FIVG vs. XLC
Compare and contrast key facts about Defiance Next Gen Connectivity ETF (FIVG) and Communication Services Select Sector SPDR Fund (XLC).
FIVG and XLC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FIVG is a passively managed fund by Defiance ETFs that tracks the performance of the MVIS Bluestar 5G Communications Index. It was launched on Mar 4, 2019. 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 FIVG 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVG or XLC.
Performance
FIVG vs. XLC - Performance Comparison
Returns By Period
In the year-to-date period, FIVG achieves a 29.70% return, which is significantly lower than XLC's 33.36% return.
FIVG
29.70%
2.42%
17.49%
43.14%
14.58%
N/A
XLC
33.36%
5.33%
16.64%
38.63%
14.19%
N/A
Key characteristics
| FIVG | XLC | |
|---|---|---|
| Sharpe Ratio | 2.47 | 2.57 |
| Sortino Ratio | 3.16 | 3.42 |
| Omega Ratio | 1.42 | 1.46 |
| Calmar Ratio | 2.00 | 2.08 |
| Martin Ratio | 11.08 | 21.04 |
| Ulcer Index | 4.62% | 1.84% |
| Daily Std Dev | 20.75% | 15.06% |
| Max Drawdown | -34.62% | -46.66% |
| Current Drawdown | 0.00% | -1.14% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIVG vs. XLC - Expense Ratio Comparison
FIVG has a 0.30% expense ratio, which is higher than XLC's 0.13% expense ratio.
Correlation
The correlation between FIVG and XLC is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FIVG vs. XLC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Next Gen Connectivity ETF (FIVG) 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.
Dividends
FIVG vs. XLC - Dividend Comparison
FIVG's dividend yield for the trailing twelve months is around 0.88%, less than XLC's 0.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
FIVG Defiance Next Gen Connectivity ETF | 0.88% | 1.40% | 0.00% | 1.17% | 0.99% | 0.75% | 0.00% |
XLC Communication Services Select Sector SPDR Fund | 0.92% | 0.82% | 1.11% | 0.74% | 0.68% | 0.81% | 0.64% |
Drawdowns
FIVG vs. XLC - Drawdown Comparison
The maximum FIVG drawdown since its inception was -34.62%, smaller than the maximum XLC drawdown of -46.66%. Use the drawdown chart below to compare losses from any high point for FIVG and XLC. For additional features, visit the drawdowns tool.
Volatility
FIVG vs. XLC - Volatility Comparison
Defiance Next Gen Connectivity ETF (FIVG) has a higher volatility of 5.03% compared to Communication Services Select Sector SPDR Fund (XLC) at 4.22%. This indicates that FIVG'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.