XSD vs. IBB
Compare and contrast key facts about SPDR S&P Semiconductor ETF (XSD) and iShares Nasdaq Biotechnology ETF (IBB).
XSD and IBB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IBB is a passively managed fund by iShares that tracks the performance of the NASDAQ Biotechnology Index. It was launched on Feb 5, 2001. Both XSD and IBB 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: XSD or IBB.
Performance
XSD vs. IBB - Performance Comparison
Returns By Period
In the year-to-date period, XSD achieves a 5.80% return, which is significantly higher than IBB's 0.42% return. Over the past 10 years, XSD has outperformed IBB with an annualized return of 20.99%, while IBB has yielded a comparatively lower 3.36% annualized return.
XSD
5.80%
-1.99%
-1.13%
19.99%
20.19%
20.99%
IBB
0.42%
-5.49%
0.49%
15.01%
3.64%
3.36%
Key characteristics
| XSD | IBB | |
|---|---|---|
| Sharpe Ratio | 0.61 | 0.88 |
| Sortino Ratio | 1.02 | 1.30 |
| Omega Ratio | 1.13 | 1.16 |
| Calmar Ratio | 0.78 | 0.48 |
| Martin Ratio | 2.11 | 3.96 |
| Ulcer Index | 9.85% | 3.98% |
| Daily Std Dev | 34.02% | 17.91% |
| Max Drawdown | -64.56% | -62.85% |
| Current Drawdown | -13.28% | -22.04% |
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XSD vs. IBB - Expense Ratio Comparison
XSD has a 0.35% expense ratio, which is lower than IBB's 0.47% expense ratio.
Correlation
The correlation between XSD and IBB is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
XSD vs. IBB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Semiconductor ETF (XSD) and iShares Nasdaq Biotechnology ETF (IBB). 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. IBB - Dividend Comparison
XSD's dividend yield for the trailing twelve months is around 0.24%, less than IBB's 0.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSD SPDR S&P Semiconductor ETF | 0.24% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
IBB iShares Nasdaq Biotechnology ETF | 0.33% | 0.26% | 0.31% | 0.21% | 0.20% | 0.17% | 0.19% | 0.30% | 0.19% | 0.03% | 0.15% | 0.03% |
Drawdowns
XSD vs. IBB - Drawdown Comparison
The maximum XSD drawdown since its inception was -64.56%, roughly equal to the maximum IBB drawdown of -62.85%. Use the drawdown chart below to compare losses from any high point for XSD and IBB. For additional features, visit the drawdowns tool.
Volatility
XSD vs. IBB - Volatility Comparison
SPDR S&P Semiconductor ETF (XSD) has a higher volatility of 11.18% compared to iShares Nasdaq Biotechnology ETF (IBB) at 7.19%. This indicates that XSD's price experiences larger fluctuations and is considered to be riskier than IBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.