XLI vs. KMB
XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index, while KMB (Kimberly-Clark Corporation) is a stock. Over the past 10 years, XLI returned 13.99%/yr vs 0.29%/yr for KMB. At a 0.38 correlation, their price movements are largely independent.
Performance
XLI vs. KMB - Performance Comparison
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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%
XLI vs. KMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XLI
KMB
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.
| XLI | KMB | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLI | KMB | Difference | |
|---|---|---|---|
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
| XLI | KMB | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.44% | -32.85% | +30.41% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -8.84% | -0.37% |
Ulcer IndexDepth 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
| XLI | KMB | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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