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XLC vs. GXPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLC vs. GXPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Communication Services Select Sector SPDR Fund (XLC) and Global X PureCap MSCI Communication Services ETF (GXPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLC achieves a -8.97% return, which is significantly lower than GXPC's -1.51% return.


XLC

1D
-0.68%
1M
-7.49%
YTD
-8.97%
6M
-9.26%
1Y
2.52%
3Y*
19.82%
5Y*
6.82%
10Y*

GXPC

1D
-0.72%
1M
-9.27%
YTD
-1.51%
6M
-1.82%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLC vs. GXPC - Yearly Performance Comparison


Correlation

The correlation between XLC and GXPC is 0.80, 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 23, 2025

0.80

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Return for Risk

XLC vs. GXPC — Risk / Return Rank

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

XLC
XLC Risk / Return Rank: 1111
Overall Rank
XLC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 1010
Sortino Ratio Rank
XLC Omega Ratio Rank: 1010
Omega Ratio Rank
XLC Calmar Ratio Rank: 1111
Calmar Ratio Rank
XLC Martin Ratio Rank: 1212
Martin Ratio Rank

GXPC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

XLC vs. GXPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Communication Services Select Sector SPDR Fund (XLC) and Global X PureCap MSCI Communication Services ETF (GXPC). 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.


XLCGXPCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.04

Calmar ratioReturn relative to maximum drawdown

0.23

Martin ratioReturn relative to average drawdown

0.69

XLC vs. GXPC - Sharpe Ratio Comparison


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Drawdowns

XLC vs. GXPC - Drawdown Comparison

The maximum XLC drawdown since its inception was -46.65%, which is greater than GXPC's maximum drawdown of -16.59%. Use the drawdown chart below to compare losses from any high point for XLC and GXPC.


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Drawdown Indicators


XLCGXPCDifference

Max Drawdown

Largest peak-to-trough decline

-46.65%

-16.59%

-30.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

Max Drawdown (3Y)

Largest decline over 3 years

-17.97%

Max Drawdown (5Y)

Largest decline over 5 years

-46.65%

Current Drawdown

Current decline from peak

-10.76%

-11.89%

+1.13%

Average Drawdown

Average peak-to-trough decline

-10.57%

-3.36%

-7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

Volatility

XLC vs. GXPC - Volatility Comparison


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Volatility by Period


XLCGXPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

20.41%

-6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

20.41%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.17%

20.41%

+1.76%

XLC vs. GXPC - Expense Ratio Comparison

XLC has a 0.13% expense ratio, which is lower than GXPC's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XLC vs. GXPC - Dividend Comparison

XLC's dividend yield for the trailing twelve months is around 1.34%, more than GXPC's 0.12% yield.


PositionTTM20252024202320222021202020192018
GXPC
Global X PureCap MSCI Communication Services ETF
0.12%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLC
Communication Services Select Sector SPDR Fund
1.34%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%

Frequently Asked Questions


XLC and GXPC have a correlation of 0.80, 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 0.15% for GXPC.

XLC has the higher dividend yield at 1.34%, compared with 0.12% for GXPC.

XLC tracks S&P Communication Services Select Sector Index, while GXPC tracks MSCI USA Communication Services PureCap Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.13% for XLC and 0.15% for GXPC.

Portfolio Optimizer

Find the right allocation for XLC and GXPC

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