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XLC vs. SH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLC vs. SH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Communication Services Select Sector SPDR Fund (XLC) and ProShares Short S&P500 (SH). 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 -4.85% return, which is significantly higher than SH's -6.39% return.


XLC

1D
-0.42%
1M
-4.66%
YTD
-4.85%
6M
-3.59%
1Y
10.19%
3Y*
21.60%
5Y*
8.03%
10Y*

SH

1D
-0.50%
1M
1.30%
YTD
-6.39%
6M
-6.43%
1Y
-15.90%
3Y*
-11.96%
5Y*
-8.68%
10Y*
-12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLC vs. SH - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XLC
Communication Services Select Sector SPDR Fund
-4.85%23.08%34.71%52.82%-37.63%15.96%26.90%31.05%-16.45%
SH
ProShares Short S&P500
-6.39%-11.35%-13.52%-14.80%18.98%-24.21%-25.09%-22.12%9.74%

Correlation

The correlation between XLC and SH is -0.63, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.63

Correlation (3Y)
Calculated over the trailing 3-year period

-0.74

Correlation (5Y)
Calculated over the trailing 5-year period

-0.80

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2018

-0.81

The correlation between XLC and SH shifts across timeframes, from -0.81 (all time) to -0.63 (1 year), reflecting how their relationship changes across market environments.

XLC vs. SH - Sectors Allocation Comparison


Sectors
XLC
SH

Communication Services

95.1%

-

Technology

4.7%

-

Basic Materials

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

75.1%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Communication Services

XLC
95.1%
SH

-

Technology

XLC
4.7%
SH

-

Basic Materials

XLC

-

SH

-

Consumer Cyclical

XLC

-

SH

-

Consumer Defensive

XLC

-

SH

-

Energy

XLC

-

SH

-

Financial Services

XLC

-

SH
75.1%

Healthcare

XLC

-

SH

-

Industrials

XLC

-

SH

-

Real Estate

XLC

-

SH

-

Utilities

XLC

-

SH

-

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Return for Risk

XLC vs. SH — Risk / Return Rank

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

XLC
XLC Risk / Return Rank: 2222
Overall Rank
XLC Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 2222
Sortino Ratio Rank
XLC Omega Ratio Rank: 2020
Omega Ratio Rank
XLC Calmar Ratio Rank: 2222
Calmar Ratio Rank
XLC Martin Ratio Rank: 2424
Martin Ratio Rank

SH
SH Risk / Return Rank: 11
Overall Rank
SH Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SH Sortino Ratio Rank: 11
Sortino Ratio Rank
SH Omega Ratio Rank: 11
Omega Ratio Rank
SH Calmar Ratio Rank: 22
Calmar Ratio Rank
SH Martin Ratio Rank: 11
Martin Ratio Rank
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. SH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Communication Services Select Sector SPDR Fund (XLC) and ProShares Short S&P500 (SH). 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.


XLCSHDifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+2.83

Omega ratioGain probability vs. loss probability

1.12

0.81

+0.31

Calmar ratioReturn relative to maximum drawdown

0.86

-0.82

+1.68

Martin ratioReturn relative to average drawdown

2.73

-1.47

+4.21

XLC vs. SH - Sharpe Ratio Comparison

The current XLC Sharpe Ratio is 0.69, which is higher than the SH Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of XLC and SH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XLC vs. SH - Drawdown Comparison

The maximum XLC drawdown since its inception was -46.65%, smaller than the maximum SH drawdown of -94.66%. Use the drawdown chart below to compare losses from any high point for XLC and SH.


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Drawdown Indicators


XLCSHDifference

Max Drawdown

Largest peak-to-trough decline

-46.65%

-94.66%

+48.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-18.16%

+7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-17.97%

-38.82%

+20.85%

Max Drawdown (5Y)

Largest decline over 5 years

-46.65%

-44.53%

-2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-76.12%

Current Drawdown

Current decline from peak

-6.72%

-94.53%

+87.81%

Average Drawdown

Average peak-to-trough decline

-10.58%

-67.75%

+57.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

10.13%

-6.80%

Volatility

XLC vs. SH - Volatility Comparison

The current volatility for Communication Services Select Sector SPDR Fund (XLC) is 3.57%, while ProShares Short S&P500 (SH) has a volatility of 4.33%. This indicates that XLC experiences smaller price fluctuations and is considered to be less risky than SH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

4.33%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

9.59%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.28%

12.28%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.68%

16.91%

+3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.17%

18.04%

+4.13%

XLC vs. SH - Expense Ratio Comparison

XLC has a 0.13% expense ratio, which is lower than SH's 0.90% expense ratio.


Dividends

XLC vs. SH - Dividend Comparison

XLC's dividend yield for the trailing twelve months is around 1.25%, less than SH's 4.43% yield.


PositionTTM202520242023202220212020201920182017
SH
ProShares Short S&P500
4.43%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%
XLC
Communication Services Select Sector SPDR Fund
1.25%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%0.00%

Frequently Asked Questions


XLC and SH have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SH has higher volatility (4.33%) compared to XLC (3.57%). In terms of maximum drawdown, XLC dropped -46.65% vs SH's -94.66%.

On 5-year performance, XLC leads with 8.03% vs -8.68% for SH. On fees, XLC is cheaper at 0.13% per year. On volatility, XLC has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XLC has performed better with a 8.03% return vs -8.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLC is cheaper with a 0.13% expense ratio, compared with 0.90% for SH.

SH has the higher dividend yield at 4.43%, compared with 1.25% for XLC.

XLC is categorized as Communications Equities, while SH is Inverse Equities. XLC tracks S&P Communication Services Select Sector Index, while SH tracks S&P 500 (-100%). They also come from different issuers: State Street and ProShares. Their fees differ too: 0.13% for XLC and 0.90% for SH.

XLC currently has the higher Sharpe Ratio (0.69 vs -1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for XLC and SH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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