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IYW vs. XLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYW vs. XLC - Performance Comparison

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

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Returns By Period

In the year-to-date period, IYW achieves a 27.27% return, which is significantly higher than XLC's -4.39% return.


IYW

1D
3.76%
1M
6.38%
YTD
27.27%
6M
29.26%
1Y
55.82%
3Y*
33.08%
5Y*
22.08%
10Y*
26.22%

XLC

1D
0.48%
1M
-3.35%
YTD
-4.39%
6M
-3.14%
1Y
10.72%
3Y*
21.42%
5Y*
8.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYW vs. XLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IYW
iShares U.S. Technology ETF
27.27%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-13.67%
XLC
Communication Services Select Sector SPDR Fund
-4.39%23.08%34.71%52.82%-37.63%15.96%26.90%31.05%-16.45%

Correlation

The correlation between IYW and XLC is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2018

0.78

Over the past year, the correlation between IYW and XLC has dropped to 0.45 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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Return for Risk

IYW vs. XLC — Risk / Return Rank

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

IYW
IYW Risk / Return Rank: 7676
Overall Rank
IYW Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 8181
Sortino Ratio Rank
IYW Omega Ratio Rank: 8181
Omega Ratio Rank
IYW Calmar Ratio Rank: 6969
Calmar Ratio Rank
IYW Martin Ratio Rank: 6262
Martin Ratio Rank

XLC
XLC Risk / Return Rank: 2424
Overall Rank
XLC Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 2525
Sortino Ratio Rank
XLC Omega Ratio Rank: 2323
Omega Ratio Rank
XLC Calmar Ratio Rank: 2424
Calmar Ratio Rank
XLC Martin Ratio Rank: 2626
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.

IYW vs. XLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) 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.

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.


IYWXLCDifference
Sharpe ratioReturn per unit of total volatility

+1.77

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.43

1.14

+0.29

Calmar ratioReturn relative to maximum drawdown

3.15

1.02

+2.13

Martin ratioReturn relative to average drawdown

10.11

3.21

+6.90

IYW vs. XLC - Sharpe Ratio Comparison

The current IYW Sharpe Ratio is 2.59, which is higher than the XLC Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of IYW and XLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IYW vs. XLC - Drawdown Comparison

The maximum IYW drawdown since its inception was -81.90%, which is greater than XLC's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for IYW and XLC.


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Drawdown Indicators


IYWXLCDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-46.65%

-35.25%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-10.57%

-7.24%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-17.97%

-8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

-46.65%

+7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

Current Drawdown

Current decline from peak

-2.27%

-6.27%

+4.00%

Average Drawdown

Average peak-to-trough decline

-34.62%

-10.58%

-24.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

3.35%

+2.19%

Volatility

IYW vs. XLC - Volatility Comparison

iShares U.S. Technology ETF (IYW) has a higher volatility of 10.05% compared to Communication Services Select Sector SPDR Fund (XLC) at 3.61%. This indicates that IYW'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


IYWXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.05%

3.61%

+6.44%

Volatility (6M)

Calculated over the trailing 6-month period

18.01%

9.66%

+8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

21.74%

13.25%

+8.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.13%

20.68%

+5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.24%

22.17%

+3.07%

IYW vs. XLC - Expense Ratio Comparison

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


Dividends

IYW vs. XLC - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.13%, less than XLC's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
IYW
iShares U.S. Technology ETF
0.13%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
XLC
Communication Services Select Sector SPDR Fund
1.24%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%0.00%0.00%0.00%

Frequently Asked Questions


IYW and XLC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYW has higher volatility (10.05%) compared to XLC (3.61%). In terms of maximum drawdown, IYW dropped -81.90% vs XLC's -46.65%.

On 5-year performance, IYW leads with 22.08% vs 8.31% for XLC. On fees, XLC is cheaper at 0.13% per year. On volatility, XLC has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IYW has performed better with a 22.08% return vs 8.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLC is cheaper with a 0.13% expense ratio, compared with 0.38% for IYW.

XLC has the higher dividend yield at 1.24%, compared with 0.13% for IYW.

IYW is categorized as Technology Equities, while XLC is Communications Equities. IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index, while XLC tracks S&P Communication Services Select Sector Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.38% for IYW and 0.13% for XLC.

IYW currently has the higher Sharpe Ratio (2.58 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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