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GUNR vs. XLB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GUNR and XLB is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

GUNR vs. XLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) and Materials Select Sector SPDR ETF (XLB). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
71.55%
260.59%
GUNR
XLB

Key characteristics

Sharpe Ratio

GUNR:

-0.28

XLB:

-0.24

Sortino Ratio

GUNR:

-0.27

XLB:

-0.21

Omega Ratio

GUNR:

0.96

XLB:

0.97

Calmar Ratio

GUNR:

-0.22

XLB:

-0.20

Martin Ratio

GUNR:

-0.63

XLB:

-0.61

Ulcer Index

GUNR:

8.18%

XLB:

7.53%

Daily Std Dev

GUNR:

18.22%

XLB:

19.44%

Max Drawdown

GUNR:

-45.64%

XLB:

-59.83%

Current Drawdown

GUNR:

-13.35%

XLB:

-14.53%

Returns By Period

In the year-to-date period, GUNR achieves a 5.36% return, which is significantly higher than XLB's -1.34% return. Over the past 10 years, GUNR has underperformed XLB with an annualized return of 5.30%, while XLB has yielded a comparatively higher 7.24% annualized return.


GUNR

YTD

5.36%

1M

-1.73%

6M

-4.35%

1Y

-6.18%

5Y*

12.12%

10Y*

5.30%

XLB

YTD

-1.34%

1M

-2.86%

6M

-11.19%

1Y

-5.92%

5Y*

11.90%

10Y*

7.24%

*Annualized

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GUNR vs. XLB - Expense Ratio Comparison

GUNR has a 0.46% expense ratio, which is higher than XLB's 0.13% expense ratio.


Expense ratio chart for GUNR: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GUNR: 0.46%
Expense ratio chart for XLB: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLB: 0.13%

Risk-Adjusted Performance

GUNR vs. XLB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GUNR
The Risk-Adjusted Performance Rank of GUNR is 99
Overall Rank
The Sharpe Ratio Rank of GUNR is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of GUNR is 99
Sortino Ratio Rank
The Omega Ratio Rank of GUNR is 99
Omega Ratio Rank
The Calmar Ratio Rank of GUNR is 99
Calmar Ratio Rank
The Martin Ratio Rank of GUNR is 1010
Martin Ratio Rank

XLB
The Risk-Adjusted Performance Rank of XLB is 1010
Overall Rank
The Sharpe Ratio Rank of XLB is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of XLB is 1010
Sortino Ratio Rank
The Omega Ratio Rank of XLB is 1010
Omega Ratio Rank
The Calmar Ratio Rank of XLB is 1010
Calmar Ratio Rank
The Martin Ratio Rank of XLB is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GUNR vs. XLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) and Materials Select Sector SPDR ETF (XLB). 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.


The chart of Sharpe ratio for GUNR, currently valued at -0.28, compared to the broader market-1.000.001.002.003.004.00
GUNR: -0.28
XLB: -0.24
The chart of Sortino ratio for GUNR, currently valued at -0.27, compared to the broader market-2.000.002.004.006.008.00
GUNR: -0.27
XLB: -0.21
The chart of Omega ratio for GUNR, currently valued at 0.96, compared to the broader market0.501.001.502.002.50
GUNR: 0.96
XLB: 0.97
The chart of Calmar ratio for GUNR, currently valued at -0.22, compared to the broader market0.002.004.006.008.0010.0012.00
GUNR: -0.22
XLB: -0.20
The chart of Martin ratio for GUNR, currently valued at -0.63, compared to the broader market0.0020.0040.0060.00
GUNR: -0.63
XLB: -0.61

The current GUNR Sharpe Ratio is -0.28, which is comparable to the XLB Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of GUNR and XLB, 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 Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.28
-0.24
GUNR
XLB

Dividends

GUNR vs. XLB - Dividend Comparison

GUNR's dividend yield for the trailing twelve months is around 3.52%, more than XLB's 2.05% yield.


TTM20242023202220212020201920182017201620152014
GUNR
FlexShares Morningstar Global Upstream Natural Resources Index Fund
3.52%3.39%3.55%4.12%3.61%2.79%3.25%3.28%2.00%1.73%4.50%2.80%
XLB
Materials Select Sector SPDR ETF
2.05%1.92%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%1.97%

Drawdowns

GUNR vs. XLB - Drawdown Comparison

The maximum GUNR drawdown since its inception was -45.64%, smaller than the maximum XLB drawdown of -59.83%. Use the drawdown chart below to compare losses from any high point for GUNR and XLB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-13.35%
-14.53%
GUNR
XLB

Volatility

GUNR vs. XLB - Volatility Comparison

The current volatility for FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) is 12.27%, while Materials Select Sector SPDR ETF (XLB) has a volatility of 13.94%. This indicates that GUNR experiences smaller price fluctuations and is considered to be less risky than XLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.27%
13.94%
GUNR
XLB