XCLR vs. XSD
Compare and contrast key facts about Global X S&P 500 Collar 95-110 ETF (XCLR) and SPDR S&P Semiconductor ETF (XSD).
XCLR and XSD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCLR is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 3-Month Collar 95-110 Index. It was launched on Aug 25, 2021. XSD is a passively managed fund by State Street that tracks the performance of the S&P Semiconductor Select Industry. It was launched on Jan 31, 2006. Both XCLR and XSD 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: XCLR or XSD.
Key characteristics
| XCLR | XSD | |
|---|---|---|
| YTD Return | 22.80% | 12.09% |
| 1Y Return | 33.71% | 42.47% |
| 3Y Return (Ann) | 7.54% | 2.02% |
| Sharpe Ratio | 3.41 | 1.16 |
| Sortino Ratio | 4.87 | 1.66 |
| Omega Ratio | 1.65 | 1.21 |
| Calmar Ratio | 0.77 | 1.40 |
| Martin Ratio | 21.73 | 4.21 |
| Ulcer Index | 1.51% | 9.46% |
| Daily Std Dev | 9.63% | 34.40% |
| Max Drawdown | -46.74% | -64.56% |
| Current Drawdown | -23.16% | -8.12% |
Correlation
The correlation between XCLR and XSD is 0.73, 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.
Performance
XCLR vs. XSD - Performance Comparison
In the year-to-date period, XCLR achieves a 22.80% return, which is significantly higher than XSD's 12.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XCLR vs. XSD - Expense Ratio Comparison
XCLR has a 0.60% expense ratio, which is higher than XSD's 0.35% expense ratio.
Risk-Adjusted Performance
XCLR vs. XSD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Collar 95-110 ETF (XCLR) and SPDR S&P Semiconductor ETF (XSD). 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
XCLR vs. XSD - Dividend Comparison
XCLR's dividend yield for the trailing twelve months is around 1.07%, more than XSD's 0.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XCLR Global X S&P 500 Collar 95-110 ETF | 1.07% | 1.39% | 1.01% | 2.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSD SPDR S&P Semiconductor ETF | 0.23% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
Drawdowns
XCLR vs. XSD - Drawdown Comparison
The maximum XCLR drawdown since its inception was -46.74%, smaller than the maximum XSD drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for XCLR and XSD. For additional features, visit the drawdowns tool.
Volatility
XCLR vs. XSD - Volatility Comparison
The current volatility for Global X S&P 500 Collar 95-110 ETF (XCLR) is 3.17%, while SPDR S&P Semiconductor ETF (XSD) has a volatility of 9.88%. This indicates that XCLR experiences smaller price fluctuations and is considered to be less risky than XSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.