RGI vs. XLI
Compare and contrast key facts about Invesco S&P 500® Equal Weight Industrials ETF (RGI) and Industrial Select Sector SPDR Fund (XLI).
RGI and XLI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RGI is a passively managed fund by Invesco that tracks the performance of the S&P Equal Weight Index Industrials. It was launched on Nov 1, 2006. 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 RGI 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: RGI or XLI.
Key characteristics
| RGI | XLI | |
|---|---|---|
| YTD Return | 27.38% | 26.02% |
| 1Y Return | 39.43% | 37.96% |
| 3Y Return (Ann) | 12.20% | 11.81% |
| 5Y Return (Ann) | 16.48% | 13.48% |
| 10Y Return (Ann) | 12.62% | 11.79% |
| Sharpe Ratio | 3.08 | 3.05 |
| Sortino Ratio | 4.32 | 4.31 |
| Omega Ratio | 1.54 | 1.54 |
| Calmar Ratio | 0.83 | 6.88 |
| Martin Ratio | 18.46 | 21.59 |
| Ulcer Index | 2.34% | 1.89% |
| Daily Std Dev | 14.01% | 13.35% |
| Max Drawdown | -82.66% | -62.26% |
| Current Drawdown | -31.02% | -0.65% |
Correlation
The correlation between RGI and XLI is 0.90, 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
RGI vs. XLI - Performance Comparison
The year-to-date returns for both stocks are quite close, with RGI having a 27.38% return and XLI slightly lower at 26.02%. Over the past 10 years, RGI has outperformed XLI with an annualized return of 12.62%, while XLI has yielded a comparatively lower 11.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RGI vs. XLI - Expense Ratio Comparison
RGI has a 0.40% expense ratio, which is higher than XLI's 0.13% expense ratio.
Risk-Adjusted Performance
RGI vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Industrials ETF (RGI) 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
RGI vs. XLI - Dividend Comparison
RGI's dividend yield for the trailing twelve months is around 0.86%, less than XLI's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGI Invesco S&P 500® Equal Weight Industrials ETF | 0.86% | 1.06% | 1.09% | 0.70% | 0.96% | 1.33% | 0.30% | 0.00% | 0.00% | 0.00% | 1.28% | 0.90% |
XLI Industrial Select Sector SPDR Fund | 1.30% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
RGI vs. XLI - Drawdown Comparison
The maximum RGI drawdown since its inception was -82.66%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for RGI and XLI. For additional features, visit the drawdowns tool.
Volatility
RGI vs. XLI - Volatility Comparison
Invesco S&P 500® Equal Weight Industrials ETF (RGI) and Industrial Select Sector SPDR Fund (XLI) have volatilities of 4.92% and 5.07%, 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.