GII vs. XLU
Compare and contrast key facts about SPDR S&P Global Infrastructure ETF (GII) and Utilities Select Sector SPDR Fund (XLU).
GII and XLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GII is a passively managed fund by State Street that tracks the performance of the S&P Global Infrastructure. It was launched on Jan 25, 2007. XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998. Both GII and XLU 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: GII or XLU.
Key characteristics
| GII | XLU | |
|---|---|---|
| YTD Return | 17.23% | 28.29% |
| 1Y Return | 29.22% | 35.96% |
| 3Y Return (Ann) | 8.08% | 9.41% |
| 5Y Return (Ann) | 6.37% | 8.34% |
| 10Y Return (Ann) | 5.75% | 9.41% |
| Sharpe Ratio | 2.52 | 2.29 |
| Sortino Ratio | 3.47 | 3.16 |
| Omega Ratio | 1.44 | 1.40 |
| Calmar Ratio | 2.35 | 1.77 |
| Martin Ratio | 14.08 | 11.37 |
| Ulcer Index | 2.13% | 3.23% |
| Daily Std Dev | 11.94% | 16.03% |
| Max Drawdown | -50.97% | -52.27% |
| Current Drawdown | -1.87% | -3.42% |
Correlation
The correlation between GII and XLU is 0.65, 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
GII vs. XLU - Performance Comparison
In the year-to-date period, GII achieves a 17.23% return, which is significantly lower than XLU's 28.29% return. Over the past 10 years, GII has underperformed XLU with an annualized return of 5.75%, while XLU has yielded a comparatively higher 9.41% annualized return. 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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GII vs. XLU - Expense Ratio Comparison
GII has a 0.40% expense ratio, which is higher than XLU's 0.13% expense ratio.
Risk-Adjusted Performance
GII vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Infrastructure ETF (GII) and Utilities Select Sector SPDR Fund (XLU). 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
GII vs. XLU - Dividend Comparison
GII's dividend yield for the trailing twelve months is around 3.35%, more than XLU's 2.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GII SPDR S&P Global Infrastructure ETF | 3.35% | 3.70% | 3.07% | 3.88% | 2.66% | 3.39% | 3.31% | 3.38% | 3.11% | 3.54% | 3.12% | 4.12% |
XLU Utilities Select Sector SPDR Fund | 2.78% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
GII vs. XLU - Drawdown Comparison
The maximum GII drawdown since its inception was -50.97%, roughly equal to the maximum XLU drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for GII and XLU. For additional features, visit the drawdowns tool.
Volatility
GII vs. XLU - Volatility Comparison
The current volatility for SPDR S&P Global Infrastructure ETF (GII) is 3.51%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 5.66%. This indicates that GII experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.