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ITA vs. XLI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ITA vs. XLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Aerospace & Defense ETF (ITA) and Industrial Select Sector SPDR Fund (XLI). The values are adjusted to include any dividend payments, if applicable.

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ITA vs. XLI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITA
iShares U.S. Aerospace & Defense ETF
4.24%48.64%15.81%14.33%9.96%9.39%-13.57%30.51%-7.22%35.24%
XLI
Industrial Select Sector SPDR Fund
6.30%19.35%17.31%18.13%-5.57%21.08%10.91%29.08%-13.25%23.98%

Returns By Period

In the year-to-date period, ITA achieves a 4.24% return, which is significantly lower than XLI's 6.30% return. Over the past 10 years, ITA has outperformed XLI with an annualized return of 15.49%, while XLI has yielded a comparatively lower 13.39% annualized return.


ITA

1D
2.24%
1M
-10.69%
YTD
4.24%
6M
6.95%
1Y
45.80%
3Y*
25.76%
5Y*
17.41%
10Y*
15.49%

XLI

1D
1.67%
1M
-7.83%
YTD
6.30%
6M
7.58%
1Y
26.43%
3Y*
19.34%
5Y*
12.43%
10Y*
13.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ITA vs. XLI - Expense Ratio Comparison

ITA has a 0.42% expense ratio, which is higher than XLI's 0.13% expense ratio.


Return for Risk

ITA vs. XLI — Risk / Return Rank

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

ITA
ITA Risk / Return Rank: 8989
Overall Rank
ITA Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ITA Sortino Ratio Rank: 9090
Sortino Ratio Rank
ITA Omega Ratio Rank: 8787
Omega Ratio Rank
ITA Calmar Ratio Rank: 8989
Calmar Ratio Rank
ITA Martin Ratio Rank: 8888
Martin Ratio Rank

XLI
XLI Risk / Return Rank: 7575
Overall Rank
XLI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XLI Sortino Ratio Rank: 7575
Sortino Ratio Rank
XLI Omega Ratio Rank: 7272
Omega Ratio Rank
XLI Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLI Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ITA vs. XLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aerospace & Defense ETF (ITA) and Industrial Select Sector SPDR Fund (XLI). 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.


ITAXLIDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.36

+0.61

Sortino ratio

Return per unit of downside risk

2.60

1.95

+0.66

Omega ratio

Gain probability vs. loss probability

1.37

1.28

+0.09

Calmar ratio

Return relative to maximum drawdown

2.96

2.17

+0.79

Martin ratio

Return relative to average drawdown

11.32

8.46

+2.85

ITA vs. XLI - Sharpe Ratio Comparison

The current ITA Sharpe Ratio is 1.97, which is higher than the XLI Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of ITA and XLI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ITAXLIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.36

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.72

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.68

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.44

+0.07

Correlation

The correlation between ITA and XLI is 0.86, 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.


Dividends

ITA vs. XLI - Dividend Comparison

ITA's dividend yield for the trailing twelve months is around 0.48%, less than XLI's 1.24% yield.


TTM20252024202320222021202020192018201720162015
ITA
iShares U.S. Aerospace & Defense ETF
0.48%0.55%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%
XLI
Industrial Select Sector SPDR Fund
1.24%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%

Drawdowns

ITA vs. XLI - Drawdown Comparison

The maximum ITA drawdown since its inception was -59.72%, roughly equal to the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for ITA and XLI.


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Drawdown Indicators


ITAXLIDifference

Max Drawdown

Largest peak-to-trough decline

-59.72%

-62.26%

+2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-15.82%

-12.50%

-3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

-21.64%

+2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-51.00%

-42.33%

-8.67%

Current Drawdown

Current decline from peak

-10.69%

-7.83%

-2.86%

Average Drawdown

Average peak-to-trough decline

-9.45%

-9.24%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

3.21%

+0.93%

Volatility

ITA vs. XLI - Volatility Comparison

iShares U.S. Aerospace & Defense ETF (ITA) has a higher volatility of 8.22% compared to Industrial Select Sector SPDR Fund (XLI) at 6.58%. This indicates that ITA's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITAXLIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

6.58%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

16.06%

11.74%

+4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

23.37%

19.50%

+3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.70%

17.25%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.95%

19.88%

+3.07%