XSD vs. FSELX
Compare and contrast key facts about SPDR S&P Semiconductor ETF (XSD) and Fidelity Select Semiconductors Portfolio (FSELX).
XSD is a passively managed fund by State Street that tracks the performance of the S&P Semiconductor Select Industry. It was launched on Jan 31, 2006. FSELX is managed by Fidelity. It was launched on Jul 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSD or FSELX.
Performance
XSD vs. FSELX - Performance Comparison
Returns By Period
In the year-to-date period, XSD achieves a 2.89% return, which is significantly lower than FSELX's 40.54% return. Over the past 10 years, XSD has outperformed FSELX with an annualized return of 20.81%, while FSELX has yielded a comparatively lower 18.12% annualized return.
XSD
2.89%
-4.67%
-5.91%
17.45%
19.54%
20.81%
FSELX
40.54%
-3.57%
4.32%
43.33%
23.85%
18.12%
Key characteristics
| XSD | FSELX | |
|---|---|---|
| Sharpe Ratio | 0.43 | 1.13 |
| Sortino Ratio | 0.81 | 1.64 |
| Omega Ratio | 1.10 | 1.21 |
| Calmar Ratio | 0.56 | 1.68 |
| Martin Ratio | 1.50 | 4.74 |
| Ulcer Index | 9.82% | 8.62% |
| Daily Std Dev | 33.99% | 36.05% |
| Max Drawdown | -64.56% | -81.70% |
| Current Drawdown | -15.65% | -9.96% |
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XSD vs. FSELX - Expense Ratio Comparison
XSD has a 0.35% expense ratio, which is lower than FSELX's 0.68% expense ratio.
Correlation
The correlation between XSD and FSELX 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.
Risk-Adjusted Performance
XSD vs. FSELX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Semiconductor ETF (XSD) and Fidelity Select Semiconductors Portfolio (FSELX). 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
XSD vs. FSELX - Dividend Comparison
XSD's dividend yield for the trailing twelve months is around 0.25%, more than FSELX's 0.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSD SPDR S&P Semiconductor ETF | 0.25% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
FSELX Fidelity Select Semiconductors Portfolio | 0.07% | 0.10% | 0.18% | 0.04% | 0.51% | 0.76% | 0.76% | 1.04% | 0.71% | 16.31% | 3.48% | 0.61% |
Drawdowns
XSD vs. FSELX - Drawdown Comparison
The maximum XSD drawdown since its inception was -64.56%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for XSD and FSELX. For additional features, visit the drawdowns tool.
Volatility
XSD vs. FSELX - Volatility Comparison
SPDR S&P Semiconductor ETF (XSD) has a higher volatility of 10.80% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 9.49%. This indicates that XSD's price experiences larger fluctuations and is considered to be riskier than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.