XBI vs. SWPPX
Compare and contrast key facts about SPDR S&P Biotech ETF (XBI) and Schwab S&P 500 Index Fund (SWPPX).
XBI is a passively managed fund by State Street that tracks the performance of the S&P Biotechnology Select Industry Index. It was launched on Feb 6, 2006. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XBI or SWPPX.
Key characteristics
XBI | SWPPX | |
---|---|---|
YTD Return | 0.77% | 7.98% |
1Y Return | 7.17% | 28.19% |
3Y Return (Ann) | -11.51% | 8.85% |
5Y Return (Ann) | 0.91% | 13.59% |
10Y Return (Ann) | 8.13% | 12.67% |
Sharpe Ratio | 0.29 | 2.31 |
Daily Std Dev | 27.90% | 11.81% |
Max Drawdown | -63.89% | -55.06% |
Current Drawdown | -48.26% | -2.33% |
Correlation
The correlation between XBI and SWPPX is 0.61, 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
XBI vs. SWPPX - Performance Comparison
In the year-to-date period, XBI achieves a 0.77% return, which is significantly lower than SWPPX's 7.98% return. Over the past 10 years, XBI has underperformed SWPPX with an annualized return of 8.13%, while SWPPX has yielded a comparatively higher 12.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XBI vs. SWPPX - Expense Ratio Comparison
XBI has a 0.35% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
XBI vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Biotech ETF (XBI) and Schwab S&P 500 Index Fund (SWPPX). 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
XBI vs. SWPPX - Dividend Comparison
XBI's dividend yield for the trailing twelve months is around 0.02%, less than SWPPX's 1.33% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
SPDR S&P Biotech ETF | 0.02% | 0.02% | 0.00% | 0.04% | 0.20% | 0.00% | 0.28% | 0.24% | 0.26% | 0.61% | 1.07% | 0.17% |
Schwab S&P 500 Index Fund | 1.33% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
Drawdowns
XBI vs. SWPPX - Drawdown Comparison
The maximum XBI drawdown since its inception was -63.89%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for XBI and SWPPX. For additional features, visit the drawdowns tool.
Volatility
XBI vs. SWPPX - Volatility Comparison
SPDR S&P Biotech ETF (XBI) has a higher volatility of 7.97% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.10%. This indicates that XBI's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.