XLB vs. VRTIX
Compare and contrast key facts about Materials Select Sector SPDR ETF (XLB) and Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX).
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. VRTIX is managed by Vanguard. It was launched on Dec 22, 2010.
Performance
XLB vs. VRTIX - Performance Comparison
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XLB vs. VRTIX - 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% |
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | -2.47% | 12.55% | 11.59% | 17.01% | -20.40% | 14.71% | 20.46% | 25.60% | -10.92% | 14.77% |
Returns By Period
In the year-to-date period, XLB achieves a 10.68% return, which is significantly higher than VRTIX's -2.47% return. Over the past 10 years, XLB has outperformed VRTIX with an annualized return of 10.45%, while VRTIX has yielded a comparatively lower 9.54% 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%
VRTIX
- 1D
- -1.45%
- 1M
- -8.17%
- YTD
- -2.47%
- 6M
- -0.32%
- 1Y
- 21.61%
- 3Y*
- 11.72%
- 5Y*
- 3.03%
- 10Y*
- 9.54%
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XLB vs. VRTIX - Expense Ratio Comparison
XLB has a 0.13% expense ratio, which is higher than VRTIX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
XLB vs. VRTIX — Risk / Return Rank
XLB
VRTIX
XLB vs. VRTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Materials Select Sector SPDR ETF (XLB) and Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX). 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 | VRTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.91 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.40 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.33 | +0.02 |
Martin ratioReturn relative to average drawdown | 4.72 | 5.03 | -0.31 |
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 | VRTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.91 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.14 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.41 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.46 | -0.10 |
Correlation
The correlation between XLB and VRTIX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XLB vs. VRTIX - Dividend Comparison
XLB's dividend yield for the trailing twelve months is around 1.75%, more than VRTIX's 1.30% 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% |
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 1.30% | 1.00% | 1.23% | 1.46% | 1.50% | 1.05% | 1.14% | 1.36% | 1.49% | 1.24% | 1.33% | 1.31% |
Drawdowns
XLB vs. VRTIX - Drawdown Comparison
The maximum XLB drawdown since its inception was -59.83%, which is greater than VRTIX's maximum drawdown of -41.69%. Use the drawdown chart below to compare losses from any high point for XLB and VRTIX.
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Drawdown Indicators
| XLB | VRTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.83% | -41.69% | -18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -14.64% | -13.91% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -31.98% | +7.26% |
Max Drawdown (10Y)Largest decline over 10 years | -37.27% | -41.69% | +4.42% |
Current DrawdownCurrent decline from peak | -6.39% | -10.99% | +4.60% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -8.48% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 3.68% | +0.52% |
Volatility
XLB vs. VRTIX - Volatility Comparison
Materials Select Sector SPDR ETF (XLB) and Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) have volatilities of 6.28% and 6.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLB | VRTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.61% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 14.12% | -1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.95% | 23.12% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 22.58% | -3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 23.39% | -2.77% |