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XLI vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLI and DE is 0.55, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

XLI vs. DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial Select Sector SPDR Fund (XLI) and Deere & Company (DE). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
788.10%
5,028.63%
XLI
DE

Key characteristics

Sharpe Ratio

XLI:

0.40

DE:

0.62

Sortino Ratio

XLI:

0.71

DE:

1.15

Omega Ratio

XLI:

1.10

DE:

1.13

Calmar Ratio

XLI:

0.43

DE:

0.83

Martin Ratio

XLI:

1.57

DE:

2.39

Ulcer Index

XLI:

5.01%

DE:

7.52%

Daily Std Dev

XLI:

19.68%

DE:

28.81%

Max Drawdown

XLI:

-62.26%

DE:

-73.27%

Current Drawdown

XLI:

-9.67%

DE:

-8.47%

Returns By Period

In the year-to-date period, XLI achieves a -1.78% return, which is significantly lower than DE's 10.01% return. Over the past 10 years, XLI has underperformed DE with an annualized return of 10.68%, while DE has yielded a comparatively higher 20.15% annualized return.


XLI

YTD

-1.78%

1M

-4.07%

6M

-4.19%

1Y

7.25%

5Y*

17.84%

10Y*

10.68%

DE

YTD

10.01%

1M

-2.67%

6M

13.83%

1Y

19.46%

5Y*

29.17%

10Y*

20.15%

*Annualized

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Risk-Adjusted Performance

XLI vs. DE — Risk-Adjusted Performance Rank

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

XLI
The Risk-Adjusted Performance Rank of XLI is 5454
Overall Rank
The Sharpe Ratio Rank of XLI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of XLI is 5454
Sortino Ratio Rank
The Omega Ratio Rank of XLI is 5252
Omega Ratio Rank
The Calmar Ratio Rank of XLI is 5858
Calmar Ratio Rank
The Martin Ratio Rank of XLI is 5454
Martin Ratio Rank

DE
The Risk-Adjusted Performance Rank of DE is 7474
Overall Rank
The Sharpe Ratio Rank of DE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of DE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DE is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XLI vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and Deere & Company (DE). 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.


The chart of Sharpe ratio for XLI, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.00
XLI: 0.40
DE: 0.62
The chart of Sortino ratio for XLI, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.00
XLI: 0.71
DE: 1.15
The chart of Omega ratio for XLI, currently valued at 1.10, compared to the broader market0.501.001.502.00
XLI: 1.10
DE: 1.13
The chart of Calmar ratio for XLI, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.00
XLI: 0.43
DE: 0.83
The chart of Martin ratio for XLI, currently valued at 1.57, compared to the broader market0.0020.0040.0060.00
XLI: 1.57
DE: 2.39

The current XLI Sharpe Ratio is 0.40, which is lower than the DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of XLI and DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.40
0.62
XLI
DE

Dividends

XLI vs. DE - Dividend Comparison

XLI's dividend yield for the trailing twelve months is around 1.49%, more than DE's 1.33% yield.


TTM20242023202220212020201920182017201620152014
XLI
Industrial Select Sector SPDR Fund
1.49%1.44%1.63%1.64%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%
DE
Deere & Company
1.33%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%

Drawdowns

XLI vs. DE - Drawdown Comparison

The maximum XLI drawdown since its inception was -62.26%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for XLI and DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.67%
-8.47%
XLI
DE

Volatility

XLI vs. DE - Volatility Comparison

Industrial Select Sector SPDR Fund (XLI) and Deere & Company (DE) have volatilities of 13.76% and 14.26%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.76%
14.26%
XLI
DE