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EWN vs. XLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWN and XLI is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EWN vs. XLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Netherlands ETF (EWN) and Industrial Select Sector SPDR Fund (XLI). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
262.83%
788.03%
EWN
XLI

Key characteristics

Sharpe Ratio

EWN:

0.12

XLI:

0.33

Sortino Ratio

EWN:

0.33

XLI:

0.61

Omega Ratio

EWN:

1.04

XLI:

1.08

Calmar Ratio

EWN:

0.13

XLI:

0.35

Martin Ratio

EWN:

0.29

XLI:

1.26

Ulcer Index

EWN:

8.94%

XLI:

5.05%

Daily Std Dev

EWN:

22.68%

XLI:

19.67%

Max Drawdown

EWN:

-65.22%

XLI:

-62.26%

Current Drawdown

EWN:

-6.55%

XLI:

-9.68%

Returns By Period

In the year-to-date period, EWN achieves a 9.64% return, which is significantly higher than XLI's -1.79% return. Over the past 10 years, EWN has underperformed XLI with an annualized return of 8.32%, while XLI has yielded a comparatively higher 10.66% annualized return.


EWN

YTD

9.64%

1M

1.96%

6M

2.78%

1Y

3.59%

5Y*

13.67%

10Y*

8.32%

XLI

YTD

-1.79%

1M

-3.44%

6M

-3.95%

1Y

6.91%

5Y*

17.82%

10Y*

10.66%

*Annualized

Compare stocks, funds, or ETFs

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EWN vs. XLI - Expense Ratio Comparison

EWN has a 0.50% expense ratio, which is higher than XLI's 0.13% expense ratio.


Expense ratio chart for EWN: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWN: 0.50%
Expense ratio chart for XLI: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLI: 0.13%

Risk-Adjusted Performance

EWN vs. XLI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EWN
The Risk-Adjusted Performance Rank of EWN is 2828
Overall Rank
The Sharpe Ratio Rank of EWN is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of EWN is 2929
Sortino Ratio Rank
The Omega Ratio Rank of EWN is 2828
Omega Ratio Rank
The Calmar Ratio Rank of EWN is 3131
Calmar Ratio Rank
The Martin Ratio Rank of EWN is 2525
Martin Ratio Rank

XLI
The Risk-Adjusted Performance Rank of XLI is 4545
Overall Rank
The Sharpe Ratio Rank of XLI is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of XLI is 4444
Sortino Ratio Rank
The Omega Ratio Rank of XLI is 4444
Omega Ratio Rank
The Calmar Ratio Rank of XLI is 4949
Calmar Ratio Rank
The Martin Ratio Rank of XLI is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EWN vs. XLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Netherlands ETF (EWN) 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.


The chart of Sharpe ratio for EWN, currently valued at 0.12, compared to the broader market-1.000.001.002.003.004.00
EWN: 0.12
XLI: 0.33
The chart of Sortino ratio for EWN, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.00
EWN: 0.33
XLI: 0.61
The chart of Omega ratio for EWN, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
EWN: 1.04
XLI: 1.08
The chart of Calmar ratio for EWN, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.00
EWN: 0.13
XLI: 0.35
The chart of Martin ratio for EWN, currently valued at 0.29, compared to the broader market0.0020.0040.0060.00
EWN: 0.29
XLI: 1.26

The current EWN Sharpe Ratio is 0.12, which is lower than the XLI Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of EWN and XLI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.12
0.33
EWN
XLI

Dividends

EWN vs. XLI - Dividend Comparison

EWN's dividend yield for the trailing twelve months is around 1.99%, more than XLI's 1.49% yield.


TTM20242023202220212020201920182017201620152014
EWN
iShares MSCI Netherlands ETF
1.99%2.18%1.79%1.98%1.02%0.78%2.58%2.40%1.68%2.71%1.92%2.30%
XLI
Industrial Select Sector SPDR Fund
1.49%1.44%1.63%1.64%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%

Drawdowns

EWN vs. XLI - Drawdown Comparison

The maximum EWN drawdown since its inception was -65.22%, roughly equal to the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for EWN and XLI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.55%
-9.68%
EWN
XLI

Volatility

EWN vs. XLI - Volatility Comparison

iShares MSCI Netherlands ETF (EWN) and Industrial Select Sector SPDR Fund (XLI) have volatilities of 13.29% and 13.75%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.29%
13.75%
EWN
XLI