DE vs. XLI
Compare and contrast key facts about Deere & Company (DE) 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DE or XLI.
Key characteristics
| DE | XLI | |
|---|---|---|
| YTD Return | -0.61% | 7.29% |
| 1Y Return | 5.05% | 25.08% |
| 3Y Return (Ann) | 3.24% | 7.51% |
| 5Y Return (Ann) | 20.59% | 11.14% |
| 10Y Return (Ann) | 17.89% | 10.78% |
| Sharpe Ratio | 0.20 | 1.92 |
| Daily Std Dev | 23.37% | 12.81% |
| Max Drawdown | -73.27% | -62.26% |
| Current Drawdown | -10.31% | -3.21% |
Correlation
The correlation between DE and XLI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DE vs. XLI - Performance Comparison
In the year-to-date period, DE achieves a -0.61% return, which is significantly lower than XLI's 7.29% return. Over the past 10 years, DE has outperformed XLI with an annualized return of 17.89%, while XLI has yielded a comparatively lower 10.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DE vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) 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.
Dividends
DE vs. XLI - Dividend Comparison
DE's dividend yield for the trailing twelve months is around 1.40%, less than XLI's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DE Deere & Company | 1.40% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% | 2.23% |
XLI Industrial Select Sector SPDR Fund | 1.51% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
DE vs. XLI - Drawdown Comparison
The maximum DE drawdown since its inception was -73.27%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for DE and XLI. For additional features, visit the drawdowns tool.
Volatility
DE vs. XLI - Volatility Comparison
Deere & Company (DE) has a higher volatility of 6.09% compared to Industrial Select Sector SPDR Fund (XLI) at 3.55%. This indicates that DE'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.