XLB vs. BRSIX
Compare and contrast key facts about Materials Select Sector SPDR ETF (XLB) and Bridgeway Ultra Small Company Market Fund (BRSIX).
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. BRSIX is managed by Bridgeway. It was launched on Jul 31, 1997.
Performance
XLB vs. BRSIX - Performance Comparison
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XLB vs. BRSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLB Materials Select Sector SPDR ETF | 10.68% | 9.94% | 0.15% | 12.46% | -12.30% | 27.44% | 20.46% | 24.13% | -14.88% | 24.01% |
BRSIX Bridgeway Ultra Small Company Market Fund | -3.39% | 20.09% | 14.92% | 11.46% | -23.43% | -1.93% | 25.50% | 15.34% | -17.23% | 12.29% |
Returns By Period
In the year-to-date period, XLB achieves a 10.68% return, which is significantly higher than BRSIX's -3.39% return. Over the past 10 years, XLB has outperformed BRSIX with an annualized return of 10.45%, while BRSIX has yielded a comparatively lower 6.58% annualized return.
XLB
- 1D
- 1.79%
- 1M
- -6.02%
- YTD
- 10.68%
- 6M
- 12.59%
- 1Y
- 18.51%
- 3Y*
- 9.53%
- 5Y*
- 6.79%
- 10Y*
- 10.45%
BRSIX
- 1D
- -1.13%
- 1M
- -7.88%
- YTD
- -3.39%
- 6M
- 4.17%
- 1Y
- 40.23%
- 3Y*
- 14.23%
- 5Y*
- -3.16%
- 10Y*
- 6.58%
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XLB vs. BRSIX - Expense Ratio Comparison
XLB has a 0.13% expense ratio, which is lower than BRSIX's 0.78% expense ratio.
Return for Risk
XLB vs. BRSIX — Risk / Return Rank
XLB
BRSIX
XLB vs. BRSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Materials Select Sector SPDR ETF (XLB) and Bridgeway Ultra Small Company Market Fund (BRSIX). 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.
| XLB | BRSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.45 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.38 | 2.07 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.41 | -1.06 |
Martin ratioReturn relative to average drawdown | 4.72 | 8.20 | -3.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLB | BRSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.45 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | -0.13 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.28 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.41 | -0.05 |
Correlation
The correlation between XLB and BRSIX is 0.63, 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.
Dividends
XLB vs. BRSIX - Dividend Comparison
XLB's dividend yield for the trailing twelve months is around 1.75%, more than BRSIX's 1.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLB Materials Select Sector SPDR ETF | 1.75% | 1.92% | 1.92% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% |
BRSIX Bridgeway Ultra Small Company Market Fund | 1.06% | 1.03% | 0.62% | 0.89% | 2.12% | 1.32% | 3.46% | 1.30% | 16.12% | 13.71% | 8.25% | 12.77% |
Drawdowns
XLB vs. BRSIX - Drawdown Comparison
The maximum XLB drawdown since its inception was -59.83%, roughly equal to the maximum BRSIX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for XLB and BRSIX.
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Drawdown Indicators
| XLB | BRSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.83% | -61.79% | +1.96% |
Max Drawdown (1Y)Largest decline over 1 year | -14.64% | -13.57% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -53.66% | +28.94% |
Max Drawdown (10Y)Largest decline over 10 years | -37.27% | -54.09% | +16.82% |
Current DrawdownCurrent decline from peak | -6.39% | -21.53% | +15.14% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -15.68% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 4.20% | 0.00% |
Volatility
XLB vs. BRSIX - Volatility Comparison
The current volatility for Materials Select Sector SPDR ETF (XLB) is 6.28%, while Bridgeway Ultra Small Company Market Fund (BRSIX) has a volatility of 7.06%. This indicates that XLB experiences smaller price fluctuations and is considered to be less risky than BRSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLB | BRSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 7.06% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 17.25% | -4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.95% | 26.41% | -5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 24.41% | -5.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 24.00% | -3.38% |