PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Industrial Select Sector SPDR Fund (XLI) Sharpe Ratio: 1.67

ETF · Currency in USD · Last updated Jun 17, 2026

Industrial Select Sector SPDR Fund seeks to track the Industrial Select Sector Index, providing targeted exposure to industrial companies within the S&P 500. The fund includes businesses in aerospace and defense, machinery, transportation, construction, professional services, and other industrial industries.

XLI's Sharpe Ratio of 1.67 indicates that for each unit of volatility, it generates 1.67 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 17, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XLI Sharpe Ratio Rank

XLI Sharpe Ratio Rank: 49.850
Average

XLI ranks above 49.8% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

XLI Sharpe Ratio Market Positioning

The chart shows XLI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.22
  • Green zone (top 25%): 2.22 or higher
  • Top 1%: 7.42+
  • Median: 1.63 — half of all investments score higher

How it compares to other similar ETFs

The table compares Industrial Select Sector SPDR Fund's Sharpe Ratio with other ETFs in the Industrials Equities category across multiple time periods, showing how XLI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ROKTSPDR S&P Kensho Final Frontiers ETF2.97
MADEiShares U.S. Manufacturing ETF2.28
HWAYThemes US Infrastructure ETF2.23
KARSKraneShares Electric Vehicles and Future Mobility Index ETF2.21
RBLDFirst Trust Alerian U.S. NextGen Infrastructure ETF2.20
PRNInvesco DWA Industrials Momentum ETF2.16
IFRAiShares U.S. Infrastructure ETF2.12
FTXRFirst Trust Nasdaq Transportation ETF2.10
PAVEGlobal X US Infrastructure Development ETF2.03
PSCIInvesco S&P SmallCap Industrials ETF1.96
XLIIndustrial Select Sector SPDR Fund1.67

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XLI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XLI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does XLI fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio