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WSO-B vs. IXN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSO-B vs. IXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Watsco Inc (WSO-B) and iShares Global Tech ETF (IXN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WSO-B achieves a 16.57% return, which is significantly lower than IXN's 26.46% return. Over the past 10 years, WSO-B has underperformed IXN with an annualized return of 14.28%, while IXN has yielded a comparatively higher 23.74% annualized return.


WSO-B

1D
0.00%
1M
10.95%
6M
4.16%
YTD
16.57%
1Y
-9.03%
3Y*
4.63%
5Y*
8.90%
10Y*
14.28%

IXN

1D
-1.31%
1M
-5.97%
6M
23.70%
YTD
26.46%
1Y
40.28%
3Y*
28.03%
5Y*
19.19%
10Y*
23.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSO-B vs. IXN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WSO-B
Watsco Inc
16.57%-34.99%29.78%72.27%-15.13%35.54%33.36%39.97%-17.38%17.15%
IXN
iShares Global Tech ETF
26.46%25.25%24.84%52.98%-29.86%29.58%43.62%47.88%-5.44%41.23%

Correlation

The correlation between WSO-B and IXN is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2001

0.23

Over the past year, the correlation between WSO-B and IXN has dropped to 0.01 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.

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Return for Risk

WSO-B vs. IXN — Risk / Return Rank

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

WSO-B
WSO-B Risk / Return Rank: 3131
Overall Rank
WSO-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
WSO-B Sortino Ratio Rank: 3131
Sortino Ratio Rank
WSO-B Omega Ratio Rank: 2525
Omega Ratio Rank
WSO-B Calmar Ratio Rank: 3131
Calmar Ratio Rank
WSO-B Martin Ratio Rank: 3232
Martin Ratio Rank

IXN
IXN Risk / Return Rank: 5959
Overall Rank
IXN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 5151
Sortino Ratio Rank
IXN Omega Ratio Rank: 5252
Omega Ratio Rank
IXN Calmar Ratio Rank: 7373
Calmar Ratio Rank
IXN Martin Ratio Rank: 6262
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.

WSO-B vs. IXN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Watsco Inc (WSO-B) and iShares Global Tech ETF (IXN). 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.


WSO-BIXNDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

0.96

1.27

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.40

2.93

-3.33

Martin ratioReturn relative to average drawdown

-0.67

8.57

-9.25

WSO-B vs. IXN - Sharpe Ratio Comparison

The current WSO-B Sharpe Ratio is -0.24, which is lower than the IXN Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of WSO-B and IXN, 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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Drawdowns

WSO-B vs. IXN - Drawdown Comparison

The maximum WSO-B drawdown since its inception was -61.67%, which is greater than IXN's maximum drawdown of -55.67%. Use the drawdown chart below to compare losses from any high point for WSO-B and IXN.


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Drawdown Indicators


WSO-BIXNDifference

Max Drawdown

Largest peak-to-trough decline

-61.67%

-55.67%

-6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-22.80%

-13.80%

-9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-34.99%

-25.55%

-9.44%

Max Drawdown (5Y)

Largest decline over 5 years

-34.99%

-36.30%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.99%

-36.30%

+1.31%

Current Drawdown

Current decline from peak

-24.22%

-11.33%

-12.89%

Average Drawdown

Average peak-to-trough decline

-14.23%

-11.24%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.46%

4.71%

+8.75%

Volatility

WSO-B vs. IXN - Volatility Comparison

The current volatility for Watsco Inc (WSO-B) is 9.53%, while iShares Global Tech ETF (IXN) has a volatility of 10.77%. This indicates that WSO-B experiences smaller price fluctuations and is considered to be less risky than IXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSO-BIXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.53%

10.77%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

32.64%

22.89%

+9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

37.11%

26.32%

+10.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.37%

25.67%

+5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.22%

24.76%

+3.46%

Dividends

WSO-B vs. IXN - Dividend Comparison

WSO-B's dividend yield for the trailing twelve months is around 3.27%, more than IXN's 0.83% yield.


PositionTTM20252024202320222021202020192018201720162015
IXN
iShares Global Tech ETF
0.83%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%
WSO-B
Watsco Inc
3.27%3.45%1.97%2.32%3.39%2.49%2.97%3.53%4.14%2.73%2.42%2.36%

Frequently Asked Questions


WSO-B and IXN have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXN has higher volatility (10.77%) compared to WSO-B (9.53%). In terms of maximum drawdown, WSO-B dropped -61.67% vs IXN's -55.67%.

IXN currently has the higher Sharpe Ratio (1.54 vs -0.24), 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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