EXI vs. SPY
Compare and contrast key facts about iShares Global Industrials ETF (EXI) and SPDR S&P 500 ETF (SPY).
EXI and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXI is a passively managed fund by iShares that tracks the performance of the S&P Global 1200 / Industrials -SEC. It was launched on Sep 12, 2006. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both EXI and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXI or SPY.
Key characteristics
| EXI | SPY | |
|---|---|---|
| YTD Return | 17.30% | 26.01% |
| 1Y Return | 28.54% | 33.73% |
| 3Y Return (Ann) | 7.62% | 9.91% |
| 5Y Return (Ann) | 10.51% | 15.54% |
| 10Y Return (Ann) | 9.46% | 13.25% |
| Sharpe Ratio | 2.28 | 2.82 |
| Sortino Ratio | 3.14 | 3.76 |
| Omega Ratio | 1.39 | 1.53 |
| Calmar Ratio | 3.90 | 4.05 |
| Martin Ratio | 13.77 | 18.33 |
| Ulcer Index | 2.10% | 1.86% |
| Daily Std Dev | 12.71% | 12.07% |
| Max Drawdown | -62.60% | -55.19% |
| Current Drawdown | -2.42% | -0.90% |
Correlation
The correlation between EXI and SPY is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EXI vs. SPY - Performance Comparison
In the year-to-date period, EXI achieves a 17.30% return, which is significantly lower than SPY's 26.01% return. Over the past 10 years, EXI has underperformed SPY with an annualized return of 9.46%, while SPY has yielded a comparatively higher 13.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EXI vs. SPY - Expense Ratio Comparison
EXI has a 0.43% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
EXI vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Industrials ETF (EXI) and SPDR S&P 500 ETF (SPY). 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
EXI vs. SPY - Dividend Comparison
EXI's dividend yield for the trailing twelve months is around 1.35%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI iShares Global Industrials ETF | 1.35% | 1.84% | 1.63% | 1.42% | 1.39% | 1.72% | 2.21% | 1.48% | 1.74% | 1.95% | 1.93% | 1.51% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
EXI vs. SPY - Drawdown Comparison
The maximum EXI drawdown since its inception was -62.60%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EXI and SPY. For additional features, visit the drawdowns tool.
Volatility
EXI vs. SPY - Volatility Comparison
iShares Global Industrials ETF (EXI) and SPDR S&P 500 ETF (SPY) have volatilities of 3.75% and 3.84%, 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.