GL vs. XLU
GL (Globe Life Inc.) is a stock, while XLU (State Street Utilities Select Sector SPDR ETF) is Utilities Equities fund tracking the Utilities Select Sector Index. Over the past 10 years, GL returned 12.50%/yr vs 8.92%/yr for XLU. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
GL vs. XLU - Performance Comparison
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Returns By Period
In the year-to-date period, GL achieves a 31.11% return, which is significantly higher than XLU's 5.28% return. Over the past 10 years, GL has outperformed XLU with an annualized return of 12.50%, while XLU has yielded a comparatively lower 8.92% annualized return.
GL
- 1D
- -0.40%
- 1M
- 1.16%
- 6M
- 30.52%
- YTD
- 31.11%
- 1Y
- 33.87%
- 3Y*
- 18.44%
- 5Y*
- 15.34%
- 10Y*
- 12.50%
- ALL TIME*
- 12.78%
XLU
- 1D
- -0.69%
- 1M
- -3.08%
- 6M
- 3.92%
- YTD
- 5.28%
- 1Y
- 6.26%
- 3Y*
- 13.58%
- 5Y*
- 9.34%
- 10Y*
- 8.92%
- ALL TIME*
- 7.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $148.51M | $123.13M | $108.97M | |
| $827.32M | $819.54M | $911.53M |
GL vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GL Globe Life Inc. | 31.11% | 26.47% | -7.53% | 1.77% | 29.68% | -0.49% | -8.93% | 42.34% | -17.23% | 23.93% |
XLU State Street Utilities Select Sector SPDR ETF | 5.28% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Correlation
The correlation between GL and XLU is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.37 |
Over the past year, the correlation between GL and XLU has dropped to 0.15 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
GL vs. XLU — Risk / Return Rank
GL
XLU
GL vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Globe Life Inc. (GL) and State Street Utilities Select Sector SPDR ETF (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GL | XLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.08 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 0.70 | +2.14 |
| Martin ratioReturn relative to average drawdown | 6.70 | 1.44 | +5.26 |
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Drawdowns
GL vs. XLU - Drawdown Comparison
The maximum GL drawdown since its inception was -75.34%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for GL and XLU.
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Drawdown Indicators
| GL | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.34% | -51.98% | -23.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -9.18% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -61.62% | -13.15% | -48.47% |
Max Drawdown (5Y)Largest decline over 5 years | -61.62% | -25.26% | -36.36% |
Max Drawdown (10Y)Largest decline over 10 years | -61.62% | -36.07% | -25.55% |
Current DrawdownCurrent decline from peak | -1.36% | -5.83% | +4.47% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -10.19% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 4.48% | +0.13% |
Volatility
GL vs. XLU - Volatility Comparison
Globe Life Inc. (GL) has a higher volatility of 8.90% compared to State Street Utilities Select Sector SPDR ETF (XLU) at 4.59%. This indicates that GL's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GL | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.90% | 4.59% | +4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.53% | 12.01% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 15.00% | +4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.65% | 17.34% | +18.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.25% | 19.30% | +12.95% |
Dividends
GL vs. XLU - Dividend Comparison
GL's dividend yield for the trailing twelve months is around 0.66%, less than XLU's 2.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GL Globe Life Inc. | 0.66% | 0.75% | 0.85% | 0.73% | 0.68% | 0.83% | 0.77% | 0.64% | 0.85% | 0.65% | 0.75% | 0.71% |
XLU State Street Utilities Select Sector SPDR ETF | 2.70% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Frequently Asked Questions
GL and XLU have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GL has higher volatility (8.90%) compared to XLU (4.59%). In terms of maximum drawdown, GL dropped -75.34% vs XLU's -51.98%.
GL currently has the higher Sharpe Ratio (1.56 vs 0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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