WRB vs. XLI
Compare and contrast key facts about W. R. Berkley Corporation (WRB) and Industrial Select Sector SPDR Fund (XLI).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WRB or XLI.
Correlation
The correlation between WRB and XLI is 0.47, 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.
Performance
WRB vs. XLI - Performance Comparison
Key characteristics
WRB:
1.77
XLI:
0.56
WRB:
2.27
XLI:
0.95
WRB:
1.33
XLI:
1.13
WRB:
3.53
XLI:
0.61
WRB:
9.29
XLI:
2.16
WRB:
4.52%
XLI:
5.22%
WRB:
24.00%
XLI:
19.73%
WRB:
-69.19%
XLI:
-62.26%
WRB:
-0.49%
XLI:
-4.78%
Returns By Period
In the year-to-date period, WRB achieves a 24.42% return, which is significantly higher than XLI's 3.54% return. Over the past 10 years, WRB has outperformed XLI with an annualized return of 19.81%, while XLI has yielded a comparatively lower 11.22% annualized return.
WRB
24.42%
11.33%
23.30%
42.27%
28.54%
19.81%
XLI
3.54%
16.82%
-2.47%
10.99%
18.50%
11.22%
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Risk-Adjusted Performance
WRB vs. XLI — Risk-Adjusted Performance Rank
WRB
XLI
WRB vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) 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
WRB vs. XLI - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 1.93%, more than XLI's 1.42% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | 1.93% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% | 2.79% |
XLI Industrial Select Sector SPDR Fund | 1.42% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% |
Drawdowns
WRB vs. XLI - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.19%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for WRB and XLI. For additional features, visit the drawdowns tool.
Volatility
WRB vs. XLI - Volatility Comparison
The current volatility for W. R. Berkley Corporation (WRB) is 7.19%, while Industrial Select Sector SPDR Fund (XLI) has a volatility of 10.07%. This indicates that WRB 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.