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SP20.AS vs. XLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SP20.AS vs. XLC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) and Communication Services Select Sector SPDR Fund (XLC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SP20.AS is traded in EUR, while XLC is traded in USD. To make them comparable, the XLC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SP20.AS achieves a 8.73% return, which is significantly higher than XLC's -3.34% return.


SP20.AS

1D
-1.46%
1M
5.26%
YTD
8.73%
6M
8.43%
1Y
33.00%
3Y*
5Y*
10Y*

XLC

1D
-1.10%
1M
-2.77%
YTD
-3.34%
6M
-1.48%
1Y
9.45%
3Y*
19.15%
5Y*
9.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SP20.AS vs. XLC - Yearly Performance Comparison


2026 (YTD)20252024
SP20.AS
iShares S&P 500 Top 20 UCITS ETF USD Acc
8.73%19.56%5.33%
XLC
Communication Services Select Sector SPDR Fund
-3.34%8.47%3.86%

Correlation

The correlation between SP20.AS and XLC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2024

0.34

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Return for Risk

SP20.AS vs. XLC — Risk / Return Rank

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

SP20.AS
SP20.AS Risk / Return Rank: 5959
Overall Rank
SP20.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SP20.AS Sortino Ratio Rank: 6767
Sortino Ratio Rank
SP20.AS Omega Ratio Rank: 6262
Omega Ratio Rank
SP20.AS Calmar Ratio Rank: 4949
Calmar Ratio Rank
SP20.AS Martin Ratio Rank: 5353
Martin Ratio Rank

XLC
XLC Risk / Return Rank: 2424
Overall Rank
XLC Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 2525
Sortino Ratio Rank
XLC Omega Ratio Rank: 2222
Omega Ratio Rank
XLC Calmar Ratio Rank: 2323
Calmar Ratio Rank
XLC Martin Ratio Rank: 2626
Martin Ratio Rank
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.

SP20.AS vs. XLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) 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.


SP20.ASXLCDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.38

1.13

+0.25

Calmar ratioReturn relative to maximum drawdown

2.44

1.10

+1.33

Martin ratioReturn relative to average drawdown

9.06

3.75

+5.31

SP20.AS vs. XLC - Sharpe Ratio Comparison

The current SP20.AS Sharpe Ratio is 2.21, which is higher than the XLC Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SP20.AS and XLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SP20.ASXLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

0.70

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.52

+0.65

Drawdowns

SP20.AS vs. XLC - Drawdown Comparison

The maximum SP20.AS drawdown since its inception was -23.48%, smaller than the maximum XLC drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for SP20.AS and XLC.


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Drawdown Indicators


SP20.ASXLCDifference

Max Drawdown

Largest peak-to-trough decline

-23.48%

-38.69%

+15.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-8.60%

-4.76%

Max Drawdown (3Y)

Largest decline over 3 years

-23.70%

Max Drawdown (5Y)

Largest decline over 5 years

-38.69%

Current Drawdown

Current decline from peak

-1.46%

-5.12%

+3.66%

Average Drawdown

Average peak-to-trough decline

-3.82%

-8.72%

+4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

2.53%

+1.08%

Volatility

SP20.AS vs. XLC - Volatility Comparison

iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) has a higher volatility of 4.21% compared to Communication Services Select Sector SPDR Fund (XLC) at 3.49%. This indicates that SP20.AS's price experiences larger fluctuations and is considered to be riskier than XLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SP20.ASXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

3.49%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

9.52%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.76%

13.50%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

20.51%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

22.50%

-3.28%

SP20.AS vs. XLC - Expense Ratio Comparison

SP20.AS has a 0.20% expense ratio, which is higher than XLC's 0.13% 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

SP20.AS vs. XLC - Dividend Comparison

SP20.AS has not paid dividends to shareholders, while XLC's dividend yield for the trailing twelve months is around 1.25%.


PositionTTM20252024202320222021202020192018
SP20.AS
iShares S&P 500 Top 20 UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLC
Communication Services Select Sector SPDR Fund
1.25%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%

Frequently Asked Questions


SP20.AS and XLC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLC is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLC is cheaper with a 0.13% expense ratio, compared with 0.20% for SP20.AS.

SP20.AS is categorized as S&P 500, while XLC is Large Cap Growth Equities. SP20.AS tracks S&P 500 Top 20 Select 35/20 Capped Index, while XLC tracks S&P Communication Services Select Sector Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for SP20.AS and 0.13% for XLC.

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