EXI vs. XLV
Compare and contrast key facts about iShares Global Industrials ETF (EXI) and Health Care Select Sector SPDR Fund (XLV).
EXI and XLV 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. XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. It was launched on Dec 16, 1998. Both EXI and XLV 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 XLV.
Key characteristics
| EXI | XLV | |
|---|---|---|
| YTD Return | 17.30% | 7.17% |
| 1Y Return | 28.54% | 14.73% |
| 3Y Return (Ann) | 7.62% | 4.45% |
| 5Y Return (Ann) | 10.51% | 10.09% |
| 10Y Return (Ann) | 9.46% | 9.68% |
| Sharpe Ratio | 2.28 | 1.40 |
| Sortino Ratio | 3.14 | 1.96 |
| Omega Ratio | 1.39 | 1.25 |
| Calmar Ratio | 3.90 | 1.81 |
| Martin Ratio | 13.77 | 6.00 |
| Ulcer Index | 2.10% | 2.47% |
| Daily Std Dev | 12.71% | 10.61% |
| Max Drawdown | -62.60% | -39.18% |
| Current Drawdown | -2.42% | -7.75% |
Correlation
The correlation between EXI and XLV 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
EXI vs. XLV - Performance Comparison
In the year-to-date period, EXI achieves a 17.30% return, which is significantly higher than XLV's 7.17% return. Both investments have delivered pretty close results over the past 10 years, with EXI having a 9.46% annualized return and XLV not far ahead at 9.68%. 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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EXI vs. XLV - Expense Ratio Comparison
EXI has a 0.43% expense ratio, which is higher than XLV's 0.12% expense ratio.
Risk-Adjusted Performance
EXI vs. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Industrials ETF (EXI) and Health Care Select Sector SPDR Fund (XLV). 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. XLV - Dividend Comparison
EXI's dividend yield for the trailing twelve months is around 1.35%, less than XLV's 1.57% 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% |
XLV Health Care Select Sector SPDR Fund | 1.57% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
Drawdowns
EXI vs. XLV - Drawdown Comparison
The maximum EXI drawdown since its inception was -62.60%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for EXI and XLV. For additional features, visit the drawdowns tool.
Volatility
EXI vs. XLV - Volatility Comparison
iShares Global Industrials ETF (EXI) has a higher volatility of 3.75% compared to Health Care Select Sector SPDR Fund (XLV) at 3.15%. This indicates that EXI's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.