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XLG vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLG vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Top 50 ETF (XLG) and iShares Ultra Short Duration Bond Active ETF (ICSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLG achieves a 5.56% return, which is significantly higher than ICSH's 1.57% return. Over the past 10 years, XLG has outperformed ICSH with an annualized return of 17.23%, while ICSH has yielded a comparatively lower 2.79% annualized return.


XLG

1D
1.88%
1M
-1.70%
YTD
5.56%
6M
6.64%
1Y
25.51%
3Y*
22.53%
5Y*
15.57%
10Y*
17.23%

ICSH

1D
0.04%
1M
0.36%
YTD
1.57%
6M
1.81%
1Y
4.36%
3Y*
5.16%
5Y*
3.70%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLG vs. ICSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLG
Invesco S&P 500 Top 50 ETF
5.56%19.51%33.49%38.16%-24.29%30.77%24.15%32.04%-3.59%23.04%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.57%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%

Correlation

The correlation between XLG and ICSH is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.08

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

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2013

0.06

The correlation between XLG and ICSH shifts across timeframes, from 0.06 (10 years) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XLG vs. ICSH — Risk / Return Rank

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

XLG
XLG Risk / Return Rank: 5656
Overall Rank
XLG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 6060
Sortino Ratio Rank
XLG Omega Ratio Rank: 6161
Omega Ratio Rank
XLG Calmar Ratio Rank: 4646
Calmar Ratio Rank
XLG Martin Ratio Rank: 4949
Martin Ratio Rank

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 9999
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
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.

XLG vs. ICSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Top 50 ETF (XLG) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.


XLGICSHDifference
Sharpe ratioReturn per unit of total volatility

-9.22

Sortino ratioReturn per unit of downside risk

-25.22

Omega ratioGain probability vs. loss probability

1.33

6.64

-5.31

Calmar ratioReturn relative to maximum drawdown

2.06

44.30

-42.23

Martin ratioReturn relative to average drawdown

7.55

292.98

-285.43

XLG vs. ICSH - Sharpe Ratio Comparison

The current XLG Sharpe Ratio is 1.86, which is lower than the ICSH Sharpe Ratio of 11.08. The chart below compares the historical Sharpe Ratios of XLG and ICSH, 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

XLG vs. ICSH - Drawdown Comparison

The maximum XLG drawdown since its inception was -52.39%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for XLG and ICSH.


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Drawdown Indicators


XLGICSHDifference

Max Drawdown

Largest peak-to-trough decline

-52.39%

-3.94%

-48.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-0.10%

-12.31%

Max Drawdown (3Y)

Largest decline over 3 years

-20.70%

-0.10%

-20.60%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-0.73%

-27.29%

Max Drawdown (10Y)

Largest decline over 10 years

-30.46%

-3.94%

-26.52%

Current Drawdown

Current decline from peak

-3.28%

0.00%

-3.28%

Average Drawdown

Average peak-to-trough decline

-7.64%

-0.08%

-7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

0.01%

+3.38%

Volatility

XLG vs. ICSH - Volatility Comparison

Invesco S&P 500 Top 50 ETF (XLG) has a higher volatility of 4.58% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.13%. This indicates that XLG's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLGICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

0.13%

+4.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

0.30%

+10.27%

Volatility (1Y)

Calculated over the trailing 1-year period

13.78%

0.40%

+13.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

0.48%

+18.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

1.06%

+17.82%

XLG vs. ICSH - Expense Ratio Comparison

XLG has a 0.20% expense ratio, which is higher than ICSH's 0.08% 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%.


Dividends

XLG vs. ICSH - Dividend Comparison

XLG's dividend yield for the trailing twelve months is around 0.61%, less than ICSH's 4.33% yield.


PositionTTM20252024202320222021202020192018201720162015
ICSH
iShares Ultra Short Duration Bond Active ETF
4.33%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%
XLG
Invesco S&P 500 Top 50 ETF
0.61%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

Frequently Asked Questions


XLG and ICSH have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLG has higher volatility (4.58%) compared to ICSH (0.13%). In terms of maximum drawdown, XLG dropped -52.39% vs ICSH's -3.94%.

On 10-year performance, XLG leads with 17.23% vs 2.79% for ICSH. On fees, ICSH is cheaper at 0.08% per year. On volatility, ICSH has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLG has performed better with a 17.23% return vs 2.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICSH is cheaper with a 0.08% expense ratio, compared with 0.20% for XLG.

ICSH has the higher dividend yield at 4.33%, compared with 0.61% for XLG.

XLG is categorized as S&P 500, while ICSH is Ultrashort Bond. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for XLG and 0.08% for ICSH.

ICSH currently has the higher Sharpe Ratio (11.08 vs 1.86), 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 XLG and ICSH

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