IXP vs. UPS
Compare and contrast key facts about iShares Global Comm Services ETF (IXP) and United Parcel Service, Inc. (UPS).
IXP is a passively managed fund by iShares that tracks the performance of the S&P Global 1200 Communication Services 4.5/22.5/45 Capped. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IXP or UPS.
Performance
IXP vs. UPS - Performance Comparison
Returns By Period
In the year-to-date period, IXP achieves a 28.51% return, which is significantly higher than UPS's -12.42% return. Over the past 10 years, IXP has outperformed UPS with an annualized return of 6.67%, while UPS has yielded a comparatively lower 5.46% annualized return.
IXP
28.51%
1.71%
11.61%
30.85%
11.25%
6.67%
UPS
-12.42%
1.26%
-3.18%
-8.65%
5.54%
5.46%
Key characteristics
| IXP | UPS | |
|---|---|---|
| Sharpe Ratio | 2.18 | -0.31 |
| Sortino Ratio | 3.00 | -0.23 |
| Omega Ratio | 1.39 | 0.96 |
| Calmar Ratio | 1.71 | -0.19 |
| Martin Ratio | 13.65 | -0.65 |
| Ulcer Index | 2.34% | 12.47% |
| Daily Std Dev | 14.65% | 26.29% |
| Max Drawdown | -50.13% | -51.69% |
| Current Drawdown | -2.14% | -36.27% |
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Correlation
The correlation between IXP and UPS is 0.48, 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
IXP vs. UPS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Comm Services ETF (IXP) and United Parcel Service, Inc. (UPS). 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
IXP vs. UPS - Dividend Comparison
IXP's dividend yield for the trailing twelve months is around 0.96%, less than UPS's 4.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXP iShares Global Comm Services ETF | 0.96% | 1.24% | 1.43% | 1.80% | 0.95% | 2.18% | 4.32% | 3.40% | 4.02% | 3.89% | 12.39% | 3.40% |
UPS United Parcel Service, Inc. | 4.96% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
Drawdowns
IXP vs. UPS - Drawdown Comparison
The maximum IXP drawdown since its inception was -50.13%, roughly equal to the maximum UPS drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for IXP and UPS. For additional features, visit the drawdowns tool.
Volatility
IXP vs. UPS - Volatility Comparison
The current volatility for iShares Global Comm Services ETF (IXP) is 3.98%, while United Parcel Service, Inc. (UPS) has a volatility of 7.27%. This indicates that IXP experiences smaller price fluctuations and is considered to be less risky than UPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.