XTL vs. SPY
Compare and contrast key facts about SPDR S&P Telecom ETF (XTL) and SPDR S&P 500 ETF (SPY).
XTL and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTL is a passively managed fund by State Street that tracks the performance of the S&P Telecom Select Industry Index. It was launched on Jan 26, 2011. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both XTL and SPY 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: XTL or SPY.
Key characteristics
| XTL | SPY | |
|---|---|---|
| YTD Return | -12.72% | 7.90% |
| 1Y Return | -2.82% | 28.03% |
| 3Y Return (Ann) | -8.86% | 8.75% |
| 5Y Return (Ann) | -0.06% | 13.52% |
| 10Y Return (Ann) | 3.77% | 12.62% |
| Sharpe Ratio | -0.17 | 2.33 |
| Daily Std Dev | 20.95% | 11.63% |
| Max Drawdown | -37.01% | -55.19% |
| Current Drawdown | -31.44% | -2.27% |
Correlation
The correlation between XTL and SPY is 0.71, 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
XTL vs. SPY - Performance Comparison
In the year-to-date period, XTL achieves a -12.72% return, which is significantly lower than SPY's 7.90% return. Over the past 10 years, XTL has underperformed SPY with an annualized return of 3.77%, while SPY has yielded a comparatively higher 12.62% 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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XTL vs. SPY - Expense Ratio Comparison
XTL has a 0.35% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
XTL vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Telecom ETF (XTL) and SPDR S&P 500 ETF (SPY). 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
XTL vs. SPY - Dividend Comparison
XTL's dividend yield for the trailing twelve months is around 0.93%, less than SPY's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTL SPDR S&P Telecom ETF | 0.93% | 0.80% | 0.74% | 1.25% | 0.88% | 0.92% | 1.90% | 2.08% | 1.11% | 1.38% | 1.03% | 0.45% |
SPY SPDR S&P 500 ETF | 1.31% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
XTL vs. SPY - Drawdown Comparison
The maximum XTL drawdown since its inception was -37.01%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for XTL and SPY. For additional features, visit the drawdowns tool.
Volatility
XTL vs. SPY - Volatility Comparison
SPDR S&P Telecom ETF (XTL) has a higher volatility of 5.40% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that XTL's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.