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IYC vs. XLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYC vs. XLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Consumer Discretionary ETF (IYC) and Communication Services Select Sector SPDR Fund (XLC). The values are adjusted to include any dividend payments, if applicable.

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IYC vs. XLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IYC
iShares U.S. Consumer Discretionary ETF
-5.90%7.85%27.54%34.03%-31.78%19.65%24.58%27.36%-8.36%
XLC
Communication Services Select Sector SPDR Fund
-5.53%23.08%34.71%52.82%-37.63%15.96%26.90%31.05%-16.88%

Returns By Period

In the year-to-date period, IYC achieves a -5.90% return, which is significantly lower than XLC's -5.53% return.


IYC

1D
2.72%
1M
-5.94%
YTD
-5.90%
6M
-7.30%
1Y
10.29%
3Y*
15.09%
5Y*
5.66%
10Y*
11.03%

XLC

1D
2.69%
1M
-5.79%
YTD
-5.53%
6M
-5.74%
1Y
16.36%
3Y*
25.49%
5Y*
9.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IYC vs. XLC - Expense Ratio Comparison

IYC has a 0.38% expense ratio, which is higher than XLC's 0.13% expense ratio.


Return for Risk

IYC vs. XLC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IYC
IYC Risk / Return Rank: 3232
Overall Rank
IYC Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IYC Sortino Ratio Rank: 3333
Sortino Ratio Rank
IYC Omega Ratio Rank: 3030
Omega Ratio Rank
IYC Calmar Ratio Rank: 3535
Calmar Ratio Rank
IYC Martin Ratio Rank: 3333
Martin Ratio Rank

XLC
XLC Risk / Return Rank: 5858
Overall Rank
XLC Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 5858
Sortino Ratio Rank
XLC Omega Ratio Rank: 5555
Omega Ratio Rank
XLC Calmar Ratio Rank: 6565
Calmar Ratio Rank
XLC Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IYC vs. XLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Discretionary ETF (IYC) and Communication Services Select Sector SPDR Fund (XLC). 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.


IYCXLCDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.90

-0.38

Sortino ratio

Return per unit of downside risk

0.91

1.40

-0.49

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

0.85

1.56

-0.70

Martin ratio

Return relative to average drawdown

2.85

5.30

-2.45

IYC vs. XLC - Sharpe Ratio Comparison

The current IYC Sharpe Ratio is 0.51, which is lower than the XLC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IYC and XLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IYCXLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.90

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.45

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.53

-0.12

Correlation

The correlation between IYC and XLC is 0.80, 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.


Dividends

IYC vs. XLC - Dividend Comparison

IYC's dividend yield for the trailing twelve months is around 0.53%, less than XLC's 1.26% yield.


TTM20252024202320222021202020192018201720162015
IYC
iShares U.S. Consumer Discretionary ETF
0.53%0.51%0.47%0.68%0.68%0.39%0.65%0.89%0.90%0.92%1.10%1.03%
XLC
Communication Services Select Sector SPDR Fund
1.26%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%0.00%0.00%0.00%

Drawdowns

IYC vs. XLC - Drawdown Comparison

The maximum IYC drawdown since its inception was -53.10%, which is greater than XLC's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for IYC and XLC.


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Drawdown Indicators


IYCXLCDifference

Max Drawdown

Largest peak-to-trough decline

-53.10%

-46.65%

-6.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

-11.07%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-35.90%

-46.65%

+10.75%

Max Drawdown (10Y)

Largest decline over 10 years

-35.90%

Current Drawdown

Current decline from peak

-9.46%

-7.38%

-2.08%

Average Drawdown

Average peak-to-trough decline

-9.99%

-10.76%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.25%

+0.49%

Volatility

IYC vs. XLC - Volatility Comparison

iShares U.S. Consumer Discretionary ETF (IYC) has a higher volatility of 5.84% compared to Communication Services Select Sector SPDR Fund (XLC) at 5.12%. This indicates that IYC's price experiences larger fluctuations and is considered to be riskier than XLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYCXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

5.12%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

9.76%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

20.10%

18.30%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.68%

20.77%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

22.37%

-2.51%