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XTL vs. VOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.7

Performance

XTL vs. VOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Telecom ETF (XTL) and Vanguard Communication Services ETF (VOX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
44.18%
14.89%
XTL
VOX

Key characteristics

Sharpe Ratio

XTL:

1.87

VOX:

2.22

Sortino Ratio

XTL:

2.54

VOX:

2.90

Omega Ratio

XTL:

1.32

VOX:

1.40

Calmar Ratio

XTL:

1.17

VOX:

1.69

Martin Ratio

XTL:

6.46

VOX:

15.78

Ulcer Index

XTL:

6.06%

VOX:

2.26%

Daily Std Dev

XTL:

21.00%

VOX:

16.10%

Max Drawdown

XTL:

-37.01%

VOX:

-57.18%

Current Drawdown

XTL:

-3.22%

VOX:

-3.28%

Returns By Period

The year-to-date returns for both stocks are quite close, with XTL having a 36.31% return and VOX slightly lower at 35.52%. Over the past 10 years, XTL has underperformed VOX with an annualized return of 7.61%, while VOX has yielded a comparatively higher 8.24% annualized return.


XTL

YTD

36.31%

1M

-1.22%

6M

44.20%

1Y

38.32%

5Y*

10.18%

10Y*

7.61%

VOX

YTD

35.52%

1M

3.38%

6M

16.43%

1Y

35.64%

5Y*

12.00%

10Y*

8.24%

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.


XTL
SPDR S&P Telecom ETF
Expense ratio chart for XTL: 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%
Expense ratio chart for VOX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

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.


Sharpe ratio
The chart of Sharpe ratio for XTL, currently valued at 1.87, compared to the broader market0.002.004.001.872.22
The chart of Sortino ratio for XTL, currently valued at 2.54, compared to the broader market-2.000.002.004.006.008.0010.002.542.90
The chart of Omega ratio for XTL, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.40
The chart of Calmar ratio for XTL, currently valued at 1.17, compared to the broader market0.005.0010.0015.001.171.69
The chart of Martin ratio for XTL, currently valued at 6.46, compared to the broader market0.0020.0040.0060.0080.00100.006.4615.78
XTL
VOX

The current XTL Sharpe Ratio is 1.87, which is comparable to the VOX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of XTL and VOX, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.87
2.22
XTL
VOX

Dividends

XTL vs. VOX - Dividend Comparison

XTL's dividend yield for the trailing twelve months is around 0.62%, less than VOX's 1.04% yield.


TTM20232022202120202019201820172016201520142013
XTL
SPDR S&P Telecom ETF
0.62%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
1.04%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.22%
-3.28%
XTL
VOX

Volatility

XTL vs. VOX - Volatility Comparison

SPDR S&P Telecom ETF (XTL) and Vanguard Communication Services ETF (VOX) have volatilities of 4.91% and 5.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.91%
5.04%
XTL
VOX
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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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