XTL vs. VOX
Compare and contrast key facts about SPDR S&P Telecom ETF (XTL) and Vanguard Communication Services ETF (VOX).
XTL and VOX 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. VOX is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Telecommunication Services 25/50 Index. It was launched on Sep 23, 2004. Both XTL and VOX 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 VOX.
Performance
XTL vs. VOX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with XTL having a 31.72% return and VOX slightly lower at 31.04%. Both investments have delivered pretty close results over the past 10 years, with XTL having a 7.60% annualized return and VOX not far ahead at 7.77%.
XTL
31.72%
0.24%
40.47%
49.28%
10.05%
7.60%
VOX
31.04%
3.93%
14.89%
36.45%
12.02%
7.77%
Key characteristics
| XTL | VOX | |
|---|---|---|
| Sharpe Ratio | 2.38 | 2.39 |
| Sortino Ratio | 3.17 | 3.16 |
| Omega Ratio | 1.40 | 1.43 |
| Calmar Ratio | 1.54 | 1.51 |
| Martin Ratio | 8.49 | 17.07 |
| Ulcer Index | 6.04% | 2.21% |
| Daily Std Dev | 21.53% | 15.82% |
| Max Drawdown | -37.01% | -57.18% |
| Current Drawdown | -4.19% | -1.61% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XTL vs. VOX - Expense Ratio Comparison
XTL has a 0.35% expense ratio, which is higher than VOX's 0.10% expense ratio.
Correlation
The correlation between XTL and VOX is 0.67, 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.
Risk-Adjusted Performance
XTL vs. VOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Telecom ETF (XTL) and Vanguard Communication Services ETF (VOX). 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. VOX - Dividend Comparison
XTL's dividend yield for the trailing twelve months is around 0.59%, less than VOX's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTL SPDR S&P Telecom ETF | 0.59% | 0.80% | 0.74% | 1.25% | 0.88% | 0.92% | 1.89% | 2.08% | 1.11% | 1.38% | 1.03% | 0.45% |
VOX Vanguard Communication Services ETF | 0.96% | 1.03% | 0.88% | 0.93% | 0.74% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% | 2.66% | 3.88% |
Drawdowns
XTL vs. VOX - Drawdown Comparison
The maximum XTL drawdown since its inception was -37.01%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for XTL and VOX. For additional features, visit the drawdowns tool.
Volatility
XTL vs. VOX - Volatility Comparison
SPDR S&P Telecom ETF (XTL) has a higher volatility of 5.31% compared to Vanguard Communication Services ETF (VOX) at 4.60%. This indicates that XTL's price experiences larger fluctuations and is considered to be riskier than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.