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XLC vs. IXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLC and IXP is 0.93, 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.


-0.50.00.51.00.9

Performance

XLC vs. IXP - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
107.72%
100.96%
XLC
IXP

Key characteristics

Sharpe Ratio

XLC:

2.43

IXP:

2.26

Sortino Ratio

XLC:

3.16

IXP:

3.03

Omega Ratio

XLC:

1.44

IXP:

1.40

Calmar Ratio

XLC:

2.54

IXP:

2.19

Martin Ratio

XLC:

20.19

IXP:

14.36

Ulcer Index

XLC:

1.85%

IXP:

2.37%

Daily Std Dev

XLC:

15.37%

IXP:

15.01%

Max Drawdown

XLC:

-46.65%

IXP:

-50.11%

Current Drawdown

XLC:

-4.11%

IXP:

-3.89%

Returns By Period

In the year-to-date period, XLC achieves a 35.95% return, which is significantly higher than IXP's 32.66% return.


XLC

YTD

35.95%

1M

0.90%

6M

15.98%

1Y

36.05%

5Y*

13.75%

10Y*

N/A

IXP

YTD

32.66%

1M

2.05%

6M

12.00%

1Y

32.42%

5Y*

11.10%

10Y*

7.34%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XLC vs. IXP - Expense Ratio Comparison

XLC has a 0.13% expense ratio, which is lower than IXP's 0.43% expense ratio.


IXP
iShares Global Comm Services ETF
Expense ratio chart for IXP: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
Expense ratio chart for XLC: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

XLC vs. IXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Communication Services Select Sector SPDR Fund (XLC) and iShares Global Comm Services ETF (IXP). 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.


Sharpe ratio
The chart of Sharpe ratio for XLC, currently valued at 2.43, compared to the broader market0.002.004.002.432.26
The chart of Sortino ratio for XLC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.003.163.03
The chart of Omega ratio for XLC, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.441.40
The chart of Calmar ratio for XLC, currently valued at 2.54, compared to the broader market0.005.0010.0015.002.542.19
The chart of Martin ratio for XLC, currently valued at 20.19, compared to the broader market0.0020.0040.0060.0080.00100.0020.1914.36
XLC
IXP

The current XLC Sharpe Ratio is 2.43, which is comparable to the IXP Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of XLC and IXP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.43
2.26
XLC
IXP

Dividends

XLC vs. IXP - Dividend Comparison

XLC's dividend yield for the trailing twelve months is around 0.72%, less than IXP's 1.33% yield.


TTM20232022202120202019201820172016201520142013
XLC
Communication Services Select Sector SPDR Fund
0.72%0.82%1.11%0.74%0.68%0.81%0.64%0.00%0.00%0.00%0.00%0.00%
IXP
iShares Global Comm Services ETF
1.33%1.24%1.43%1.80%0.95%2.18%4.32%3.40%4.02%3.89%12.39%3.40%

Drawdowns

XLC vs. IXP - Drawdown Comparison

The maximum XLC drawdown since its inception was -46.65%, smaller than the maximum IXP drawdown of -50.11%. Use the drawdown chart below to compare losses from any high point for XLC and IXP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.11%
-3.89%
XLC
IXP

Volatility

XLC vs. IXP - Volatility Comparison

Communication Services Select Sector SPDR Fund (XLC) and iShares Global Comm Services ETF (IXP) have volatilities of 4.99% and 4.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.99%
4.94%
XLC
IXP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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