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VEGI vs. XLP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEGI and XLP is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

VEGI vs. XLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Agriculture Producers ETF (VEGI) and Consumer Staples Select Sector SPDR Fund (XLP). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
79.42%
247.96%
VEGI
XLP

Key characteristics

Sharpe Ratio

VEGI:

-0.12

XLP:

1.47

Sortino Ratio

VEGI:

-0.07

XLP:

2.12

Omega Ratio

VEGI:

0.99

XLP:

1.25

Calmar Ratio

VEGI:

-0.06

XLP:

1.68

Martin Ratio

VEGI:

-0.36

XLP:

8.11

Ulcer Index

VEGI:

4.71%

XLP:

1.80%

Daily Std Dev

VEGI:

13.98%

XLP:

9.92%

Max Drawdown

VEGI:

-37.37%

XLP:

-35.89%

Current Drawdown

VEGI:

-24.02%

XLP:

-4.28%

Returns By Period

In the year-to-date period, VEGI achieves a -4.13% return, which is significantly lower than XLP's 13.65% return. Over the past 10 years, VEGI has underperformed XLP with an annualized return of 5.06%, while XLP has yielded a comparatively higher 7.91% annualized return.


VEGI

YTD

-4.13%

1M

-0.88%

6M

1.31%

1Y

-3.39%

5Y*

6.57%

10Y*

5.06%

XLP

YTD

13.65%

1M

-0.36%

6M

4.48%

1Y

14.37%

5Y*

7.59%

10Y*

7.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEGI vs. XLP - Expense Ratio Comparison

VEGI has a 0.39% expense ratio, which is higher than XLP's 0.13% expense ratio.


VEGI
iShares MSCI Global Agriculture Producers ETF
Expense ratio chart for VEGI: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for XLP: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

VEGI vs. XLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Agriculture Producers ETF (VEGI) and Consumer Staples Select Sector SPDR Fund (XLP). 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.


Sharpe ratio
The chart of Sharpe ratio for VEGI, currently valued at -0.12, compared to the broader market0.002.004.00-0.121.47
The chart of Sortino ratio for VEGI, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.00-0.072.12
The chart of Omega ratio for VEGI, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.25
The chart of Calmar ratio for VEGI, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.061.68
The chart of Martin ratio for VEGI, currently valued at -0.36, compared to the broader market0.0020.0040.0060.0080.00100.00-0.368.11
VEGI
XLP

The current VEGI Sharpe Ratio is -0.12, which is lower than the XLP Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of VEGI and XLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
1.47
VEGI
XLP

Dividends

VEGI vs. XLP - Dividend Comparison

VEGI's dividend yield for the trailing twelve months is around 4.15%, more than XLP's 1.96% yield.


TTM20232022202120202019201820172016201520142013
VEGI
iShares MSCI Global Agriculture Producers ETF
4.15%2.55%1.49%1.46%1.55%1.84%2.02%1.75%2.14%2.49%2.03%1.53%
XLP
Consumer Staples Select Sector SPDR Fund
1.96%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.53%2.40%2.39%

Drawdowns

VEGI vs. XLP - Drawdown Comparison

The maximum VEGI drawdown since its inception was -37.37%, roughly equal to the maximum XLP drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for VEGI and XLP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.02%
-4.28%
VEGI
XLP

Volatility

VEGI vs. XLP - Volatility Comparison

iShares MSCI Global Agriculture Producers ETF (VEGI) has a higher volatility of 5.46% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 2.80%. This indicates that VEGI's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.46%
2.80%
VEGI
XLP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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