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XLI vs. CWT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLI vs. CWT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial Select Sector SPDR Fund (XLI) and California Water Service Group (CWT). The values are adjusted to include any dividend payments, if applicable.

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XLI vs. CWT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XLI vs. CWT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XLI
XLI Risk / Return Rank: 7575
Overall Rank
XLI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XLI Sortino Ratio Rank: 7575
Sortino Ratio Rank
XLI Omega Ratio Rank: 7272
Omega Ratio Rank
XLI Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLI Martin Ratio Rank: 7676
Martin Ratio Rank

CWT
CWT Risk / Return Rank: 3232
Overall Rank
CWT Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CWT Sortino Ratio Rank: 2929
Sortino Ratio Rank
CWT Omega Ratio Rank: 2828
Omega Ratio Rank
CWT Calmar Ratio Rank: 3535
Calmar Ratio Rank
CWT Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


XLICWTDifference

Sharpe ratio

Return per unit of total volatility

1.36

-0.17

+1.53

Sortino ratio

Return per unit of downside risk

1.95

-0.08

+2.03

Omega ratio

Gain probability vs. loss probability

1.28

0.99

+0.29

Calmar ratio

Return relative to maximum drawdown

2.17

-0.22

+2.39

Martin ratio

Return relative to average drawdown

8.46

-0.37

+8.83

XLI vs. CWT - Sharpe Ratio Comparison

The current XLI Sharpe Ratio is 1.36, which is higher than the CWT Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of XLI and CWT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XLICWTDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


XLICWTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.83%

-30.76%

+22.93%

Average Drawdown

Average peak-to-trough decline

-9.24%

-11.59%

+2.35%

Ulcer Index

Depth 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.


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Volatility by Period


XLICWTDifference

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%