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XLI vs. KMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLI vs. KMB - Performance Comparison

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

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Returns By Period

In the year-to-date period, XLI achieves a 12.52% return, which is significantly higher than KMB's -4.92% return. Over the past 10 years, XLI has outperformed KMB with an annualized return of 13.99%, while KMB has yielded a comparatively lower 0.29% annualized return.


XLI

1D
-0.08%
1M
1.80%
YTD
12.52%
6M
13.57%
1Y
22.72%
3Y*
21.72%
5Y*
12.26%
10Y*
13.99%

KMB

1D
-2.80%
1M
-0.93%
YTD
-4.92%
6M
-8.51%
1Y
-29.05%
3Y*
-7.87%
5Y*
-2.82%
10Y*
0.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLI vs. KMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLI
Industrial Select Sector SPDR Fund
12.52%19.35%17.31%18.13%-5.57%21.08%10.91%29.08%-13.25%23.98%
KMB
Kimberly-Clark Corporation
-4.92%-19.86%11.79%-7.08%-1.58%9.66%0.95%24.57%-2.06%9.04%

Correlation

The correlation between XLI and KMB is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Dec 23, 1998

0.38

Over the past year, the correlation between XLI and KMB has dropped to 0.15 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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Return for Risk

XLI vs. KMB — Risk / Return Rank

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

XLI
XLI Risk / Return Rank: 4141
Overall Rank
XLI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XLI Sortino Ratio Rank: 4343
Sortino Ratio Rank
XLI Omega Ratio Rank: 3838
Omega Ratio Rank
XLI Calmar Ratio Rank: 3737
Calmar Ratio Rank
XLI Martin Ratio Rank: 4545
Martin Ratio Rank

KMB
KMB Risk / Return Rank: 44
Overall Rank
KMB Sharpe Ratio Rank: 22
Sharpe Ratio Rank
KMB Sortino Ratio Rank: 55
Sortino Ratio Rank
KMB Omega Ratio Rank: 44
Omega Ratio Rank
KMB Calmar Ratio Rank: 22
Calmar Ratio Rank
KMB Martin Ratio Rank: 55
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. KMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and Kimberly-Clark Corporation (KMB). 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.


XLIKMBDifference
Sharpe ratioReturn per unit of total volatility

+2.66

Sortino ratioReturn per unit of downside risk

+3.68

Omega ratioGain probability vs. loss probability

1.26

0.78

+0.47

Calmar ratioReturn relative to maximum drawdown

1.87

-0.98

+2.85

Martin ratioReturn relative to average drawdown

7.41

-1.51

+8.92

XLI vs. KMB - Sharpe Ratio Comparison

The current XLI Sharpe Ratio is 1.49, which is higher than the KMB Sharpe Ratio of -1.17. The chart below compares the historical Sharpe Ratios of XLI and KMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XLIKMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

-1.17

+2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.14

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.01

+0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.46

-0.01

Drawdowns

XLI vs. KMB - Drawdown Comparison

The maximum XLI drawdown since its inception was -62.26%, which is greater than KMB's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for XLI and KMB.


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Drawdown Indicators


XLIKMBDifference

Max Drawdown

Largest peak-to-trough decline

-62.26%

-36.97%

-25.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-29.79%

+17.58%

Max Drawdown (3Y)

Largest decline over 3 years

-18.49%

-34.06%

+15.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-34.06%

+12.42%

Max Drawdown (10Y)

Largest decline over 10 years

-42.33%

-34.06%

-8.27%

Current Drawdown

Current decline from peak

-2.44%

-32.85%

+30.41%

Average Drawdown

Average peak-to-trough decline

-9.21%

-8.84%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

19.81%

-16.74%

Volatility

XLI vs. KMB - Volatility Comparison

The current volatility for Industrial Select Sector SPDR Fund (XLI) is 4.80%, while Kimberly-Clark Corporation (KMB) has a volatility of 6.43%. This indicates that XLI experiences smaller price fluctuations and is considered to be less risky than KMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLIKMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

6.43%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

15.33%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

24.88%

-9.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

19.95%

-2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.98%

20.96%

-0.98%

Dividends

XLI vs. KMB - Dividend Comparison

XLI's dividend yield for the trailing twelve months is around 1.18%, less than KMB's 5.34% yield.


PositionTTM20252024202320222021202020192018201720162015
KMB
Kimberly-Clark Corporation
5.34%5.00%3.72%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%
XLI
Industrial Select Sector SPDR Fund
1.18%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%

Frequently Asked Questions


XLI and KMB have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMB has higher volatility (6.43%) compared to XLI (4.80%). In terms of maximum drawdown, XLI dropped -62.26% vs KMB's -36.97%.

XLI currently has the higher Sharpe Ratio (1.49 vs -1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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