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XSD vs. IGV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XSD and IGV is 0.75, 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.


Performance

XSD vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Semiconductor ETF (XSD) and iShares Expanded Tech-Software Sector ET (IGV). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
743.17%
1,157.72%
XSD
IGV

Key characteristics

Sharpe Ratio

XSD:

-0.15

IGV:

0.90

Sortino Ratio

XSD:

0.10

IGV:

1.39

Omega Ratio

XSD:

1.01

IGV:

1.19

Calmar Ratio

XSD:

-0.17

IGV:

0.94

Martin Ratio

XSD:

-0.44

IGV:

2.96

Ulcer Index

XSD:

15.60%

IGV:

8.68%

Daily Std Dev

XSD:

45.64%

IGV:

28.48%

Max Drawdown

XSD:

-64.56%

IGV:

-62.18%

Current Drawdown

XSD:

-26.13%

IGV:

-9.70%

Returns By Period

In the year-to-date period, XSD achieves a -18.63% return, which is significantly lower than IGV's -0.75% return. Both investments have delivered pretty close results over the past 10 years, with XSD having a 17.26% annualized return and IGV not far ahead at 17.62%.


XSD

YTD

-18.63%

1M

20.71%

6M

-13.28%

1Y

-10.44%

5Y*

15.91%

10Y*

17.26%

IGV

YTD

-0.75%

1M

22.23%

6M

7.72%

1Y

22.88%

5Y*

15.26%

10Y*

17.62%

*Annualized

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XSD vs. IGV - Expense Ratio Comparison

XSD has a 0.35% expense ratio, which is lower than IGV's 0.46% expense ratio.


Risk-Adjusted Performance

XSD vs. IGV — Risk-Adjusted Performance Rank

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

XSD
The Risk-Adjusted Performance Rank of XSD is 1212
Overall Rank
The Sharpe Ratio Rank of XSD is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of XSD is 1515
Sortino Ratio Rank
The Omega Ratio Rank of XSD is 1515
Omega Ratio Rank
The Calmar Ratio Rank of XSD is 99
Calmar Ratio Rank
The Martin Ratio Rank of XSD is 1010
Martin Ratio Rank

IGV
The Risk-Adjusted Performance Rank of IGV is 7373
Overall Rank
The Sharpe Ratio Rank of IGV is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of IGV is 7575
Sortino Ratio Rank
The Omega Ratio Rank of IGV is 7272
Omega Ratio Rank
The Calmar Ratio Rank of IGV is 7777
Calmar Ratio Rank
The Martin Ratio Rank of IGV is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XSD vs. IGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Semiconductor ETF (XSD) and iShares Expanded Tech-Software Sector ET (IGV). 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.


The current XSD Sharpe Ratio is -0.15, which is lower than the IGV Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of XSD and IGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.15
0.90
XSD
IGV

Dividends

XSD vs. IGV - Dividend Comparison

XSD's dividend yield for the trailing twelve months is around 0.30%, while IGV has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
XSD
SPDR S&P Semiconductor ETF
0.30%0.20%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%0.46%
IGV
iShares Expanded Tech-Software Sector ET
0.00%0.00%0.41%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%0.29%

Drawdowns

XSD vs. IGV - Drawdown Comparison

The maximum XSD drawdown since its inception was -64.56%, roughly equal to the maximum IGV drawdown of -62.18%. Use the drawdown chart below to compare losses from any high point for XSD and IGV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-26.13%
-9.70%
XSD
IGV

Volatility

XSD vs. IGV - Volatility Comparison

SPDR S&P Semiconductor ETF (XSD) has a higher volatility of 25.31% compared to iShares Expanded Tech-Software Sector ET (IGV) at 15.76%. This indicates that XSD's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
25.31%
15.76%
XSD
IGV