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IYZ vs. XTL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYZ and XTL is 0.77, 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.


-0.50.00.51.00.8

Performance

IYZ vs. XTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Telecommunications ETF (IYZ) and SPDR S&P Telecom ETF (XTL). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
28.90%
44.18%
IYZ
XTL

Key characteristics

Sharpe Ratio

IYZ:

1.65

XTL:

1.87

Sortino Ratio

IYZ:

2.28

XTL:

2.54

Omega Ratio

IYZ:

1.29

XTL:

1.32

Calmar Ratio

IYZ:

0.59

XTL:

1.17

Martin Ratio

IYZ:

3.60

XTL:

6.46

Ulcer Index

IYZ:

6.67%

XTL:

6.06%

Daily Std Dev

IYZ:

14.53%

XTL:

21.00%

Max Drawdown

IYZ:

-77.12%

XTL:

-37.01%

Current Drawdown

IYZ:

-19.73%

XTL:

-3.22%

Returns By Period

In the year-to-date period, IYZ achieves a 22.23% return, which is significantly lower than XTL's 36.31% return. Over the past 10 years, IYZ has underperformed XTL with an annualized return of 1.53%, while XTL has yielded a comparatively higher 7.61% annualized return.


IYZ

YTD

22.23%

1M

-1.10%

6M

28.90%

1Y

24.03%

5Y*

0.59%

10Y*

1.53%

XTL

YTD

36.31%

1M

-1.22%

6M

44.20%

1Y

38.32%

5Y*

10.18%

10Y*

7.61%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IYZ vs. XTL - Expense Ratio Comparison

IYZ has a 0.42% expense ratio, which is higher than XTL's 0.35% expense ratio.


IYZ
iShares U.S. Telecommunications ETF
Expense ratio chart for IYZ: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for XTL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

IYZ vs. XTL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and SPDR S&P Telecom ETF (XTL). 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.


Sharpe ratio
The chart of Sharpe ratio for IYZ, currently valued at 1.65, compared to the broader market0.002.004.001.651.83
The chart of Sortino ratio for IYZ, currently valued at 2.28, compared to the broader market-2.000.002.004.006.008.0010.002.282.49
The chart of Omega ratio for IYZ, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.32
The chart of Calmar ratio for IYZ, currently valued at 0.65, compared to the broader market0.005.0010.0015.000.651.15
The chart of Martin ratio for IYZ, currently valued at 3.60, compared to the broader market0.0020.0040.0060.0080.00100.003.606.32
IYZ
XTL

The current IYZ Sharpe Ratio is 1.65, which is comparable to the XTL Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of IYZ and XTL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.65
1.83
IYZ
XTL

Dividends

IYZ vs. XTL - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.91%, more than XTL's 0.62% yield.


TTM20232022202120202019201820172016201520142013
IYZ
iShares U.S. Telecommunications ETF
1.91%2.28%2.55%2.51%2.60%2.35%2.15%3.54%2.26%1.98%2.25%2.62%
XTL
SPDR S&P Telecom ETF
0.62%0.80%0.74%1.25%0.88%0.92%1.89%2.08%1.11%1.38%1.03%0.45%

Drawdowns

IYZ vs. XTL - Drawdown Comparison

The maximum IYZ drawdown since its inception was -77.12%, which is greater than XTL's maximum drawdown of -37.01%. Use the drawdown chart below to compare losses from any high point for IYZ and XTL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.25%
-3.22%
IYZ
XTL

Volatility

IYZ vs. XTL - Volatility Comparison

iShares U.S. Telecommunications ETF (IYZ) and SPDR S&P Telecom ETF (XTL) have volatilities of 4.60% and 4.54%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.60%
4.54%
IYZ
XTL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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