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

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.


-0.50.00.51.00.7

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.

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%1,300.00%JulyAugustSeptemberOctoberNovemberDecember
933.07%
1,180.63%
XSD
IGV

Key characteristics

Sharpe Ratio

XSD:

0.32

IGV:

1.19

Sortino Ratio

XSD:

0.67

IGV:

1.62

Omega Ratio

XSD:

1.08

IGV:

1.22

Calmar Ratio

XSD:

0.42

IGV:

0.37

Martin Ratio

XSD:

1.11

IGV:

5.38

Ulcer Index

XSD:

10.06%

IGV:

4.75%

Daily Std Dev

XSD:

34.56%

IGV:

21.42%

Max Drawdown

XSD:

-64.56%

IGV:

-98.54%

Current Drawdown

XSD:

-9.49%

IGV:

-59.70%

Returns By Period

In the year-to-date period, XSD achieves a 10.41% return, which is significantly lower than IGV's 24.72% return. Over the past 10 years, XSD has outperformed IGV with an annualized return of 20.80%, while IGV has yielded a comparatively lower 18.66% annualized return.


XSD

YTD

10.41%

1M

8.40%

6M

-2.09%

1Y

10.48%

5Y*

18.99%

10Y*

20.80%

IGV

YTD

24.72%

1M

0.06%

6M

20.40%

1Y

24.78%

5Y*

16.97%

10Y*

18.66%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XSD vs. IGV - Expense Ratio Comparison

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


IGV
iShares Expanded Tech-Software Sector ET
Expense ratio chart for IGV: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for XSD: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

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.


Sharpe ratio
The chart of Sharpe ratio for XSD, currently valued at 0.32, compared to the broader market0.002.004.000.321.19
The chart of Sortino ratio for XSD, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.671.62
The chart of Omega ratio for XSD, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.22
The chart of Calmar ratio for XSD, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.421.96
The chart of Martin ratio for XSD, currently valued at 1.11, compared to the broader market0.0020.0040.0060.0080.00100.001.115.38
XSD
IGV

The current XSD Sharpe Ratio is 0.32, which is lower than the IGV Sharpe Ratio of 1.19. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
1.19
XSD
IGV

Dividends

XSD vs. IGV - Dividend Comparison

XSD's dividend yield for the trailing twelve months is around 0.15%, less than IGV's 0.33% yield.


TTM20232022202120202019201820172016201520142013
XSD
SPDR S&P Semiconductor ETF
0.15%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
0.33%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 -98.54%. Use the drawdown chart below to compare losses from any high point for XSD and IGV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.49%
-8.06%
XSD
IGV

Volatility

XSD vs. IGV - Volatility Comparison

SPDR S&P Semiconductor ETF (XSD) has a higher volatility of 9.46% compared to iShares Expanded Tech-Software Sector ET (IGV) at 8.08%. 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%JulyAugustSeptemberOctoberNovemberDecember
9.46%
8.08%
XSD
IGV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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