ETD vs. XHB
ETD (Ethan Allen Interiors Inc.) is a stock, while XHB (SPDR S&P Homebuilders ETF) is Building & Construction fund tracking the S&P Homebuilders Select Industry Index. Over the past 10 years, ETD returned 1.81%/yr vs 12.21%/yr for XHB. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
ETD vs. XHB - Performance Comparison
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Returns By Period
In the year-to-date period, ETD achieves a 1.72% return, which is significantly higher than XHB's 1.01% return. Over the past 10 years, ETD has underperformed XHB with an annualized return of 1.81%, while XHB has yielded a comparatively higher 12.21% annualized return.
ETD
- 1D
- -2.23%
- 1M
- 3.27%
- 6M
- 1.32%
- YTD
- 1.72%
- 1Y
- -15.50%
- 3Y*
- -4.14%
- 5Y*
- 5.96%
- 10Y*
- 1.81%
- ALL TIME*
- 6.76%
XHB
- 1D
- -0.79%
- 1M
- -7.88%
- 6M
- -4.06%
- YTD
- 1.01%
- 1Y
- 0.45%
- 3Y*
- 7.59%
- 5Y*
- 7.43%
- 10Y*
- 12.21%
- ALL TIME*
- 5.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.13M | $9.80M | $12.37M | |
| $247.88M | $253.08M | $291.07M |
ETD vs. XHB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETD Ethan Allen Interiors Inc. | 1.72% | -13.21% | -5.95% | 28.70% | 7.47% | 44.17% | 11.29% | 18.89% | -35.80% | -20.54% |
XHB SPDR S&P Homebuilders ETF | 1.01% | -0.69% | 9.87% | 60.10% | -28.93% | 49.70% | 27.97% | 41.30% | -25.73% | 31.80% |
Correlation
The correlation between ETD and XHB is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2006 | 0.62 |
The correlation between ETD and XHB has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
ETD vs. XHB — Risk / Return Rank
ETD
XHB
ETD vs. XHB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethan Allen Interiors Inc. (ETD) and SPDR S&P Homebuilders ETF (XHB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ETD | XHB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.04 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 0.11 | -0.65 |
| Martin ratioReturn relative to average drawdown | -0.91 | 0.21 | -1.12 |
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Drawdowns
ETD vs. XHB - Drawdown Comparison
The maximum ETD drawdown since its inception was -82.91%, roughly equal to the maximum XHB drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for ETD and XHB.
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Drawdown Indicators
| ETD | XHB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.91% | -81.61% | -1.30% |
Max Drawdown (1Y)Largest decline over 1 year | -35.36% | -21.71% | -13.65% |
Max Drawdown (3Y)Largest decline over 3 years | -36.84% | -30.53% | -6.31% |
Max Drawdown (5Y)Largest decline over 5 years | -36.84% | -39.46% | +2.62% |
Max Drawdown (10Y)Largest decline over 10 years | -73.68% | -49.57% | -24.11% |
Current DrawdownCurrent decline from peak | -24.27% | -16.36% | -7.91% |
Average DrawdownAverage peak-to-trough decline | -26.53% | -27.48% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.93% | 11.08% | +9.85% |
Volatility
ETD vs. XHB - Volatility Comparison
Ethan Allen Interiors Inc. (ETD) and SPDR S&P Homebuilders ETF (XHB) have volatilities of 7.74% and 7.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETD | XHB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.74% | 7.68% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 19.04% | 21.65% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.25% | 28.26% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.04% | 28.00% | +6.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.27% | 27.59% | +9.68% |
Dividends
ETD vs. XHB - Dividend Comparison
ETD's dividend yield for the trailing twelve months is around 8.08%, more than XHB's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETD Ethan Allen Interiors Inc. | 8.08% | 7.92% | 6.87% | 5.95% | 6.62% | 10.61% | 3.12% | 9.34% | 6.08% | 2.66% | 1.76% | 1.87% |
XHB SPDR S&P Homebuilders ETF | 0.63% | 0.78% | 0.59% | 0.77% | 1.06% | 0.51% | 0.73% | 0.89% | 1.25% | 0.72% | 0.67% | 0.50% |
Frequently Asked Questions
ETD and XHB have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETD has higher volatility (7.74%) compared to XHB (7.68%). In terms of maximum drawdown, ETD dropped -82.91% vs XHB's -81.61%.
XHB currently has the higher Sharpe Ratio (0.08 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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