VRT vs. XLI

Last updated Jun 9, 2026

VRT (Vertiv Holdings Co.) is a stock, while XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index. Over the past 5 years, VRT returned 62.98%/yr vs 12.54%/yr for XLI. At a 0.45 correlation, their price movements are largely independent.

Performance

VRT vs. XLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertiv Holdings Co. (VRT) and Industrial Select Sector SPDR Fund (XLI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VRT achieves a 85.57% return, which is significantly higher than XLI's 12.25% return.

VRT

• 1D: 0.02%
• 1M: -11.59%
• YTD: 85.57%
• 6M: 61.97%
• 1Y: 160.87%
• 3Y*: 142.34%
• 5Y*: 62.98%
• 10Y*: —

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%

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

VRT vs. XLI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VRT Vertiv Holdings Co.	85.57%	42.80%	136.82%	251.81%	-45.25%	33.80%	69.36%	12.55%	-0.51%
XLI Industrial Select Sector SPDR Fund	12.25%	19.35%	17.31%	18.13%	-5.57%	21.08%	10.91%	29.08%	-13.47%

Correlation

The correlation between VRT and XLI is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (All Time) Calculated using the full available price history since Jul 31, 2018	0.45

The correlation between VRT and XLI has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.

Return for Risk

VRT vs. XLI — Risk / Return Rank

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

VRT

VRT Risk / Return Rank: 93
VRT Sharpe Ratio Rank: 94
VRT Sortino Ratio Rank: 91
VRT Omega Ratio Rank: 90
VRT Calmar Ratio Rank: 95
VRT Martin Ratio Rank: 95

XLI

XLI Risk / Return Rank: 43
XLI Sharpe Ratio Rank: 44
XLI Sortino Ratio Rank: 46
XLI Omega Ratio Rank: 40
XLI Calmar Ratio Rank: 39
XLI Martin Ratio Rank: 46

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.

VRT vs. XLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertiv Holdings Co. (VRT) 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.

	VRT	XLI	Difference
Sharpe ratio: Return per unit of total volatility	2.79	1.39	+1.40
Sortino ratio: Return per unit of downside risk	3.30	2.06	+1.24
Omega ratio: Gain probability vs. loss probability	1.41	1.24	+0.17
Calmar ratio: Return relative to maximum drawdown	6.53	1.76	+4.77
Martin ratio: Return relative to average drawdown	18.20	6.97	+11.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VRT vs. XLI - Sharpe Ratio Comparison

The current VRT Sharpe Ratio is 2.79, which is higher than the XLI Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of VRT 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.

Sharpe Ratios by Period

	VRT	XLI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.79	1.39	+1.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	0.72	+0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.00	0.45	+0.55

Drawdowns

VRT vs. XLI - Drawdown Comparison

The maximum VRT drawdown since its inception was -71.24%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for VRT and XLI.

Drawdown Indicators

	VRT	XLI	Difference
Max Drawdown Largest peak-to-trough decline	-71.24%	-62.26%	-8.98%
Max Drawdown (1Y) Largest decline over 1 year	-24.78%	-12.21%	-12.57%
Max Drawdown (3Y) Largest decline over 3 years	-61.28%	-18.49%	-42.79%
Max Drawdown (5Y) Largest decline over 5 years	-71.24%	-21.64%	-49.60%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.33%	—
Current Drawdown Current decline from peak	-20.11%	-2.67%	-17.44%
Average Drawdown Average peak-to-trough decline	-16.22%	-9.20%	-7.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.89%	3.08%	+5.81%

Volatility

VRT vs. XLI - Volatility Comparison

Vertiv Holdings Co. (VRT) has a higher volatility of 16.60% compared to Industrial Select Sector SPDR Fund (XLI) at 3.98%. This indicates that VRT'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.

Volatility by Period

	VRT	XLI	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.60%	3.98%	+12.62%
Volatility (6M) Calculated over the trailing 6-month period	45.55%	12.84%	+32.71%
Volatility (1Y) Calculated over the trailing 1-year period	58.11%	15.47%	+42.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.81%	17.43%	+44.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.61%	19.99%	+34.62%

Dividends

VRT vs. XLI - Dividend Comparison

VRT's dividend yield for the trailing twelve months is around 0.07%, less than XLI's 1.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VRT Vertiv Holdings Co.	0.07%	0.11%	0.10%	0.05%	0.07%	0.04%	0.05%	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%

Frequently Asked Questions

Can I hold both VRT and XLI in my portfolio?

VRT and XLI have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VRT or XLI?

VRT has higher volatility (16.60%) compared to XLI (3.98%). In terms of maximum drawdown, VRT dropped -71.24% vs XLI's -62.26%.

Which has better risk-adjusted returns?

VRT currently has the higher Sharpe Ratio (2.79 vs 1.39), 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.