GUNR vs. XLB
Compare and contrast key facts about FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) and Materials Select Sector SPDR ETF (XLB).
GUNR and XLB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GUNR is a passively managed fund by Northern Trust that tracks the performance of the Morningstar Global Upstream Natural Resources Index. It was launched on Sep 16, 2011. XLB is a passively managed fund by State Street that tracks the performance of the Materials Select Sector Index. It was launched on Dec 16, 1998. Both GUNR and XLB 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: GUNR or XLB.
Key characteristics
| GUNR | XLB | |
|---|---|---|
| YTD Return | -3.58% | 9.74% |
| 1Y Return | 0.25% | 18.86% |
| 3Y Return (Ann) | 3.14% | 3.05% |
| 5Y Return (Ann) | 7.55% | 11.23% |
| 10Y Return (Ann) | 5.09% | 8.72% |
| Sharpe Ratio | 0.19 | 1.65 |
| Sortino Ratio | 0.36 | 2.29 |
| Omega Ratio | 1.04 | 1.29 |
| Calmar Ratio | 0.17 | 2.43 |
| Martin Ratio | 0.55 | 8.04 |
| Ulcer Index | 5.26% | 2.78% |
| Daily Std Dev | 15.01% | 13.55% |
| Max Drawdown | -45.64% | -59.83% |
| Current Drawdown | -13.46% | -5.07% |
Correlation
The correlation between GUNR and XLB is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
GUNR vs. XLB - Performance Comparison
In the year-to-date period, GUNR achieves a -3.58% return, which is significantly lower than XLB's 9.74% return. Over the past 10 years, GUNR has underperformed XLB with an annualized return of 5.09%, while XLB has yielded a comparatively higher 8.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GUNR vs. XLB - Expense Ratio Comparison
GUNR has a 0.46% expense ratio, which is higher than XLB's 0.13% expense ratio.
Risk-Adjusted Performance
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.
Dividends
GUNR vs. XLB - Dividend Comparison
GUNR's dividend yield for the trailing twelve months is around 3.55%, more than XLB's 1.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund | 3.55% | 3.55% | 4.12% | 3.61% | 2.79% | 3.25% | 3.28% | 2.00% | 1.73% | 4.50% | 2.80% | 2.03% |
XLB Materials Select Sector SPDR ETF | 1.90% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% | 2.08% |
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.
Volatility
GUNR vs. XLB - Volatility Comparison
FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) and Materials Select Sector SPDR ETF (XLB) have volatilities of 3.56% and 3.70%, 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.