XSW vs. GOOG
Compare and contrast key facts about SPDR S&P Software & Services ETF (XSW) and Alphabet Inc. (GOOG).
XSW is a passively managed fund by State Street that tracks the performance of the S&P Software & Services Select Industry Index. It was launched on Sep 28, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSW or GOOG.
Key characteristics
| XSW | GOOG | |
|---|---|---|
| YTD Return | -3.47% | 16.82% |
| 1Y Return | 25.08% | 52.85% |
| 3Y Return (Ann) | -3.68% | 10.99% |
| 5Y Return (Ann) | 8.61% | 23.21% |
| 10Y Return (Ann) | 13.89% | 20.16% |
| Sharpe Ratio | 1.11 | 1.81 |
| Daily Std Dev | 22.31% | 28.79% |
| Max Drawdown | -45.38% | -44.60% |
| Current Drawdown | -22.05% | -5.21% |
Correlation
The correlation between XSW and GOOG 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.
Performance
XSW vs. GOOG - Performance Comparison
In the year-to-date period, XSW achieves a -3.47% return, which is significantly lower than GOOG's 16.82% return. Over the past 10 years, XSW has underperformed GOOG with an annualized return of 13.89%, while GOOG has yielded a comparatively higher 20.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XSW vs. GOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Software & Services ETF (XSW) and Alphabet Inc. (GOOG). 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
XSW vs. GOOG - Dividend Comparison
XSW's dividend yield for the trailing twelve months is around 0.16%, while GOOG has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSW SPDR S&P Software & Services ETF | 0.16% | 0.20% | 0.09% | 0.13% | 0.26% | 0.12% | 0.31% | 0.46% | 0.87% | 0.54% | 0.53% | 2.07% |
GOOG Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XSW vs. GOOG - Drawdown Comparison
The maximum XSW drawdown since its inception was -45.38%, roughly equal to the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for XSW and GOOG. For additional features, visit the drawdowns tool.
Volatility
XSW vs. GOOG - Volatility Comparison
The current volatility for SPDR S&P Software & Services ETF (XSW) is 6.57%, while Alphabet Inc. (GOOG) has a volatility of 11.96%. This indicates that XSW experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.