XLI vs. CWT
Compare and contrast key facts about Industrial Select Sector SPDR Fund (XLI) and California Water Service Group (CWT).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial Select Sector Index. It was launched on Dec 16, 1998.
Performance
XLI vs. CWT - Performance Comparison
Loading graphics...
XLI vs. CWT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLI Industrial Select Sector SPDR Fund | 6.30% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
CWT California Water Service Group | 5.43% | -1.81% | -10.64% | -12.83% | -14.13% | 35.05% | 6.68% | 9.85% | 7.06% | 36.39% |
Returns By Period
In the year-to-date period, XLI achieves a 6.30% return, which is significantly higher than CWT's 5.43% return. Over the past 10 years, XLI has outperformed CWT with an annualized return of 13.39%, while CWT has yielded a comparatively lower 7.48% annualized return.
XLI
- 1D
- 1.67%
- 1M
- -7.83%
- YTD
- 6.30%
- 6M
- 7.58%
- 1Y
- 26.43%
- 3Y*
- 19.34%
- 5Y*
- 12.43%
- 10Y*
- 13.39%
CWT
- 1D
- -1.54%
- 1M
- 0.58%
- YTD
- 5.43%
- 6M
- 0.20%
- 1Y
- -3.91%
- 3Y*
- -5.76%
- 5Y*
- -2.19%
- 10Y*
- 7.48%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XLI vs. CWT — Risk / Return Rank
XLI
CWT
XLI vs. CWT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and California Water Service Group (CWT). 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.
| XLI | CWT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | -0.17 | +1.53 |
Sortino ratioReturn per unit of downside risk | 1.95 | -0.08 | +2.03 |
Omega ratioGain probability vs. loss probability | 1.28 | 0.99 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 2.17 | -0.22 | +2.39 |
Martin ratioReturn relative to average drawdown | 8.46 | -0.37 | +8.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XLI | CWT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | -0.17 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | -0.09 | +0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.27 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.31 | +0.14 |
Correlation
The correlation between XLI and CWT is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XLI vs. CWT - Dividend Comparison
XLI's dividend yield for the trailing twelve months is around 1.24%, less than CWT's 2.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLI Industrial Select Sector SPDR Fund | 1.24% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
CWT California Water Service Group | 2.72% | 2.86% | 2.47% | 2.01% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% |
Drawdowns
XLI vs. CWT - Drawdown Comparison
The maximum XLI drawdown since its inception was -62.26%, which is greater than CWT's maximum drawdown of -38.21%. Use the drawdown chart below to compare losses from any high point for XLI and CWT.
Loading graphics...
Drawdown Indicators
| XLI | CWT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -38.21% | -24.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -16.03% | +3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -38.21% | +16.57% |
Max Drawdown (10Y)Largest decline over 10 years | -42.33% | -38.21% | -4.12% |
Current DrawdownCurrent decline from peak | -7.83% | -30.76% | +22.93% |
Average DrawdownAverage peak-to-trough decline | -9.24% | -11.59% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 9.56% | -6.35% |
Volatility
XLI vs. CWT - Volatility Comparison
The current volatility for Industrial Select Sector SPDR Fund (XLI) is 6.58%, while California Water Service Group (CWT) has a volatility of 8.43%. This indicates that XLI experiences smaller price fluctuations and is considered to be less risky than CWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XLI | CWT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 8.43% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.74% | 17.84% | -6.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.50% | 23.04% | -3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 23.85% | -6.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 27.56% | -7.68% |