is significantly higher than XLC's -4.00% return.
COMM.TO
- 1D
- 0.20%
- 1M
- -2.14%
- YTD
- -0.77%
- 6M
- -6.68%
- 1Y
- 9.18%
- 3Y*
- 19.77%
- 5Y*
- 10.17%
- 10Y*
- —
XLC
- 1D
- 0.20%
- 1M
- -3.78%
- YTD
- -4.00%
- 6M
- -4.34%
- 1Y
- 13.37%
- 3Y*
- 26.80%
- 5Y*
- 11.69%
- 10Y*
- —
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COMM.TO vs. XLC - Expense Ratio Comparison
COMM.TO has a 0.39% expense ratio, which is higher than XLC's 0.13% expense ratio.
Return for Risk
COMM.TO vs. XLC — Risk / Return Rank
COMM.TO
XLC
COMM.TO vs. XLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Global Communications Index ETF (COMM.TO) and Communication Services Select Sector SPDR Fund (XLC). 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.
| COMM.TO | XLC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.76 | -0.15 |
Sortino ratioReturn per unit of downside risk | 0.93 | 1.14 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.10 | -0.11 |
Martin ratioReturn relative to average drawdown | 2.15 | 3.79 | -1.64 |
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
| COMM.TO | XLC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.76 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.61 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.61 | +0.15 |
Correlation
The correlation between COMM.TO and XLC is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
COMM.TO vs. XLC - Dividend Comparison
COMM.TO's dividend yield for the trailing twelve months is around 1.06%, less than XLC's 1.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COMM.TO BMO Global Communications Index ETF | 1.06% | 1.07% | 1.13% | 1.51% | 2.09% | 1.60% | 1.31% | 1.52% | 1.24% |
XLC Communication Services Select Sector SPDR Fund | 1.26% | 1.13% | 0.99% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% |
Drawdowns
COMM.TO vs. XLC - Drawdown Comparison
The maximum COMM.TO drawdown since its inception was -29.87%, smaller than the maximum XLC drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for COMM.TO and XLC.
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Drawdown Indicators
| COMM.TO | XLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.87% | -46.65% | +16.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -11.07% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -46.65% | +16.78% |
Current DrawdownCurrent decline from peak | -8.54% | -7.07% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -10.76% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 3.28% | +1.79% |
Volatility
COMM.TO vs. XLC - Volatility Comparison
BMO Global Communications Index ETF (COMM.TO) has a higher volatility of 5.79% compared to Communication Services Select Sector SPDR Fund (XLC) at 4.91%. This indicates that COMM.TO's price experiences larger fluctuations and is considered to be riskier than XLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMM.TO | XLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 4.91% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 9.35% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 17.79% | -2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 19.21% | -4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 20.75% | -5.09% |