IYZ vs. XLC
Compare and contrast key facts about iShares U.S. Telecommunications ETF (IYZ) and Communication Services Select Sector SPDR Fund (XLC).
IYZ and XLC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYZ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Telecommunications Index. It was launched on May 22, 2000. XLC is a passively managed fund by State Street that tracks the performance of the S&P Communication Services Select Sector Index. It was launched on Jun 18, 2018. Both IYZ and XLC 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: IYZ or XLC.
Performance
IYZ vs. XLC - Performance Comparison
Returns By Period
In the year-to-date period, IYZ achieves a 19.97% return, which is significantly lower than XLC's 34.23% return.
IYZ
19.97%
2.41%
25.63%
28.06%
0.68%
1.19%
XLC
34.23%
6.02%
17.56%
37.98%
14.28%
N/A
Key characteristics
| IYZ | XLC | |
|---|---|---|
| Sharpe Ratio | 2.06 | 2.63 |
| Sortino Ratio | 2.85 | 3.49 |
| Omega Ratio | 1.35 | 1.47 |
| Calmar Ratio | 0.73 | 2.13 |
| Martin Ratio | 4.44 | 21.54 |
| Ulcer Index | 6.64% | 1.84% |
| Daily Std Dev | 14.27% | 15.04% |
| Max Drawdown | -77.12% | -46.66% |
| Current Drawdown | -21.22% | -0.49% |
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IYZ vs. XLC - Expense Ratio Comparison
IYZ has a 0.42% expense ratio, which is higher than XLC's 0.13% expense ratio.
Correlation
The correlation between IYZ and XLC is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IYZ vs. XLC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) 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.
Dividends
IYZ vs. XLC - Dividend Comparison
IYZ's dividend yield for the trailing twelve months is around 1.96%, more than XLC's 0.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYZ iShares U.S. Telecommunications ETF | 1.96% | 2.28% | 2.55% | 2.51% | 2.60% | 2.35% | 2.15% | 3.54% | 2.26% | 1.98% | 2.25% | 2.62% |
XLC Communication Services Select Sector SPDR Fund | 0.91% | 0.82% | 1.11% | 0.74% | 0.68% | 0.81% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IYZ vs. XLC - Drawdown Comparison
The maximum IYZ drawdown since its inception was -77.12%, which is greater than XLC's maximum drawdown of -46.66%. Use the drawdown chart below to compare losses from any high point for IYZ and XLC. For additional features, visit the drawdowns tool.
Volatility
IYZ vs. XLC - Volatility Comparison
iShares U.S. Telecommunications ETF (IYZ) and Communication Services Select Sector SPDR Fund (XLC) have volatilities of 4.34% and 4.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.