XLB vs. AMX
Compare and contrast key facts about Materials Select Sector SPDR ETF (XLB) and América Móvil, S.A.B. de C.V. (AMX).
XLB is a passively managed fund by State Street that tracks the performance of the Materials 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: XLB or AMX.
Key characteristics
| XLB | AMX | |
|---|---|---|
| YTD Return | 4.38% | -1.19% |
| 1Y Return | 15.59% | -10.10% |
| 3Y Return (Ann) | 4.29% | 11.31% |
| 5Y Return (Ann) | 11.59% | 6.50% |
| 10Y Return (Ann) | 8.80% | 2.46% |
| Sharpe Ratio | 0.97 | -0.46 |
| Daily Std Dev | 14.72% | 24.55% |
| Max Drawdown | -59.83% | -64.35% |
| Current Drawdown | -4.40% | -18.18% |
Correlation
The correlation between XLB and AMX is 0.49, 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
XLB vs. AMX - Performance Comparison
In the year-to-date period, XLB achieves a 4.38% return, which is significantly higher than AMX's -1.19% return. Over the past 10 years, XLB has outperformed AMX with an annualized return of 8.80%, while AMX has yielded a comparatively lower 2.46% 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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Risk-Adjusted Performance
XLB vs. AMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Materials Select Sector SPDR ETF (XLB) and América Móvil, S.A.B. de C.V. (AMX). 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
XLB vs. AMX - Dividend Comparison
XLB's dividend yield for the trailing twelve months is around 1.92%, less than AMX's 3.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLB Materials Select Sector SPDR ETF | 1.92% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% | 2.08% |
AMX América Móvil, S.A.B. de C.V. | 3.05% | 120.01% | 2.41% | 1.92% | 2.49% | 2.34% | 2.34% | 1.94% | 3.43% | 9.12% | 1.63% | 1.48% |
Drawdowns
XLB vs. AMX - Drawdown Comparison
The maximum XLB drawdown since its inception was -59.83%, smaller than the maximum AMX drawdown of -64.35%. Use the drawdown chart below to compare losses from any high point for XLB and AMX. For additional features, visit the drawdowns tool.
Volatility
XLB vs. AMX - Volatility Comparison
The current volatility for Materials Select Sector SPDR ETF (XLB) is 3.56%, while América Móvil, S.A.B. de C.V. (AMX) has a volatility of 7.76%. This indicates that XLB experiences smaller price fluctuations and is considered to be less risky than AMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.