XLI vs. RGI
Compare and contrast key facts about Industrial Select Sector SPDR Fund (XLI) and Invesco S&P 500® Equal Weight Industrials ETF (RGI).
XLI and RGI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. RGI is a passively managed fund by Invesco that tracks the performance of the S&P Equal Weight Index Industrials. It was launched on Nov 1, 2006. Both XLI and RGI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLI or RGI.
Performance
XLI vs. RGI - Performance Comparison
Returns By Period
In the year-to-date period, XLI achieves a 23.23% return, which is significantly lower than RGI's 25.53% return. Over the past 10 years, XLI has underperformed RGI with an annualized return of 11.47%, while RGI has yielded a comparatively higher 12.40% annualized return.
XLI
23.23%
-0.10%
11.74%
34.59%
12.95%
11.47%
RGI
25.53%
2.46%
14.34%
37.45%
16.11%
12.40%
Key characteristics
| XLI | RGI | |
|---|---|---|
| Sharpe Ratio | 2.59 | 2.69 |
| Sortino Ratio | 3.68 | 3.77 |
| Omega Ratio | 1.46 | 1.47 |
| Calmar Ratio | 5.85 | 0.74 |
| Martin Ratio | 18.22 | 15.96 |
| Ulcer Index | 1.90% | 2.34% |
| Daily Std Dev | 13.36% | 13.89% |
| Max Drawdown | -62.26% | -82.66% |
| Current Drawdown | -2.85% | -32.02% |
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XLI vs. RGI - Expense Ratio Comparison
XLI has a 0.13% expense ratio, which is lower than RGI's 0.40% expense ratio.
Correlation
The correlation between XLI and RGI is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
XLI vs. RGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and Invesco S&P 500® Equal Weight Industrials ETF (RGI). 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.
Dividends
XLI vs. RGI - Dividend Comparison
XLI's dividend yield for the trailing twelve months is around 1.32%, more than RGI's 0.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLI Industrial Select Sector SPDR Fund | 1.32% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
RGI Invesco S&P 500® Equal Weight Industrials ETF | 0.87% | 1.06% | 1.09% | 0.70% | 0.96% | 1.33% | 0.30% | 0.00% | 0.00% | 0.00% | 1.28% | 0.90% |
Drawdowns
XLI vs. RGI - Drawdown Comparison
The maximum XLI drawdown since its inception was -62.26%, smaller than the maximum RGI drawdown of -82.66%. Use the drawdown chart below to compare losses from any high point for XLI and RGI. For additional features, visit the drawdowns tool.
Volatility
XLI vs. RGI - Volatility Comparison
Industrial Select Sector SPDR Fund (XLI) and Invesco S&P 500® Equal Weight Industrials ETF (RGI) have volatilities of 5.37% and 5.18%, 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.