CWT vs. XLI
Compare and contrast key facts about California Water Service Group (CWT) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial Select Sector Index. It was launched on Dec 16, 1998.
Performance
CWT vs. XLI - Performance Comparison
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CWT vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWT California Water Service Group | 5.43% | -1.81% | -10.64% | -12.83% | -14.13% | 35.05% | 6.68% | 9.85% | 7.06% | 36.39% |
XLI Industrial Select Sector SPDR Fund | 4.55% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
Returns By Period
In the year-to-date period, CWT achieves a 5.43% return, which is significantly higher than XLI's 4.55% return. Over the past 10 years, CWT has underperformed XLI with an annualized return of 7.48%, while XLI has yielded a comparatively higher 13.21% annualized return.
CWT
- 1D
- -1.54%
- 1M
- 0.58%
- YTD
- 5.43%
- 6M
- 0.20%
- 1Y
- -3.91%
- 3Y*
- -5.76%
- 5Y*
- -2.19%
- 10Y*
- 7.48%
XLI
- 1D
- 3.27%
- 1M
- -8.44%
- YTD
- 4.55%
- 6M
- 5.52%
- 1Y
- 25.05%
- 3Y*
- 18.68%
- 5Y*
- 12.06%
- 10Y*
- 13.21%
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Return for Risk
CWT vs. XLI — Risk / Return Rank
CWT
XLI
CWT vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for California Water Service Group (CWT) and Industrial Select Sector SPDR Fund (XLI). 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.
| CWT | XLI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.17 | 1.29 | -1.47 |
Sortino ratioReturn per unit of downside risk | -0.08 | 1.86 | -1.94 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.26 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.08 | -2.29 |
Martin ratioReturn relative to average drawdown | -0.37 | 8.19 | -8.55 |
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
| CWT | XLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 1.29 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.70 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.67 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.44 | -0.13 |
Correlation
The correlation between CWT and XLI is 0.38, 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
CWT vs. XLI - Dividend Comparison
CWT's dividend yield for the trailing twelve months is around 2.72%, more than XLI's 1.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWT California Water Service Group | 2.72% | 2.86% | 2.47% | 2.01% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% |
XLI Industrial Select Sector SPDR Fund | 1.27% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
Drawdowns
CWT vs. XLI - Drawdown Comparison
The maximum CWT drawdown since its inception was -38.21%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for CWT and XLI.
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Drawdown Indicators
| CWT | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.21% | -62.26% | +24.05% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -12.50% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -38.21% | -21.64% | -16.57% |
Max Drawdown (10Y)Largest decline over 10 years | -38.21% | -42.33% | +4.12% |
Current DrawdownCurrent decline from peak | -30.76% | -9.34% | -21.42% |
Average DrawdownAverage peak-to-trough decline | -11.59% | -9.24% | -2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.56% | 3.17% | +6.39% |
Volatility
CWT vs. XLI - Volatility Comparison
California Water Service Group (CWT) has a higher volatility of 8.43% compared to Industrial Select Sector SPDR Fund (XLI) at 6.44%. This indicates that CWT's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWT | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 6.44% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 17.84% | 11.65% | +6.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 19.45% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.85% | 17.24% | +6.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.56% | 19.88% | +7.68% |