VIS vs. XLII

Last updated Aug 2, 2026

VIS (Vanguard Industrials ETF) and XLII (State Street Industrial Select Sector SPDR Premium Income ETF) are both exchange-traded funds - VIS is a Industrials Equities fund tracking the MSCI US Investable Market Industrials 25/50 Index, while XLII is a Derivative Income fund actively managed by State Street. VIS is passively managed, while XLII is actively managed. Over the past year, VIS returned 21.89% vs 20.71% for XLII. Their 0.95 correlation means they have historically moved very closely together. VIS charges 0.09%/yr vs 0.35%/yr for XLII.

Performance

VIS vs. XLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Industrials ETF (VIS) and State Street Industrial Select Sector SPDR Premium Income ETF (XLII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VIS achieves a 15.98% return, which is significantly higher than XLII's 11.91% return.

VIS

• 1D: 0.72%
• 1M: -3.01%
• 6M: 8.07%
• YTD: 15.98%
• 1Y: 21.89%
• 3Y*: 18.87%
• 5Y*: 13.25%
• 10Y*: 13.86%
• ALL TIME*: 11.05%

XLII

• 1D: 0.96%
• 1M: -0.49%
• 6M: 8.98%
• YTD: 11.91%
• 1Y: 20.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VIS Vanguard Industrials ETF	$22.93M	$23.95M	$29.49M
XLII State Street Industrial Select Sector SPDR Premium Income ETF	$449.50K	$324.22K	$213.70K

VIS vs. XLII - Yearly Performance Comparison

	2026 (YTD)	2025
VIS Vanguard Industrials ETF	15.98%	2.80%
XLII State Street Industrial Select Sector SPDR Premium Income ETF	11.91%	6.30%

Correlation

The correlation between VIS and XLII is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.95
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.95

The correlation between VIS and XLII has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.

VIS vs. XLII - Sectors Allocation Comparison

Sectors	VIS	XLII
Industrials	93.2%	93.8%
Technology	5.5%	5.9%
Consumer Cyclical	0.9%	0.3%
Energy	0.5%	-
Basic Materials	0.2%	-
Financial Services	0.2%	100.8%
Utilities	0.1%	-
Real Estate	0.0%	-
Healthcare	0.0%	-
Communication Services	0.0%	-
Consumer Defensive	-	-

Return for Risk

VIS vs. XLII — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VIS

VIS Risk / Return Rank: 46
VIS Sharpe Ratio Rank: 45
VIS Sortino Ratio Rank: 45
VIS Omega Ratio Rank: 42
VIS Calmar Ratio Rank: 46
VIS Martin Ratio Rank: 55

XLII

XLII Risk / Return Rank: 66
XLII Sharpe Ratio Rank: 69
XLII Sortino Ratio Rank: 68
XLII Omega Ratio Rank: 69
XLII Calmar Ratio Rank: 54
XLII Martin Ratio Rank: 70

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VIS vs. XLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Industrials ETF (VIS) and State Street Industrial Select Sector SPDR Premium Income ETF (XLII). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VIS	XLII	Difference
Sharpe ratio: Return per unit of total volatility	1.12	1.59	-0.47
Sortino ratio: Return per unit of downside risk	1.63	2.26	-0.63
Omega ratio: Gain probability vs. loss probability	1.20	1.29	-0.10
Calmar ratio: Return relative to maximum drawdown	1.63	1.93	-0.30
Martin ratio: Return relative to average drawdown	6.48	8.68	-2.20

VIS vs. XLII - Sharpe Ratio Comparison

The current VIS Sharpe Ratio is 1.12, which is comparable to the XLII Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of VIS and XLII, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VIS vs. XLII - Drawdown Comparison

The maximum VIS drawdown since its inception was -63.51%, which is greater than XLII's maximum drawdown of -10.10%. Use the drawdown chart below to compare losses from any high point for VIS and XLII.

Drawdown Indicators

	VIS	XLII	Difference
Max Drawdown Largest peak-to-trough decline	-63.51%	-10.10%	-53.41%
Max Drawdown (1Y) Largest decline over 1 year	-12.29%	-10.10%	-2.19%
Max Drawdown (3Y) Largest decline over 3 years	-20.80%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.96%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.42%	—	—
Current Drawdown Current decline from peak	-4.42%	-1.32%	-3.10%
Average Drawdown Average peak-to-trough decline	-8.33%	-1.28%	-7.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	2.24%	+0.85%

Volatility

VIS vs. XLII - Volatility Comparison

Vanguard Industrials ETF (VIS) has a higher volatility of 5.07% compared to State Street Industrial Select Sector SPDR Premium Income ETF (XLII) at 3.82%. This indicates that VIS's price experiences larger fluctuations and is considered to be riskier than XLII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIS	XLII	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	3.82%	+1.25%
Volatility (6M) Calculated over the trailing 6-month period	14.66%	10.44%	+4.22%
Volatility (1Y) Calculated over the trailing 1-year period	17.97%	12.25%	+5.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.55%	12.23%	+6.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.48%	12.23%	+8.25%

VIS vs. XLII - Expense Ratio Comparison

VIS has a 0.09% expense ratio, which is lower than XLII's 0.35% expense ratio.

Dividends

VIS vs. XLII - Dividend Comparison

VIS's dividend yield for the trailing twelve months is around 0.90%, less than XLII's 12.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VIS Vanguard Industrials ETF	0.90%	1.01%	1.23%	1.36%	1.52%	1.11%	1.38%	1.68%	1.90%	1.60%	1.81%	1.94%
XLII State Street Industrial Select Sector SPDR Premium Income ETF	12.08%	5.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VIS and XLII in my portfolio?

With a correlation of 0.95, VIS and XLII move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, VIS or XLII?

VIS has higher volatility (5.07%) compared to XLII (3.82%). In terms of maximum drawdown, VIS dropped -63.51% vs XLII's -10.10%.

Which ETF is better, VIS or XLII?

On 1-year performance, VIS leads with 21.89% vs 20.71% for XLII. On fees, VIS is cheaper at 0.09% per year. On volatility, XLII has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VIS or XLII?

Over the 1-year period, VIS has performed better with a 21.89% return vs 20.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VIS or XLII?

VIS is cheaper with a 0.09% expense ratio, compared with 0.35% for XLII.

Which ETF pays a higher dividend yield, VIS or XLII?

XLII has the higher dividend yield at 12.08%, compared with 0.90% for VIS.

What is the main difference between VIS and XLII?

VIS is categorized as Industrials Equities, while XLII is Derivative Income. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.09% for VIS and 0.35% for XLII.

Which has better risk-adjusted returns?

XLII currently has the higher Sharpe Ratio (1.59 vs 1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.