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EXI vs. XLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.6

Performance

EXI vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Industrials ETF (EXI) and Health Care Select Sector SPDR Fund (XLV). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
290.02%
468.71%
EXI
XLV

Key characteristics

Sharpe Ratio

EXI:

1.25

XLV:

0.47

Sortino Ratio

EXI:

1.79

XLV:

0.71

Omega Ratio

EXI:

1.22

XLV:

1.09

Calmar Ratio

EXI:

2.16

XLV:

0.40

Martin Ratio

EXI:

6.98

XLV:

1.38

Ulcer Index

EXI:

2.30%

XLV:

3.74%

Daily Std Dev

EXI:

12.86%

XLV:

10.90%

Max Drawdown

EXI:

-62.60%

XLV:

-39.17%

Current Drawdown

EXI:

-5.92%

XLV:

-11.91%

Returns By Period

In the year-to-date period, EXI achieves a 13.20% return, which is significantly higher than XLV's 2.33% return. Both investments have delivered pretty close results over the past 10 years, with EXI having a 8.93% annualized return and XLV not far ahead at 8.97%.


EXI

YTD

13.20%

1M

-2.51%

6M

5.87%

1Y

14.41%

5Y*

9.60%

10Y*

8.93%

XLV

YTD

2.33%

1M

-4.19%

6M

-5.28%

1Y

3.36%

5Y*

7.76%

10Y*

8.97%

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. XLV - Expense Ratio Comparison

EXI has a 0.43% expense ratio, which is higher than XLV's 0.12% expense ratio.


EXI
iShares Global Industrials ETF
Expense ratio chart for EXI: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
Expense ratio chart for XLV: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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.


Sharpe ratio
The chart of Sharpe ratio for EXI, currently valued at 1.25, compared to the broader market0.002.004.001.250.47
The chart of Sortino ratio for EXI, currently valued at 1.79, compared to the broader market-2.000.002.004.006.008.0010.001.790.71
The chart of Omega ratio for EXI, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.09
The chart of Calmar ratio for EXI, currently valued at 2.16, compared to the broader market0.005.0010.0015.002.160.40
The chart of Martin ratio for EXI, currently valued at 6.98, compared to the broader market0.0020.0040.0060.0080.00100.006.981.38
EXI
XLV

The current EXI Sharpe Ratio is 1.25, which is higher than the XLV Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of EXI and XLV, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.25
0.47
EXI
XLV

Dividends

EXI vs. XLV - Dividend Comparison

EXI's dividend yield for the trailing twelve months is around 1.46%, more than XLV's 1.21% yield.


TTM20232022202120202019201820172016201520142013
EXI
iShares Global Industrials ETF
1.46%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
1.21%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 -39.17%. Use the drawdown chart below to compare losses from any high point for EXI and XLV. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.92%
-11.91%
EXI
XLV

Volatility

EXI vs. XLV - Volatility Comparison

iShares Global Industrials ETF (EXI) and Health Care Select Sector SPDR Fund (XLV) have volatilities of 3.54% and 3.45%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.54%
3.45%
EXI
XLV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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