XSD vs. IGV
Compare and contrast key facts about SPDR S&P Semiconductor ETF (XSD) and iShares Expanded Tech-Software Sector ET (IGV).
XSD and IGV 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. IGV is a passively managed fund by iShares that tracks the performance of the S&P North American Technology-Software Index. It was launched on Jul 10, 2001. Both XSD and IGV 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 IGV.
Performance
XSD vs. IGV - Performance Comparison
Returns By Period
In the year-to-date period, XSD achieves a 5.80% return, which is significantly lower than IGV's 28.86% return. Both investments have delivered pretty close results over the past 10 years, with XSD having a 20.99% annualized return and IGV not far behind at 20.27%.
XSD
5.80%
-1.99%
-1.13%
19.99%
20.19%
20.99%
IGV
28.86%
13.49%
24.87%
37.76%
18.86%
20.27%
Key characteristics
| XSD | IGV | |
|---|---|---|
| Sharpe Ratio | 0.61 | 1.85 |
| Sortino Ratio | 1.02 | 2.36 |
| Omega Ratio | 1.13 | 1.33 |
| Calmar Ratio | 0.78 | 2.52 |
| Martin Ratio | 2.11 | 8.03 |
| Ulcer Index | 9.85% | 4.70% |
| Daily Std Dev | 34.02% | 20.37% |
| Max Drawdown | -64.56% | -92.69% |
| Current Drawdown | -13.28% | 0.00% |
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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.
Correlation
The correlation between XSD and IGV is 0.74, 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. 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.
Dividends
XSD vs. IGV - Dividend Comparison
XSD's dividend yield for the trailing twelve months is around 0.24%, less than IGV's 0.32% 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% |
IGV iShares Expanded Tech-Software Sector ET | 0.32% | 0.41% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% | 0.29% | 0.33% |
Drawdowns
XSD vs. IGV - Drawdown Comparison
The maximum XSD drawdown since its inception was -64.56%, smaller than the maximum IGV drawdown of -92.69%. Use the drawdown chart below to compare losses from any high point for XSD and IGV. For additional features, visit the drawdowns tool.
Volatility
XSD vs. IGV - Volatility Comparison
SPDR S&P Semiconductor ETF (XSD) has a higher volatility of 11.18% compared to iShares Expanded Tech-Software Sector ET (IGV) at 6.79%. 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.