XLC — XLC | S&P 500 Communication Services Sector ETF 13F holdings and portfolio analysis

BereitXLC | S&P 500 Communication Services Sector ETF · Kala O’Donnell

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Baseline

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Baselinetested
Strategie-Q&A-Referenz3 Referenz-Q&A

Vorbereitete Q&A zu diesem Fonds. Als Referenzkontext für Ihre eigene Analyse verwenden.

baseline13FChat AI
What does directly following the disclosed baseline portfolio expose an investor to?

Following the baseline means accepting a very top-heavy communication-services portfolio with near-market beta and meaningful single-name dependence. In the strategy artifact, top 5 concentration is 50.22%, top 10 is 76.7%, and sector weight is 100.02% Communication Services. META alone is 22.97%, GOOGL is 9.9%, and NFLX is 6.35%. The backtest produced 10.6% annualized return and 112.51% total return, but alpha stayed negative at -1.27 and max drawdown reached -47.83%, so the exposure is concentrated sector upside with benchmark-like market risk and weak relative efficiency.

↳Show me the baseline’s contribution to return and drawdown from its top 10 holdings.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The recent baseline trade-off is best illustrated by a few strong and weak months with different turnover profiles. In 2025-05-31, optimizedReturn was 5.79% versus benchmarkReturn 3.75% for +2.04% excess with only 0.94 turnover. In contrast, 2025-06-30 lost the relative plot: optimizedReturn was -3.69% versus benchmarkReturn 2.69%, a -6.37% excess gap, with turnover 13.97. September 2025 was another weak stretch, with optimizedReturn -4.67% against benchmark 2.05% for -6.72% excess at 9.81 turnover. Those swings help explain why total returns stayed respectable, but Sharpe remained only 0.56 and drawdown still hit -47.83%.

↳List the best and worst 6 monthly baseline periods by excess return and include turnover for each.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

The next checks should be concentration, implementation burden, and which names drive recovery risk. The baseline artifact flags top holding risk explicitly, with META near 22.97% and top 10 concentration at 76.7%. It also required 1,945 trades and totalEstimatedCost of 1.3501, so implementation frictions are not trivial. Finally, because maxDrawdown was -47.83% and recoveryDays were 417, a user should inspect the NAV and drawdown series around the worst decline to see whether the rebound was mostly driven by META, GOOGL, and NFLX or by broader holdings.

↳Open the baseline drawdown window and map the recovery to the top holdings’ weights over time.
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