IGV vs. XSD
Compare and contrast key facts about iShares Expanded Tech-Software Sector ET (IGV) and SPDR S&P Semiconductor ETF (XSD).
IGV and XSD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGV is a passively managed fund by iShares that tracks the performance of the S&P North American Technology-Software Index. It was launched on Jul 10, 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 IGV 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: IGV or XSD.
Performance
IGV vs. XSD - Performance Comparison
Returns By Period
In the year-to-date period, IGV achieves a 27.34% return, which is significantly higher than XSD's 2.89% return. Both investments have delivered pretty close results over the past 10 years, with IGV having a 20.17% annualized return and XSD not far ahead at 20.81%.
IGV
27.34%
11.95%
22.29%
36.11%
18.60%
20.17%
XSD
2.89%
-4.67%
-5.91%
17.45%
19.54%
20.81%
Key characteristics
| IGV | XSD | |
|---|---|---|
| Sharpe Ratio | 1.77 | 0.43 |
| Sortino Ratio | 2.27 | 0.81 |
| Omega Ratio | 1.31 | 1.10 |
| Calmar Ratio | 2.41 | 0.56 |
| Martin Ratio | 7.67 | 1.50 |
| Ulcer Index | 4.70% | 9.82% |
| Daily Std Dev | 20.34% | 33.99% |
| Max Drawdown | -92.69% | -64.56% |
| Current Drawdown | -1.06% | -15.65% |
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IGV vs. XSD - Expense Ratio Comparison
IGV has a 0.46% expense ratio, which is higher than XSD's 0.35% expense ratio.
Correlation
The correlation between IGV and XSD is 0.74, 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
IGV vs. XSD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ET (IGV) 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
IGV vs. XSD - Dividend Comparison
IGV's dividend yield for the trailing twelve months is around 0.32%, more than XSD's 0.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ET | 0.32% | 0.41% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% | 0.29% | 0.33% |
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
IGV vs. XSD - Drawdown Comparison
The maximum IGV drawdown since its inception was -92.69%, which is greater than XSD's maximum drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for IGV and XSD. For additional features, visit the drawdowns tool.
Volatility
IGV vs. XSD - Volatility Comparison
The current volatility for iShares Expanded Tech-Software Sector ET (IGV) is 7.09%, while SPDR S&P Semiconductor ETF (XSD) has a volatility of 10.80%. This indicates that IGV 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.