USD=X vs. XLI
USD=X (USD Cash) is a currency, while XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index. Over the past 10 years, USD=X returned 0.00%/yr vs 13.86%/yr for XLI.
Performance
USD=X vs. XLI - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
XLI
- 1D
- -0.32%
- 1M
- 0.25%
- YTD
- 12.25%
- 6M
- 13.16%
- 1Y
- 21.42%
- 3Y*
- 21.04%
- 5Y*
- 12.54%
- 10Y*
- 13.86%
USD=X vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLI Industrial Select Sector SPDR Fund | 12.25% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
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Return for Risk
USD=X vs. XLI — Risk / Return Rank
USD=X
XLI
USD=X vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| USD=X | XLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.39 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.45 | — |
Drawdowns
USD=X vs. XLI - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for USD=X and XLI.
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Drawdown Indicators
| USD=X | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -62.26% | +62.26% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -12.21% | +12.21% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -18.49% | +18.49% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -21.64% | +21.64% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -42.33% | +42.33% |
Current DrawdownCurrent decline from peak | 0.00% | -2.67% | +2.67% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -9.20% | +9.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 3.08% | -3.08% |
Volatility
USD=X vs. XLI - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Industrial Select Sector SPDR Fund (XLI) has a volatility of 3.98%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky 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
| USD=X | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.98% | -3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 12.84% | -12.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 15.47% | -15.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 17.43% | -17.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 19.99% | -19.99% |
Frequently Asked Questions
XLI has higher volatility (3.98%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs XLI's -62.26%.
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