IYJ vs. XLI
Compare and contrast key facts about iShares U.S. Industrials ETF (IYJ) and Industrial Select Sector SPDR Fund (XLI).
IYJ and XLI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYJ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Industrials Index. It was launched on Jul 14, 2000. XLI is a passively managed fund by State Street that tracks the performance of the Industrial Select Sector Index. It was launched on Dec 16, 1998. Both IYJ and XLI 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: IYJ or XLI.
Performance
IYJ vs. XLI - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IYJ having a 23.91% return and XLI slightly higher at 24.63%. Both investments have delivered pretty close results over the past 10 years, with IYJ having a 11.43% annualized return and XLI not far ahead at 11.46%.
IYJ
23.91%
3.97%
15.45%
34.49%
12.36%
11.43%
XLI
24.63%
2.62%
14.38%
34.66%
13.39%
11.46%
Key characteristics
| IYJ | XLI | |
|---|---|---|
| Sharpe Ratio | 2.64 | 2.61 |
| Sortino Ratio | 3.70 | 3.70 |
| Omega Ratio | 1.46 | 1.46 |
| Calmar Ratio | 5.71 | 5.90 |
| Martin Ratio | 15.11 | 18.10 |
| Ulcer Index | 2.32% | 1.93% |
| Daily Std Dev | 13.26% | 13.40% |
| Max Drawdown | -61.97% | -62.26% |
| Current Drawdown | -1.44% | -1.75% |
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IYJ vs. XLI - Expense Ratio Comparison
IYJ has a 0.42% expense ratio, which is higher than XLI's 0.13% expense ratio.
Correlation
The correlation between IYJ and XLI is 0.94, 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.
Risk-Adjusted Performance
IYJ vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) 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.
Dividends
IYJ vs. XLI - Dividend Comparison
IYJ's dividend yield for the trailing twelve months is around 0.83%, less than XLI's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYJ iShares U.S. Industrials ETF | 0.83% | 1.05% | 1.05% | 0.76% | 1.01% | 1.32% | 1.43% | 1.29% | 1.38% | 1.53% | 1.46% | 1.14% |
XLI Industrial Select Sector SPDR Fund | 1.31% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
IYJ vs. XLI - Drawdown Comparison
The maximum IYJ drawdown since its inception was -61.97%, roughly equal to the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for IYJ and XLI. For additional features, visit the drawdowns tool.
Volatility
IYJ vs. XLI - Volatility Comparison
iShares U.S. Industrials ETF (IYJ) and Industrial Select Sector SPDR Fund (XLI) have volatilities of 5.27% and 5.31%, 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.