SPXD vs. ILCV
SPXD (Xtrackers S&P 500 Diversified Sector Weight ETF) and ILCV (iShares Morningstar Value ETF) are both Large Cap Value Equities funds - SPXD tracks the S&P 500 Diversified Sector Weight Index while ILCV tracks the Morningstar US Large-Mid Cap Broad Value Index. Both are passively managed. Their correlation of 0.90 suggests significant overlap in exposure. SPXD charges 0.09%/yr vs 0.04%/yr for ILCV.
Performance
SPXD vs. ILCV - Performance Comparison
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Returns By Period
In the year-to-date period, SPXD achieves a 10.76% return, which is significantly higher than ILCV's 7.18% return.
SPXD
- 1D
- 0.31%
- 1M
- 1.45%
- YTD
- 10.76%
- 6M
- 9.67%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILCV
- 1D
- -0.24%
- 1M
- -0.91%
- YTD
- 7.18%
- 6M
- 6.05%
- 1Y
- 24.58%
- 3Y*
- 17.89%
- 5Y*
- 11.57%
- 10Y*
- 11.98%
SPXD vs. ILCV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 10.76% | 4.54% |
ILCV iShares Morningstar Value ETF | 7.18% | 11.18% |
Correlation
The correlation between SPXD and ILCV is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.90 |
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Return for Risk
SPXD vs. ILCV — Risk / Return Rank
SPXD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ILCV
SPXD vs. ILCV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) and iShares Morningstar Value ETF (ILCV). 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.
| SPXD | ILCV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.45 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.77 | — |
| Martin ratioReturn relative to average drawdown | — | 15.38 | — |
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Drawdowns
SPXD vs. ILCV - Drawdown Comparison
The maximum SPXD drawdown since its inception was -7.53%, smaller than the maximum ILCV drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for SPXD and ILCV.
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Drawdown Indicators
| SPXD | ILCV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.53% | -58.63% | +51.10% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.55% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.95% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.53% | — |
Current DrawdownCurrent decline from peak | -0.59% | -1.77% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -9.30% | +8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.60% | — |
Volatility
SPXD vs. ILCV - Volatility Comparison
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Volatility by Period
| SPXD | ILCV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.91% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.19% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 9.99% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 14.21% | -3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.84% | 16.65% | -5.81% |
SPXD vs. ILCV - Expense Ratio Comparison
SPXD has a 0.09% expense ratio, which is higher than ILCV's 0.04% 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
SPXD vs. ILCV - Dividend Comparison
SPXD's dividend yield for the trailing twelve months is around 1.40%, less than ILCV's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCV iShares Morningstar Value ETF | 1.63% | 1.77% | 1.99% | 2.27% | 2.32% | 2.01% | 2.96% | 2.70% | 2.93% | 2.32% | 2.76% | 3.01% |
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 1.40% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPXD and ILCV have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ILCV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ILCV is cheaper with a 0.04% expense ratio, compared with 0.09% for SPXD.
ILCV has the higher dividend yield at 1.63%, compared with 1.40% for SPXD.
SPXD tracks S&P 500 Diversified Sector Weight Index, while ILCV tracks Morningstar US Large-Mid Cap Broad Value Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for SPXD and 0.04% for ILCV.
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