PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ILCB vs. XLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ILCB and XLG is 0.93, 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.


-0.50.00.51.00.9

Performance

ILCB vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar U.S. Equity ETF (ILCB) and Invesco S&P 500® Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

550.00%600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
654.05%
699.75%
ILCB
XLG

Key characteristics

Sharpe Ratio

ILCB:

2.24

XLG:

2.42

Sortino Ratio

ILCB:

2.97

XLG:

3.13

Omega Ratio

ILCB:

1.41

XLG:

1.44

Calmar Ratio

ILCB:

0.28

XLG:

3.21

Martin Ratio

ILCB:

14.36

XLG:

13.23

Ulcer Index

ILCB:

1.97%

XLG:

2.75%

Daily Std Dev

ILCB:

12.61%

XLG:

15.05%

Max Drawdown

ILCB:

-100.00%

XLG:

-52.39%

Current Drawdown

ILCB:

-99.99%

XLG:

-1.96%

Returns By Period

In the year-to-date period, ILCB achieves a 26.16% return, which is significantly lower than XLG's 34.91% return. Over the past 10 years, ILCB has underperformed XLG with an annualized return of 12.13%, while XLG has yielded a comparatively higher 15.20% annualized return.


ILCB

YTD

26.16%

1M

0.41%

6M

9.75%

1Y

26.84%

5Y*

13.96%

10Y*

12.13%

XLG

YTD

34.91%

1M

2.97%

6M

11.04%

1Y

35.23%

5Y*

18.15%

10Y*

15.20%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ILCB vs. XLG - Expense Ratio Comparison

ILCB has a 0.03% expense ratio, which is lower than XLG's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


XLG
Invesco S&P 500® Top 50 ETF
Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for ILCB: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ILCB vs. XLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar U.S. Equity ETF (ILCB) and Invesco S&P 500® Top 50 ETF (XLG). 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.


Sharpe ratio
The chart of Sharpe ratio for ILCB, currently valued at 2.24, compared to the broader market0.002.004.002.242.42
The chart of Sortino ratio for ILCB, currently valued at 2.97, compared to the broader market-2.000.002.004.006.008.0010.002.973.13
The chart of Omega ratio for ILCB, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.44
The chart of Calmar ratio for ILCB, currently valued at 3.29, compared to the broader market0.005.0010.0015.003.293.21
The chart of Martin ratio for ILCB, currently valued at 14.36, compared to the broader market0.0020.0040.0060.0080.00100.0014.3613.23
ILCB
XLG

The current ILCB Sharpe Ratio is 2.24, which is comparable to the XLG Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of ILCB and XLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.24
2.42
ILCB
XLG

Dividends

ILCB vs. XLG - Dividend Comparison

ILCB's dividend yield for the trailing twelve months is around 1.18%, more than XLG's 0.53% yield.


TTM20232022202120202019201820172016201520142013
ILCB
iShares Morningstar U.S. Equity ETF
1.18%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%1.86%1.89%
XLG
Invesco S&P 500® Top 50 ETF
0.53%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%

Drawdowns

ILCB vs. XLG - Drawdown Comparison

The maximum ILCB drawdown since its inception was -100.00%, which is greater than XLG's maximum drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for ILCB and XLG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.78%
-1.96%
ILCB
XLG

Volatility

ILCB vs. XLG - Volatility Comparison

iShares Morningstar U.S. Equity ETF (ILCB) and Invesco S&P 500® Top 50 ETF (XLG) have volatilities of 3.98% and 4.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.98%
4.11%
ILCB
XLG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab