XLI vs. PG
XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index, while PG (The Procter & Gamble Company) is a stock. Over the past 10 years, XLI returned 14.15%/yr vs 8.96%/yr for PG. At a 0.38 correlation, their price movements are largely independent.
Performance
XLI vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, XLI achieves a 13.90% return, which is significantly higher than PG's 5.93% return. Over the past 10 years, XLI has outperformed PG with an annualized return of 14.15%, while PG has yielded a comparatively lower 8.96% annualized return.
XLI
- 1D
- 0.59%
- 1M
- 0.96%
- YTD
- 13.90%
- 6M
- 13.10%
- 1Y
- 25.17%
- 3Y*
- 20.87%
- 5Y*
- 12.93%
- 10Y*
- 14.15%
PG
- 1D
- 0.86%
- 1M
- 4.83%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -3.97%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
XLI vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLI Industrial Select Sector SPDR Fund | 13.90% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between XLI and PG 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 | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.38 |
Over the past year, the correlation between XLI and PG 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. PG — Risk / Return Rank
XLI
PG
XLI vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and The Procter & Gamble Company (PG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XLI | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.97 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | -0.37 | +2.35 |
| Martin ratioReturn relative to average drawdown | 7.82 | -0.68 | +8.50 |
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Drawdowns
XLI vs. PG - Drawdown Comparison
The maximum XLI drawdown since its inception was -62.26%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for XLI and PG.
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Drawdown Indicators
| XLI | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -54.25% | -8.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -15.52% | +3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -21.15% | +2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -23.77% | +2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -42.33% | -23.77% | -18.56% |
Current DrawdownCurrent decline from peak | -1.24% | -13.29% | +12.05% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -12.16% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 8.80% | -5.71% |
Volatility
XLI vs. PG - Volatility Comparison
The current volatility for Industrial Select Sector SPDR Fund (XLI) is 6.22%, while The Procter & Gamble Company (PG) has a volatility of 6.99%. This indicates that XLI experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLI | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 6.99% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 15.01% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 18.78% | -2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 17.82% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 19.05% | +0.99% |
Dividends
XLI vs. PG - Dividend Comparison
XLI's dividend yield for the trailing twelve months is around 1.16%, less than PG's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
XLI Industrial Select Sector SPDR Fund | 1.16% | 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 PG 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.
PG has higher volatility (6.99%) compared to XLI (6.22%). In terms of maximum drawdown, XLI dropped -62.26% vs PG's -54.25%.
XLI currently has the higher Sharpe Ratio (1.50 vs -0.30), 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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