BIP vs. XLU
Compare and contrast key facts about Brookfield Infrastructure Partners LP (BIP) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Performance
BIP vs. XLU - Performance Comparison
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BIP vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIP Brookfield Infrastructure Partners LP | 5.17% | 15.15% | 6.40% | 6.64% | -20.73% | 27.77% | 15.45% | 51.38% | -19.15% | 39.72% |
XLU Utilities Select Sector SPDR Fund | 8.25% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Returns By Period
In the year-to-date period, BIP achieves a 5.17% return, which is significantly lower than XLU's 8.25% return. Over the past 10 years, BIP has outperformed XLU with an annualized return of 13.09%, while XLU has yielded a comparatively lower 9.74% annualized return.
BIP
- 1D
- 2.58%
- 1M
- -7.48%
- YTD
- 5.17%
- 6M
- 12.42%
- 1Y
- 27.48%
- 3Y*
- 7.63%
- 5Y*
- 4.61%
- 10Y*
- 13.09%
XLU
- 1D
- -0.07%
- 1M
- -3.18%
- YTD
- 8.25%
- 6M
- 6.77%
- 1Y
- 19.71%
- 3Y*
- 14.12%
- 5Y*
- 10.80%
- 10Y*
- 9.74%
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Return for Risk
BIP vs. XLU — Risk / Return Rank
BIP
XLU
BIP vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Infrastructure Partners LP (BIP) and Utilities Select Sector SPDR Fund (XLU). 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.
| BIP | XLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.25 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.71 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 2.29 | -0.07 |
Martin ratioReturn relative to average drawdown | 5.26 | 5.51 | -0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BIP | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.25 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.63 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.51 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.41 | +0.07 |
Correlation
The correlation between BIP and XLU is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BIP vs. XLU - Dividend Comparison
BIP's dividend yield for the trailing twelve months is around 4.83%, more than XLU's 2.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIP Brookfield Infrastructure Partners LP | 4.83% | 4.95% | 5.10% | 4.86% | 4.65% | 3.35% | 3.92% | 4.02% | 5.44% | 3.88% | 4.62% | 5.59% |
XLU Utilities Select Sector SPDR Fund | 2.59% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Drawdowns
BIP vs. XLU - Drawdown Comparison
The maximum BIP drawdown since its inception was -56.07%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for BIP and XLU.
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Drawdown Indicators
| BIP | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.07% | -51.98% | -4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -9.18% | -3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -49.85% | -25.26% | -24.59% |
Max Drawdown (10Y)Largest decline over 10 years | -51.33% | -36.07% | -15.26% |
Current DrawdownCurrent decline from peak | -8.97% | -3.18% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -10.30% | -10.26% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.29% | 3.82% | +1.47% |
Volatility
BIP vs. XLU - Volatility Comparison
Brookfield Infrastructure Partners LP (BIP) has a higher volatility of 8.57% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. This indicates that BIP's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIP | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 5.09% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 10.35% | +3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.47% | 15.82% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.48% | 17.18% | +9.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.98% | 19.21% | +8.77% |