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IXP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IXP and VOO is 0.79, 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.


-0.50.00.51.00.8

Performance

IXP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Comm Services ETF (IXP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
196.72%
602.93%
IXP
VOO

Key characteristics

Sharpe Ratio

IXP:

2.26

VOO:

2.25

Sortino Ratio

IXP:

3.03

VOO:

2.98

Omega Ratio

IXP:

1.40

VOO:

1.42

Calmar Ratio

IXP:

2.19

VOO:

3.31

Martin Ratio

IXP:

14.36

VOO:

14.77

Ulcer Index

IXP:

2.37%

VOO:

1.90%

Daily Std Dev

IXP:

15.01%

VOO:

12.46%

Max Drawdown

IXP:

-50.11%

VOO:

-33.99%

Current Drawdown

IXP:

-3.89%

VOO:

-2.47%

Returns By Period

In the year-to-date period, IXP achieves a 32.66% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, IXP has underperformed VOO with an annualized return of 7.34%, while VOO has yielded a comparatively higher 13.08% annualized return.


IXP

YTD

32.66%

1M

2.05%

6M

12.00%

1Y

32.42%

5Y*

11.10%

10Y*

7.34%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


IXP vs. VOO - Expense Ratio Comparison

IXP has a 0.43% expense ratio, which is higher than VOO's 0.03% expense ratio.


IXP
iShares Global Comm Services ETF
Expense ratio chart for IXP: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
Expense ratio chart for VOO: 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

IXP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Comm Services ETF (IXP) and Vanguard S&P 500 ETF (VOO). 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 IXP, currently valued at 2.26, compared to the broader market0.002.004.002.262.25
The chart of Sortino ratio for IXP, currently valued at 3.03, compared to the broader market-2.000.002.004.006.008.0010.003.032.98
The chart of Omega ratio for IXP, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.42
The chart of Calmar ratio for IXP, currently valued at 2.19, compared to the broader market0.005.0010.0015.002.193.31
The chart of Martin ratio for IXP, currently valued at 14.36, compared to the broader market0.0020.0040.0060.0080.00100.0014.3614.77
IXP
VOO

The current IXP Sharpe Ratio is 2.26, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of IXP and VOO, 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
2.26
2.25
IXP
VOO

Dividends

IXP vs. VOO - Dividend Comparison

IXP's dividend yield for the trailing twelve months is around 1.33%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
IXP
iShares Global Comm Services ETF
1.33%1.24%1.43%1.80%0.95%2.18%4.32%3.40%4.02%3.89%12.39%3.40%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IXP vs. VOO - Drawdown Comparison

The maximum IXP drawdown since its inception was -50.11%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IXP and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.89%
-2.47%
IXP
VOO

Volatility

IXP vs. VOO - Volatility Comparison

iShares Global Comm Services ETF (IXP) has a higher volatility of 4.94% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that IXP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.94%
3.75%
IXP
VOO
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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.

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