IBB vs. XSD
Compare and contrast key facts about iShares Nasdaq Biotechnology ETF (IBB) and SPDR S&P Semiconductor ETF (XSD).
IBB and XSD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBB is a passively managed fund by iShares that tracks the performance of the NASDAQ Biotechnology Index. It was launched on Feb 5, 2001. XSD is a passively managed fund by State Street that tracks the performance of the S&P Semiconductor Select Industry. It was launched on Jan 31, 2006. Both IBB and XSD 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: IBB or XSD.
Performance
IBB vs. XSD - Performance Comparison
Returns By Period
In the year-to-date period, IBB achieves a -1.84% return, which is significantly lower than XSD's 1.86% return. Over the past 10 years, IBB has underperformed XSD with an annualized return of 3.30%, while XSD has yielded a comparatively higher 20.71% annualized return.
IBB
-1.84%
-8.82%
-3.12%
13.02%
3.43%
3.30%
XSD
1.86%
-5.95%
-5.32%
15.73%
19.11%
20.71%
Key characteristics
| IBB | XSD | |
|---|---|---|
| Sharpe Ratio | 0.78 | 0.50 |
| Sortino Ratio | 1.18 | 0.88 |
| Omega Ratio | 1.14 | 1.11 |
| Calmar Ratio | 0.43 | 0.64 |
| Martin Ratio | 3.66 | 1.74 |
| Ulcer Index | 3.83% | 9.72% |
| Daily Std Dev | 17.93% | 34.10% |
| Max Drawdown | -62.85% | -64.56% |
| Current Drawdown | -23.79% | -16.51% |
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IBB vs. XSD - Expense Ratio Comparison
IBB has a 0.47% expense ratio, which is higher than XSD's 0.35% expense ratio.
Correlation
The correlation between IBB and XSD is 0.59, 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.
Risk-Adjusted Performance
IBB vs. XSD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq Biotechnology ETF (IBB) and SPDR S&P Semiconductor ETF (XSD). 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
IBB vs. XSD - Dividend Comparison
IBB's dividend yield for the trailing twelve months is around 0.34%, more than XSD's 0.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBB iShares Nasdaq Biotechnology ETF | 0.34% | 0.26% | 0.31% | 0.21% | 0.20% | 0.17% | 0.19% | 0.30% | 0.19% | 0.03% | 0.15% | 0.03% |
XSD SPDR S&P Semiconductor ETF | 0.25% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
Drawdowns
IBB vs. XSD - Drawdown Comparison
The maximum IBB drawdown since its inception was -62.85%, roughly equal to the maximum XSD drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for IBB and XSD. For additional features, visit the drawdowns tool.
Volatility
IBB vs. XSD - Volatility Comparison
The current volatility for iShares Nasdaq Biotechnology ETF (IBB) is 7.05%, while SPDR S&P Semiconductor ETF (XSD) has a volatility of 10.73%. This indicates that IBB experiences smaller price fluctuations and is considered to be less risky than XSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.