{"schemaVersion":1,"ticker":"XLCI","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xlci/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, XLCI against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/xlci/"},"benchmark":{"ticker":"XLC","name":"Communication services (XLC)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":67.79,"date":"2026-10-05","url":"https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/xlci-19a-1-notice.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":67.8,"from":"2026-10-05","to":"2026-10-05","notices":1,"distributions":12,"full":false}},"kind":"benchmark","a":"XLCI","b":"XLC","window":{"from":"2025-08-08","to":"2026-10-30","firstReturn":"2025-08-15","weeklyReturns":64,"years":1.23,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03836461,"perWeek":0.000737781,"days":308,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":-0.02816104,"b":-0.0571427,"edge":"XLCI","lead":"XLCI"},"annualised":{"a":-0.02294194,"b":-0.04668298,"edge":"XLCI","lead":"XLCI"},"price":{"a":-0.15042692,"b":-0.07182012,"edge":"XLC","lead":"XLC"},"volatility":{"a":0.13201339,"b":0.1621305,"edge":"XLCI","lead":"XLCI"},"downsideDeviation":{"a":0.10151956,"b":0.12251625,"edge":"XLCI","lead":"XLCI"},"maxDrawdown":{"a":-0.10760757,"b":-0.16054801,"edge":"XLCI","lead":"XLCI","aPeak":"2026-04-17","aTrough":"2026-10-30","bPeak":"2026-01-30","bTrough":"2026-10-30"},"excess":{"a":-0.05294796,"b":-0.07316375,"edge":"XLCI","lead":"XLCI"},"sharpe":{"a":-0.4010802,"b":-0.45126459,"edge":"XLCI","lead":"XLCI"},"sortino":{"a":-0.52155423,"b":-0.5971759,"edge":"XLCI","lead":"XLCI"},"calmar":{"a":-0.21320004,"b":-0.2907727,"edge":"XLCI","lead":"XLCI"}},"relative":{"XLCI":{"on":"XLC","beta":0.79020079,"r2":0.94182097,"alpha":0.0048661,"alphaT":0.16785379,"alphaLow":-0.05308426,"alphaHigh":0.06281645,"upsideCapture":0.71867728,"downsideCapture":0.84543962,"treynor":-0.0670057,"trackingError":0.04659321,"informationRatio":0.43387853,"upWeeks":31,"downWeeks":33,"treynorReference":-0.07316375,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"XLC","lead":"XLC"},"downsideCapture":{"edge":"XLCI","lead":"XLCI"},"treynor":{"edge":"XLCI (slight)","lead":"XLCI"},"informationRatio":{"edge":null,"lead":"XLCI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XLCI":{"kept":"2026-11-01","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":64,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.02816104}},"XLC":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":64,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.0571427}}}}