IXP vs. VTI
Compare and contrast key facts about iShares Global Comm Services ETF (IXP) and Vanguard Total Stock Market ETF (VTI).
IXP and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both IXP and VTI 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: IXP or VTI.
Performance
IXP vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, IXP achieves a 28.51% return, which is significantly higher than VTI's 25.64% return. Over the past 10 years, IXP has underperformed VTI with an annualized return of 6.67%, while VTI has yielded a comparatively higher 12.67% annualized return.
IXP
28.51%
1.71%
11.61%
30.85%
11.25%
6.67%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| IXP | VTI | |
|---|---|---|
| Sharpe Ratio | 2.18 | 2.68 |
| Sortino Ratio | 3.00 | 3.57 |
| Omega Ratio | 1.39 | 1.49 |
| Calmar Ratio | 1.71 | 3.91 |
| Martin Ratio | 13.65 | 17.13 |
| Ulcer Index | 2.34% | 1.96% |
| Daily Std Dev | 14.65% | 12.51% |
| Max Drawdown | -50.13% | -55.45% |
| Current Drawdown | -2.14% | -0.84% |
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. VTI - Expense Ratio Comparison
IXP has a 0.43% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between IXP and VTI is 0.73, 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.
Risk-Adjusted Performance
IXP vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Comm Services ETF (IXP) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
IXP's dividend yield for the trailing twelve months is around 0.96%, less than VTI's 1.27% 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% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
IXP vs. VTI - Drawdown Comparison
The maximum IXP drawdown since its inception was -50.13%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IXP and VTI. For additional features, visit the drawdowns tool.
Volatility
IXP vs. VTI - Volatility Comparison
The current volatility for iShares Global Comm Services ETF (IXP) is 3.98%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that IXP experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.