XLC vs. JQUA
Compare and contrast key facts about Communication Services Select Sector SPDR Fund (XLC) and JPMorgan U.S. Quality Factor ETF (JQUA).
XLC and JQUA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. JQUA is a passively managed fund by JPMorgan Chase that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017. Both XLC and JQUA 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: XLC or JQUA.
Performance
XLC vs. JQUA - Performance Comparison
Returns By Period
In the year-to-date period, XLC achieves a 34.23% return, which is significantly higher than JQUA's 21.77% return.
XLC
34.23%
6.02%
17.56%
37.98%
14.28%
N/A
JQUA
21.77%
0.33%
10.88%
28.63%
15.55%
N/A
Key characteristics
| XLC | JQUA | |
|---|---|---|
| Sharpe Ratio | 2.63 | 2.62 |
| Sortino Ratio | 3.49 | 3.62 |
| Omega Ratio | 1.47 | 1.47 |
| Calmar Ratio | 2.13 | 4.67 |
| Martin Ratio | 21.54 | 15.81 |
| Ulcer Index | 1.84% | 1.87% |
| Daily Std Dev | 15.04% | 11.28% |
| Max Drawdown | -46.66% | -32.92% |
| Current Drawdown | -0.49% | -1.97% |
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XLC vs. JQUA - Expense Ratio Comparison
XLC has a 0.13% expense ratio, which is higher than JQUA's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between XLC and JQUA is 0.77, 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.
Risk-Adjusted Performance
XLC vs. JQUA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Communication Services Select Sector SPDR Fund (XLC) and JPMorgan U.S. Quality Factor ETF (JQUA). 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. JQUA - Dividend Comparison
XLC's dividend yield for the trailing twelve months is around 0.91%, less than JQUA's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
XLC Communication Services Select Sector SPDR Fund | 0.91% | 0.82% | 1.11% | 0.74% | 0.68% | 0.81% | 0.64% | 0.00% |
JQUA JPMorgan U.S. Quality Factor ETF | 1.17% | 1.22% | 1.59% | 1.32% | 1.44% | 1.67% | 2.10% | 0.39% |
Drawdowns
XLC vs. JQUA - Drawdown Comparison
The maximum XLC drawdown since its inception was -46.66%, which is greater than JQUA's maximum drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for XLC and JQUA. For additional features, visit the drawdowns tool.
Volatility
XLC vs. JQUA - Volatility Comparison
Communication Services Select Sector SPDR Fund (XLC) has a higher volatility of 4.18% compared to JPMorgan U.S. Quality Factor ETF (JQUA) at 3.54%. This indicates that XLC's price experiences larger fluctuations and is considered to be riskier than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.