IXP vs. SPIT
IXP (iShares Global Comm Services ETF) and SPIT (F/m Emerald Special Situations ETF) are both Large Cap Growth Equities funds. IXP is passively managed, while SPIT is actively managed. At a 0.48 correlation, their price movements are largely independent. IXP charges 0.43%/yr vs 0.89%/yr for SPIT.
Performance
IXP vs. SPIT - Performance Comparison
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Returns By Period
In the year-to-date period, IXP achieves a -1.89% return, which is significantly lower than SPIT's 27.82% return.
IXP
- 1D
- 0.45%
- 1M
- -0.23%
- 6M
- -1.76%
- YTD
- -1.89%
- 1Y
- 10.49%
- 3Y*
- 21.12%
- 5Y*
- 8.07%
- 10Y*
- 8.71%
SPIT
- 1D
- 0.41%
- 1M
- 0.75%
- 6M
- 18.85%
- YTD
- 27.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IXP vs. SPIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IXP iShares Global Comm Services ETF | -1.89% | 1.36% |
SPIT F/m Emerald Special Situations ETF | 27.82% | 5.31% |
Correlation
The correlation between IXP and SPIT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025 | 0.48 |
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Return for Risk
IXP vs. SPIT — Risk / Return Rank
IXP
SPIT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IXP vs. SPIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Comm Services ETF (IXP) and F/m Emerald Special Situations ETF (SPIT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IXP | SPIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.13 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | — | — |
| Martin ratioReturn relative to average drawdown | 2.45 | — | — |
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Drawdowns
IXP vs. SPIT - Drawdown Comparison
The maximum IXP drawdown since its inception was -50.11%, which is greater than SPIT's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for IXP and SPIT.
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Drawdown Indicators
| IXP | SPIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.11% | -12.49% | -37.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -44.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.30% | — | — |
Current DrawdownCurrent decline from peak | -6.00% | -5.04% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -2.52% | -9.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | — | — |
Volatility
IXP vs. SPIT - Volatility Comparison
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Volatility by Period
| IXP | SPIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 26.32% | -11.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 26.32% | -7.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 26.32% | -7.82% |
IXP vs. SPIT - Expense Ratio Comparison
IXP has a 0.43% expense ratio, which is lower than SPIT's 0.89% expense ratio.
Dividends
IXP vs. SPIT - Dividend Comparison
IXP's dividend yield for the trailing twelve months is around 3.33%, less than SPIT's 5.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXP iShares Global Comm Services ETF | 3.33% | 2.98% | 1.35% | 1.24% | 0.62% | 1.80% | 0.95% | 2.18% | 4.32% | 3.41% | 4.02% | 3.89% |
SPIT F/m Emerald Special Situations ETF | 5.62% | 7.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IXP and SPIT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IXP is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IXP is cheaper with a 0.43% expense ratio, compared with 0.89% for SPIT.
SPIT has the higher dividend yield at 5.62%, compared with 3.33% for IXP.
They also come from different issuers: iShares and F/m Investments. Their fees differ too: 0.43% for IXP and 0.89% for SPIT.
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