IUCM.L vs. VOX
Compare and contrast key facts about iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) and Vanguard Communication Services ETF (VOX).
IUCM.L and VOX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUCM.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Sep 17, 2018. VOX is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Telecommunication Services 25/50 Index. It was launched on Sep 23, 2004. Both IUCM.L and VOX 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: IUCM.L or VOX.
Performance
IUCM.L vs. VOX - Performance Comparison
Returns By Period
In the year-to-date period, IUCM.L achieves a 34.62% return, which is significantly higher than VOX's 30.22% return.
IUCM.L
34.62%
4.99%
13.87%
40.68%
13.94%
N/A
VOX
30.22%
3.27%
13.59%
36.93%
11.91%
7.70%
Key characteristics
| IUCM.L | VOX | |
|---|---|---|
| Sharpe Ratio | 2.59 | 2.35 |
| Sortino Ratio | 3.63 | 3.11 |
| Omega Ratio | 1.48 | 1.42 |
| Calmar Ratio | 2.08 | 1.48 |
| Martin Ratio | 14.75 | 16.76 |
| Ulcer Index | 2.65% | 2.21% |
| Daily Std Dev | 15.07% | 15.84% |
| Max Drawdown | -47.32% | -57.18% |
| Current Drawdown | -0.52% | -2.23% |
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IUCM.L vs. VOX - Expense Ratio Comparison
IUCM.L has a 0.15% expense ratio, which is higher than VOX's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IUCM.L and VOX is 0.60, 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
IUCM.L vs. VOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) and Vanguard Communication Services ETF (VOX). 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
IUCM.L vs. VOX - Dividend Comparison
IUCM.L has not paid dividends to shareholders, while VOX's dividend yield for the trailing twelve months is around 0.96%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUCM.L iShares S&P 500 Communication Sector UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOX Vanguard Communication Services ETF | 0.96% | 1.03% | 0.88% | 0.93% | 0.74% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% | 2.66% | 3.88% |
Drawdowns
IUCM.L vs. VOX - Drawdown Comparison
The maximum IUCM.L drawdown since its inception was -47.32%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for IUCM.L and VOX. For additional features, visit the drawdowns tool.
Volatility
IUCM.L vs. VOX - Volatility Comparison
iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) has a higher volatility of 5.00% compared to Vanguard Communication Services ETF (VOX) at 4.62%. This indicates that IUCM.L's price experiences larger fluctuations and is considered to be riskier than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.