IYZ vs. XTL
Compare and contrast key facts about iShares U.S. Telecommunications ETF (IYZ) and SPDR S&P Telecom ETF (XTL).
IYZ and XTL 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. XTL is a passively managed fund by State Street that tracks the performance of the S&P Telecom Select Industry Index. It was launched on Jan 26, 2011. Both IYZ and XTL 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 XTL.
Performance
IYZ vs. XTL - Performance Comparison
Returns By Period
In the year-to-date period, IYZ achieves a 21.58% return, which is significantly lower than XTL's 35.56% return. Over the past 10 years, IYZ has underperformed XTL with an annualized return of 1.33%, while XTL has yielded a comparatively higher 7.82% annualized return.
IYZ
21.58%
5.45%
30.33%
30.08%
0.87%
1.33%
XTL
35.56%
5.44%
48.76%
55.48%
10.57%
7.82%
Key characteristics
| IYZ | XTL | |
|---|---|---|
| Sharpe Ratio | 2.15 | 2.60 |
| Sortino Ratio | 2.95 | 3.42 |
| Omega Ratio | 1.36 | 1.44 |
| Calmar Ratio | 0.76 | 1.68 |
| Martin Ratio | 4.61 | 9.27 |
| Ulcer Index | 6.64% | 6.04% |
| Daily Std Dev | 14.24% | 21.57% |
| Max Drawdown | -77.12% | -37.01% |
| Current Drawdown | -20.16% | -1.40% |
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IYZ vs. XTL - Expense Ratio Comparison
IYZ has a 0.42% expense ratio, which is higher than XTL's 0.35% expense ratio.
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.
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.
Dividends
IYZ vs. XTL - Dividend Comparison
IYZ's dividend yield for the trailing twelve months is around 1.94%, more than XTL's 0.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYZ iShares U.S. Telecommunications ETF | 1.94% | 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 | 0.57% | 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.
Volatility
IYZ vs. XTL - Volatility Comparison
The current volatility for iShares U.S. Telecommunications ETF (IYZ) is 4.27%, while SPDR S&P Telecom ETF (XTL) has a volatility of 5.67%. This indicates that IYZ experiences smaller price fluctuations and is considered to be less risky than XTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.