EIG vs. XLU
Compare and contrast key facts about Employers Holdings, Inc. (EIG) 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
EIG vs. XLU - Performance Comparison
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EIG vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIG Employers Holdings, Inc. | -4.46% | -13.32% | 33.36% | -6.10% | 12.57% | 31.88% | -20.54% | 1.59% | -3.67% | 13.72% |
XLU Utilities Select Sector SPDR Fund | 8.77% | 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, EIG achieves a -4.46% return, which is significantly lower than XLU's 8.77% return. Over the past 10 years, EIG has underperformed XLU with an annualized return of 6.71%, while XLU has yielded a comparatively higher 9.79% annualized return.
EIG
- 1D
- -0.51%
- 1M
- -1.04%
- YTD
- -4.46%
- 6M
- -1.78%
- 1Y
- -17.80%
- 3Y*
- 2.17%
- 5Y*
- 3.19%
- 10Y*
- 6.71%
XLU
- 1D
- 0.48%
- 1M
- -1.98%
- YTD
- 8.77%
- 6M
- 6.26%
- 1Y
- 19.98%
- 3Y*
- 14.30%
- 5Y*
- 10.90%
- 10Y*
- 9.79%
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Return for Risk
EIG vs. XLU — Risk / Return Rank
EIG
XLU
EIG vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Employers Holdings, Inc. (EIG) 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.
| EIG | XLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.68 | 1.27 | -1.95 |
Sortino ratioReturn per unit of downside risk | -0.74 | 1.73 | -2.47 |
Omega ratioGain probability vs. loss probability | 0.90 | 1.23 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.58 | 2.21 | -2.79 |
Martin ratioReturn relative to average drawdown | -1.11 | 5.31 | -6.42 |
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
| EIG | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.68 | 1.27 | -1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.64 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.51 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.41 | -0.22 |
Correlation
The correlation between EIG and XLU is 0.30, 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
EIG vs. XLU - Dividend Comparison
EIG's dividend yield for the trailing twelve months is around 3.13%, more than XLU's 2.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIG Employers Holdings, Inc. | 3.13% | 2.92% | 2.30% | 2.79% | 7.60% | 2.42% | 3.11% | 2.11% | 1.91% | 1.35% | 0.91% | 0.88% |
XLU Utilities Select Sector SPDR Fund | 2.58% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Drawdowns
EIG vs. XLU - Drawdown Comparison
The maximum EIG drawdown since its inception was -63.87%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for EIG and XLU.
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Drawdown Indicators
| EIG | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.87% | -51.98% | -11.89% |
Max Drawdown (1Y)Largest decline over 1 year | -28.72% | -9.18% | -19.54% |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | -25.26% | -6.03% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | -36.07% | -7.76% |
Current DrawdownCurrent decline from peak | -20.83% | -2.72% | -18.11% |
Average DrawdownAverage peak-to-trough decline | -17.72% | -10.26% | -7.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.04% | 3.82% | +11.22% |
Volatility
EIG vs. XLU - Volatility Comparison
Employers Holdings, Inc. (EIG) has a higher volatility of 6.34% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. This indicates that EIG'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
| EIG | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 5.09% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 18.74% | 10.36% | +8.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.50% | 15.79% | +10.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 17.18% | +6.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.72% | 19.21% | +7.51% |