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IYZ vs. GXPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYZ vs. GXPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Telecommunications ETF (IYZ) and Global X PureCap MSCI Communication Services ETF (GXPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYZ achieves a 32.03% return, which is significantly higher than GXPC's 3.83% return.


IYZ

1D
-2.96%
1M
4.94%
YTD
32.03%
6M
38.73%
1Y
59.79%
3Y*
30.34%
5Y*
8.18%
10Y*
6.28%

GXPC

1D
-0.34%
1M
-4.59%
YTD
3.83%
6M
3.68%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYZ vs. GXPC - Yearly Performance Comparison


Correlation

The correlation between IYZ and GXPC is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.33

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Return for Risk

IYZ vs. GXPC — Risk / Return Rank

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

IYZ
IYZ Risk / Return Rank: 9393
Overall Rank
IYZ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IYZ Sortino Ratio Rank: 9292
Sortino Ratio Rank
IYZ Omega Ratio Rank: 9090
Omega Ratio Rank
IYZ Calmar Ratio Rank: 9696
Calmar Ratio Rank
IYZ Martin Ratio Rank: 9595
Martin Ratio Rank

GXPC
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.

IYZ vs. GXPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and Global X PureCap MSCI Communication Services ETF (GXPC). 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.


IYZGXPCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.58

Calmar ratioReturn relative to maximum drawdown

9.54

Martin ratioReturn relative to average drawdown

32.08

IYZ vs. GXPC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IYZGXPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

1.43

-1.36

Drawdowns

IYZ vs. GXPC - Drawdown Comparison

The maximum IYZ drawdown since its inception was -77.11%, which is greater than GXPC's maximum drawdown of -16.59%. Use the drawdown chart below to compare losses from any high point for IYZ and GXPC.


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Drawdown Indicators


IYZGXPCDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-16.59%

-60.52%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

Max Drawdown (10Y)

Largest decline over 10 years

-39.74%

Current Drawdown

Current decline from peak

-2.96%

-7.11%

+4.15%

Average Drawdown

Average peak-to-trough decline

-40.14%

-3.05%

-37.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

Volatility

IYZ vs. GXPC - Volatility Comparison


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Volatility by Period


IYZGXPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

19.79%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

19.79%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

19.79%

-0.54%

IYZ vs. GXPC - Expense Ratio Comparison

IYZ has a 0.42% expense ratio, which is higher than GXPC's 0.15% expense ratio.


Dividends

IYZ vs. GXPC - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.50%, more than GXPC's 0.12% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPC
Global X PureCap MSCI Communication Services ETF
0.12%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYZ
iShares U.S. Telecommunications ETF
1.50%2.04%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%

Frequently Asked Questions


IYZ and GXPC have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPC is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPC is cheaper with a 0.15% expense ratio, compared with 0.42% for IYZ.

IYZ has the higher dividend yield at 1.50%, compared with 0.12% for GXPC.

IYZ tracks Dow Jones U.S. Select Telecommunications Index, while GXPC tracks MSCI USA Communication Services PureCap Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.42% for IYZ and 0.15% for GXPC.

Portfolio Optimizer

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