PSWD vs. VOX
PSWD (Xtrackers Cybersecurity Select Equity ETF) and VOX (Vanguard Communication Services ETF) are both exchange-traded funds - PSWD is a Technology Equities fund tracking the Solactive Cyber Security ESG Screened Index, while VOX is a Communications Equities fund tracking the MSCI US Investable Market Communication Services 25/50 Index. Both are passively managed. Over the past 3 years, PSWD returned 20.08%/yr vs 21.50%/yr for VOX. A 0.55 correlation means they provide meaningful diversification when combined. PSWD charges 0.20%/yr vs 0.09%/yr for VOX.
Performance
PSWD vs. VOX - Performance Comparison
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Returns By Period
In the year-to-date period, PSWD achieves a 29.56% return, which is significantly higher than VOX's -1.04% return.
PSWD
- 1D
- 0.34%
- 1M
- 12.87%
- 6M
- 25.45%
- YTD
- 29.56%
- 1Y
- 21.93%
- 3Y*
- 20.08%
- 5Y*
- —
- 10Y*
- —
VOX
- 1D
- -0.43%
- 1M
- 2.04%
- 6M
- -1.88%
- YTD
- -1.04%
- 1Y
- 14.03%
- 3Y*
- 21.50%
- 5Y*
- 6.98%
- 10Y*
- 8.13%
PSWD vs. VOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PSWD Xtrackers Cybersecurity Select Equity ETF | 29.56% | 1.69% | 9.46% | 18.58% |
VOX Vanguard Communication Services ETF | -1.04% | 26.27% | 33.12% | 8.25% |
Correlation
The correlation between PSWD and VOX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023 | 0.55 |
The correlation between PSWD and VOX shifts across timeframes, from 0.42 (1 year) to 0.55 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
PSWD vs. VOX — Risk / Return Rank
PSWD
VOX
PSWD vs. VOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Cybersecurity Select Equity ETF (PSWD) and Vanguard Communication Services ETF (VOX). 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.
| PSWD | VOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.04 | -0.11 |
| Martin ratioReturn relative to average drawdown | 2.09 | 3.42 | -1.33 |
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Drawdowns
PSWD vs. VOX - Drawdown Comparison
The maximum PSWD drawdown since its inception was -23.70%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for PSWD and VOX.
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Drawdown Indicators
| PSWD | VOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.70% | -57.18% | +33.48% |
Max Drawdown (1Y)Largest decline over 1 year | -23.70% | -13.56% | -10.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.70% | -21.15% | -2.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.76% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.76% | — |
Current DrawdownCurrent decline from peak | -2.68% | -4.36% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -11.88% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.51% | 4.11% | +6.40% |
Volatility
PSWD vs. VOX - Volatility Comparison
Xtrackers Cybersecurity Select Equity ETF (PSWD) has a higher volatility of 8.09% compared to Vanguard Communication Services ETF (VOX) at 6.25%. This indicates that PSWD's price experiences larger fluctuations and is considered to be riskier than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSWD | VOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 6.25% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 22.60% | 12.61% | +9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.55% | 16.17% | +10.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.92% | 21.31% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 20.94% | +2.98% |
PSWD vs. VOX - Expense Ratio Comparison
PSWD has a 0.20% expense ratio, which is higher than VOX's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
PSWD vs. VOX - Dividend Comparison
PSWD's dividend yield for the trailing twelve months is around 0.60%, less than VOX's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSWD Xtrackers Cybersecurity Select Equity ETF | 0.60% | 0.88% | 1.49% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOX Vanguard Communication Services ETF | 1.03% | 0.95% | 1.05% | 1.03% | 0.88% | 0.93% | 0.73% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% |
Frequently Asked Questions
PSWD and VOX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSWD has higher volatility (8.09%) compared to VOX (6.25%). In terms of maximum drawdown, PSWD dropped -23.70% vs VOX's -57.18%.
On 3-year performance, VOX leads with 21.50% vs 20.08% for PSWD. On fees, VOX is cheaper at 0.09% per year. On volatility, VOX has been the lower-risk option at 6.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VOX has performed better with a 21.50% return vs 20.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VOX is cheaper with a 0.09% expense ratio, compared with 0.20% for PSWD.
VOX has the higher dividend yield at 1.03%, compared with 0.60% for PSWD.
PSWD is categorized as Technology Equities, while VOX is Communications Equities. PSWD tracks Solactive Cyber Security ESG Screened Index, while VOX tracks MSCI US Investable Market Communication Services 25/50 Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.20% for PSWD and 0.09% for VOX.
VOX currently has the higher Sharpe Ratio (0.87 vs 0.83), 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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