WRB vs. XLI
WRB (W. R. Berkley Corporation) is a stock, while XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index. Over the past 10 years, WRB returned 18.28%/yr vs 14.55%/yr for XLI. At a 0.47 correlation, their price movements are largely independent.
Performance
WRB vs. XLI - Performance Comparison
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Returns By Period
In the year-to-date period, WRB achieves a 1.13% return, which is significantly lower than XLI's 15.45% return. Over the past 10 years, WRB has outperformed XLI with an annualized return of 18.28%, while XLI has yielded a comparatively lower 14.55% annualized return.
WRB
- 1D
- 3.64%
- 1M
- 4.86%
- YTD
- 1.13%
- 6M
- 0.98%
- 1Y
- -2.41%
- 3Y*
- 25.09%
- 5Y*
- 19.20%
- 10Y*
- 18.28%
XLI
- 1D
- -2.01%
- 1M
- 3.97%
- YTD
- 15.45%
- 6M
- 14.08%
- 1Y
- 25.43%
- 3Y*
- 21.67%
- 5Y*
- 13.47%
- 10Y*
- 14.55%
WRB vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | 1.13% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | 5.96% | 10.21% |
XLI Industrial Select Sector SPDR Fund | 15.45% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
Correlation
The correlation between WRB and XLI is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.47 |
Over the past year, the correlation between WRB and XLI has dropped to 0.10 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
WRB vs. XLI — Risk / Return Rank
WRB
XLI
WRB vs. XLI - Risk-Adjusted Trends 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.
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.
| WRB | XLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.27 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.09 | -2.23 |
| Martin ratioReturn relative to average drawdown | -0.26 | 8.24 | -8.50 |
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Drawdowns
WRB vs. XLI - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.33%, 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.
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Drawdown Indicators
| WRB | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.33% | -62.26% | -7.07% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -12.21% | -5.41% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -18.49% | +0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -21.64% | -4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -45.35% | -42.33% | -3.02% |
Current DrawdownCurrent decline from peak | -8.17% | -2.01% | -6.16% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -9.19% | -5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.43% | 3.09% | +6.34% |
Volatility
WRB vs. XLI - Volatility Comparison
W. R. Berkley Corporation (WRB) has a higher volatility of 7.78% compared to Industrial Select Sector SPDR Fund (XLI) at 6.25%. This indicates that WRB'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.
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Volatility by Period
| WRB | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 6.25% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 13.67% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.64% | 16.33% | +5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.84% | 17.55% | +5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.58% | 20.02% | +4.56% |
Dividends
WRB vs. XLI - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 4.45%, more than XLI's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | 4.45% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
XLI Industrial Select Sector SPDR Fund | 1.16% | 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
WRB and XLI have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WRB has higher volatility (7.78%) compared to XLI (6.25%). In terms of maximum drawdown, WRB dropped -69.33% vs XLI's -62.26%.
XLI currently has the higher Sharpe Ratio (1.57 vs -0.11), 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.
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