XLI vs. UNP
Compare and contrast key facts about Industrial Select Sector SPDR Fund (XLI) and Union Pacific Corporation (UNP).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLI or UNP.
Key characteristics
| XLI | UNP | |
|---|---|---|
| YTD Return | 7.29% | -2.73% |
| 1Y Return | 25.08% | 24.55% |
| 3Y Return (Ann) | 7.51% | 4.34% |
| 5Y Return (Ann) | 11.14% | 8.17% |
| 10Y Return (Ann) | 10.78% | 12.19% |
| Sharpe Ratio | 1.92 | 1.22 |
| Daily Std Dev | 12.81% | 19.72% |
| Max Drawdown | -62.26% | -67.49% |
| Current Drawdown | -3.21% | -9.90% |
Correlation
The correlation between XLI and UNP is 0.66, 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.
Performance
XLI vs. UNP - Performance Comparison
In the year-to-date period, XLI achieves a 7.29% return, which is significantly higher than UNP's -2.73% return. Over the past 10 years, XLI has underperformed UNP with an annualized return of 10.78%, while UNP has yielded a comparatively higher 12.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XLI vs. UNP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and Union Pacific Corporation (UNP). 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. UNP - Dividend Comparison
XLI's dividend yield for the trailing twelve months is around 1.51%, less than UNP's 2.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLI Industrial Select Sector SPDR Fund | 1.51% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
UNP Union Pacific Corporation | 2.19% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
Drawdowns
XLI vs. UNP - Drawdown Comparison
The maximum XLI drawdown since its inception was -62.26%, smaller than the maximum UNP drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for XLI and UNP. For additional features, visit the drawdowns tool.
Volatility
XLI vs. UNP - Volatility Comparison
The current volatility for Industrial Select Sector SPDR Fund (XLI) is 3.55%, while Union Pacific Corporation (UNP) has a volatility of 6.60%. This indicates that XLI experiences smaller price fluctuations and is considered to be less risky than UNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.