IWX vs. XLP
Compare and contrast key facts about iShares Russell Top 200 Value ETF (IWX) and Consumer Staples Select Sector SPDR Fund (XLP).
IWX and XLP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWX is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Value Index. It was launched on Sep 22, 2009. XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998. Both IWX and XLP 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: IWX or XLP.
Performance
IWX vs. XLP - Performance Comparison
Returns By Period
In the year-to-date period, IWX achieves a 21.73% return, which is significantly higher than XLP's 15.93% return. Over the past 10 years, IWX has outperformed XLP with an annualized return of 9.11%, while XLP has yielded a comparatively lower 8.23% annualized return.
IWX
21.73%
2.62%
12.81%
28.30%
10.43%
9.11%
XLP
15.93%
-0.01%
7.52%
19.94%
8.81%
8.23%
Key characteristics
| IWX | XLP | |
|---|---|---|
| Sharpe Ratio | 2.83 | 1.96 |
| Sortino Ratio | 4.05 | 2.80 |
| Omega Ratio | 1.52 | 1.34 |
| Calmar Ratio | 5.76 | 2.07 |
| Martin Ratio | 17.82 | 11.50 |
| Ulcer Index | 1.59% | 1.73% |
| Daily Std Dev | 10.01% | 10.19% |
| Max Drawdown | -35.76% | -35.89% |
| Current Drawdown | 0.00% | -2.36% |
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IWX vs. XLP - Expense Ratio Comparison
IWX has a 0.20% expense ratio, which is higher than XLP's 0.13% 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 IWX and XLP is 0.67, 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
IWX vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Value ETF (IWX) and Consumer Staples Select Sector SPDR Fund (XLP). 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
IWX vs. XLP - Dividend Comparison
IWX's dividend yield for the trailing twelve months is around 1.76%, less than XLP's 2.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWX iShares Russell Top 200 Value ETF | 1.76% | 2.13% | 2.07% | 1.79% | 2.12% | 2.60% | 2.66% | 2.12% | 2.23% | 2.77% | 2.19% | 1.89% |
XLP Consumer Staples Select Sector SPDR Fund | 2.58% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
Drawdowns
IWX vs. XLP - Drawdown Comparison
The maximum IWX drawdown since its inception was -35.76%, roughly equal to the maximum XLP drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for IWX and XLP. For additional features, visit the drawdowns tool.
Volatility
IWX vs. XLP - Volatility Comparison
iShares Russell Top 200 Value ETF (IWX) has a higher volatility of 3.82% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 3.30%. This indicates that IWX's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.