XLC vs. DIS
Compare and contrast key facts about Communication Services Select Sector SPDR Fund (XLC) and The Walt Disney Company (DIS).
XLC is a passively managed fund by State Street that tracks the performance of the S&P Communication Services Select Sector Index. It was launched on Jun 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLC or DIS.
Key characteristics
| XLC | DIS | |
|---|---|---|
| YTD Return | 8.44% | 24.73% |
| 1Y Return | 34.93% | 12.02% |
| 3Y Return (Ann) | 1.13% | -15.25% |
| 5Y Return (Ann) | 10.42% | -3.17% |
| Sharpe Ratio | 1.94 | 0.45 |
| Daily Std Dev | 16.76% | 27.09% |
| Max Drawdown | -46.66% | -85.66% |
| Current Drawdown | -6.35% | -44.04% |
Correlation
The correlation between XLC and DIS is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XLC vs. DIS - Performance Comparison
In the year-to-date period, XLC achieves a 8.44% return, which is significantly lower than DIS's 24.73% 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.
Risk-Adjusted Performance
XLC vs. DIS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Communication Services Select Sector SPDR Fund (XLC) and The Walt Disney Company (DIS). 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
XLC vs. DIS - Dividend Comparison
XLC's dividend yield for the trailing twelve months is around 0.84%, more than DIS's 0.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLC Communication Services Select Sector SPDR Fund | 0.84% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIS The Walt Disney Company | 0.27% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
Drawdowns
XLC vs. DIS - Drawdown Comparison
The maximum XLC drawdown since its inception was -46.66%, smaller than the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for XLC and DIS. For additional features, visit the drawdowns tool.
Volatility
XLC vs. DIS - Volatility Comparison
Communication Services Select Sector SPDR Fund (XLC) has a higher volatility of 6.22% compared to The Walt Disney Company (DIS) at 4.85%. This indicates that XLC's price experiences larger fluctuations and is considered to be riskier than DIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.