XEL vs. SDY
Compare and contrast key facts about Xcel Energy Inc. (XEL) and SPDR S&P Dividend ETF (SDY).
SDY is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEL or SDY.
Key characteristics
| XEL | SDY | |
|---|---|---|
| YTD Return | -12.28% | 2.38% |
| 1Y Return | -20.60% | 4.60% |
| 3Y Return (Ann) | -6.18% | 3.93% |
| 5Y Return (Ann) | 2.13% | 7.72% |
| 10Y Return (Ann) | 8.99% | 9.32% |
| Sharpe Ratio | -0.91 | 0.38 |
| Daily Std Dev | 22.21% | 11.84% |
| Max Drawdown | -80.64% | -54.75% |
| Current Drawdown | -26.47% | -3.05% |
Correlation
The correlation between XEL and SDY is 0.51, 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
XEL vs. SDY - Performance Comparison
In the year-to-date period, XEL achieves a -12.28% return, which is significantly lower than SDY's 2.38% return. Both investments have delivered pretty close results over the past 10 years, with XEL having a 8.99% annualized return and SDY not far ahead at 9.32%. 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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Risk-Adjusted Performance
XEL vs. SDY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xcel Energy Inc. (XEL) and SPDR S&P Dividend ETF (SDY). 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
XEL vs. SDY - Dividend Comparison
XEL's dividend yield for the trailing twelve months is around 3.92%, more than SDY's 2.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEL Xcel Energy Inc. | 3.92% | 3.36% | 2.78% | 2.70% | 2.58% | 2.55% | 3.09% | 2.99% | 3.34% | 3.56% | 3.34% | 3.97% |
SDY SPDR S&P Dividend ETF | 2.59% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% | 3.95% |
Drawdowns
XEL vs. SDY - Drawdown Comparison
The maximum XEL drawdown since its inception was -80.64%, which is greater than SDY's maximum drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for XEL and SDY. For additional features, visit the drawdowns tool.
Volatility
XEL vs. SDY - Volatility Comparison
Xcel Energy Inc. (XEL) has a higher volatility of 4.66% compared to SPDR S&P Dividend ETF (SDY) at 3.10%. This indicates that XEL's price experiences larger fluctuations and is considered to be riskier than SDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.