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MADE vs. XLI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MADE vs. XLI - Performance Comparison

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

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Returns By Period

In the year-to-date period, MADE achieves a 16.17% return, which is significantly higher than XLI's 12.17% return.


MADE

1D
-0.08%
1M
5.94%
YTD
16.17%
6M
23.92%
1Y
68.20%
3Y*
5Y*
10Y*

XLI

1D
1.87%
1M
5.34%
YTD
12.17%
6M
15.07%
1Y
40.34%
3Y*
21.53%
5Y*
13.11%
10Y*
13.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MADE vs. XLI - Yearly Performance Comparison


2026 (YTD)20252024
MADE
iShares U.S. Manufacturing ETF
16.17%27.34%2.10%
XLI
Industrial Select Sector SPDR Fund
12.17%19.35%5.81%

Correlation

The correlation between MADE and XLI is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2024

0.91

The correlation between MADE and XLI has been stable across timeframes, ranging from 0.90 to 0.91 — a consistent structural relationship.

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Return for Risk

MADE vs. XLI — Risk / Return Rank

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

MADE
MADE Risk / Return Rank: 8787
Overall Rank
MADE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MADE Sortino Ratio Rank: 8888
Sortino Ratio Rank
MADE Omega Ratio Rank: 8484
Omega Ratio Rank
MADE Calmar Ratio Rank: 8383
Calmar Ratio Rank
MADE Martin Ratio Rank: 8989
Martin Ratio Rank

XLI
XLI Risk / Return Rank: 6666
Overall Rank
XLI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
XLI Sortino Ratio Rank: 7171
Sortino Ratio Rank
XLI Omega Ratio Rank: 6666
Omega Ratio Rank
XLI Calmar Ratio Rank: 5454
Calmar Ratio Rank
XLI Martin Ratio Rank: 6565
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.

MADE vs. XLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Manufacturing ETF (MADE) 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.


MADEXLIDifference

Sharpe ratio

Return per unit of total volatility

3.44

2.64

+0.79

Sortino ratio

Return per unit of downside risk

4.41

3.64

+0.78

Omega ratio

Gain probability vs. loss probability

1.56

1.45

+0.11

Calmar ratio

Return relative to maximum drawdown

4.78

3.21

+1.57

Martin ratio

Return relative to average drawdown

21.42

13.72

+7.71

MADE vs. XLI - Sharpe Ratio Comparison

The current MADE Sharpe Ratio is 3.44, which is comparable to the XLI Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of MADE and XLI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MADEXLIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.44

2.64

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.45

+0.76

Drawdowns

MADE vs. XLI - Drawdown Comparison

The maximum MADE drawdown since its inception was -23.79%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for MADE and XLI.


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Drawdown Indicators


MADEXLIDifference

Max Drawdown

Largest peak-to-trough decline

-23.79%

-62.26%

+38.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-12.21%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

Max Drawdown (10Y)

Largest decline over 10 years

-42.33%

Current Drawdown

Current decline from peak

-2.21%

-2.74%

+0.53%

Average Drawdown

Average peak-to-trough decline

-3.98%

-9.23%

+5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.86%

+0.13%

Volatility

MADE vs. XLI - Volatility Comparison

iShares U.S. Manufacturing ETF (MADE) has a higher volatility of 9.48% compared to Industrial Select Sector SPDR Fund (XLI) at 7.06%. This indicates that MADE'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


MADEXLIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.48%

7.06%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

16.29%

12.11%

+4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

20.15%

15.40%

+4.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.16%

17.35%

+4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.16%

19.92%

+2.24%

MADE vs. XLI - Expense Ratio Comparison

MADE has a 0.40% expense ratio, which is higher than XLI's 0.13% expense ratio.


Dividends

MADE vs. XLI - Dividend Comparison

MADE's dividend yield for the trailing twelve months is around 0.69%, less than XLI's 1.18% yield.


TTM20252024202320222021202020192018201720162015
MADE
iShares U.S. Manufacturing ETF
0.69%0.89%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLI
Industrial Select Sector SPDR Fund
1.18%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%