XLI vs. IDA

Last updated Apr 1, 2026

Compare and contrast key facts about Industrial Select Sector SPDR Fund (XLI) and IDACORP, Inc. (IDA).

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. IDA - Performance Comparison

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

XLI vs. IDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XLI Industrial Select Sector SPDR Fund	4.55%	19.35%	17.31%	18.13%	-5.57%	21.08%	10.91%	29.08%	-13.25%	23.98%
IDA IDACORP, Inc.	13.71%	19.19%	14.95%	-5.97%	-2.07%	21.45%	-7.47%	17.70%	4.55%	16.45%

Returns By Period

In the year-to-date period, XLI achieves a 4.55% return, which is significantly lower than IDA's 13.71% return. Over the past 10 years, XLI has outperformed IDA with an annualized return of 13.21%, while IDA has yielded a comparatively lower 9.77% annualized return.

XLI

• 1D: 3.27%
• 1M: -8.44%
• YTD: 4.55%
• 6M: 5.52%
• 1Y: 25.05%
• 3Y*: 18.68%
• 5Y*: 12.06%
• 10Y*: 13.21%

IDA

• 1D: 0.60%
• 1M: -0.69%
• YTD: 13.71%
• 6M: 9.65%
• 1Y: 26.46%
• 3Y*: 13.13%
• 5Y*: 10.61%
• 10Y*: 9.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XLI vs. IDA — Risk / Return Rank

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

XLI

XLI Risk / Return Rank: 77
XLI Sharpe Ratio Rank: 75
XLI Sortino Ratio Rank: 77
XLI Omega Ratio Rank: 74
XLI Calmar Ratio Rank: 80
XLI Martin Ratio Rank: 80

IDA

IDA Risk / Return Rank: 83
IDA Sharpe Ratio Rank: 86
IDA Sortino Ratio Rank: 81
IDA Omega Ratio Rank: 79
IDA Calmar Ratio Rank: 87
IDA Martin Ratio Rank: 85

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. IDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and IDACORP, Inc. (IDA). 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	IDA	Difference
Sharpe ratio Return per unit of total volatility	1.29	1.57	-0.27
Sortino ratio Return per unit of downside risk	1.86	2.14	-0.28
Omega ratio Gain probability vs. loss probability	1.26	1.27	-0.01
Calmar ratio Return relative to maximum drawdown	2.08	3.17	-1.09
Martin ratio Return relative to average drawdown	8.19	7.57	+0.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLI vs. IDA - Sharpe Ratio Comparison

The current XLI Sharpe Ratio is 1.29, which is comparable to the IDA Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of XLI and IDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XLI	IDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	1.57	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.56	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.45	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.41	+0.03

Correlation

The correlation between XLI and IDA is 0.41, 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

XLI vs. IDA - Dividend Comparison

XLI's dividend yield for the trailing twelve months is around 1.27%, less than IDA's 2.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XLI Industrial Select Sector SPDR Fund	1.27%	1.29%	1.44%	1.63%	1.63%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%
IDA IDACORP, Inc.	2.43%	2.73%	3.07%	3.25%	2.82%	2.54%	2.83%	2.40%	2.58%	2.45%	2.58%	2.82%

Drawdowns

XLI vs. IDA - Drawdown Comparison

The maximum XLI drawdown since its inception was -62.26%, which is greater than IDA's maximum drawdown of -54.01%. Use the drawdown chart below to compare losses from any high point for XLI and IDA.

Drawdown Indicators

	XLI	IDA	Difference
Max Drawdown Largest peak-to-trough decline	-62.26%	-54.01%	-8.25%
Max Drawdown (1Y) Largest decline over 1 year	-12.50%	-8.80%	-3.70%
Max Drawdown (5Y) Largest decline over 5 years	-21.64%	-21.98%	+0.34%
Max Drawdown (10Y) Largest decline over 10 years	-42.33%	-34.30%	-8.03%
Current Drawdown Current decline from peak	-9.34%	-1.01%	-8.33%
Average Drawdown Average peak-to-trough decline	-9.24%	-11.58%	+2.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	3.68%	-0.51%

Volatility

XLI vs. IDA - Volatility Comparison

Industrial Select Sector SPDR Fund (XLI) has a higher volatility of 6.44% compared to IDACORP, Inc. (IDA) at 4.95%. This indicates that XLI's price experiences larger fluctuations and is considered to be riskier than IDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLI	IDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	4.95%	+1.49%
Volatility (6M) Calculated over the trailing 6-month period	11.65%	11.54%	+0.11%
Volatility (1Y) Calculated over the trailing 1-year period	19.45%	17.00%	+2.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	19.00%	-1.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.88%	21.70%	-1.82%