XLI vs. USD=X
XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index, while USD=X (USD Cash) is a currency. Over the past 10 years, XLI returned 13.76%/yr vs 0.00%/yr for USD=X.
Performance
XLI vs. USD=X - Performance Comparison
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Returns By Period
XLI
- 1D
- -0.72%
- 1M
- -1.30%
- 6M
- 7.29%
- YTD
- 15.43%
- 1Y
- 19.12%
- 3Y*
- 19.29%
- 5Y*
- 13.15%
- 10Y*
- 13.76%
- ALL TIME*
- 9.61%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
XLI vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLI Industrial Select Sector SPDR Fund | 15.43% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
XLI vs. USD=X — Risk / Return Rank
XLI
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XLI vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | — | — |
| Martin ratioReturn relative to average drawdown | 6.09 | — | — |
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Drawdowns
XLI vs. USD=X - Drawdown Comparison
The maximum XLI drawdown since its inception was -62.26%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XLI and USD=X.
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Drawdown Indicators
| XLI | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | 0.00% | -62.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | 0.00% | -12.21% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | 0.00% | -18.49% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | 0.00% | -21.64% |
Max Drawdown (10Y)Largest decline over 10 years | -42.33% | 0.00% | -42.33% |
Current DrawdownCurrent decline from peak | -4.01% | 0.00% | -4.01% |
Average DrawdownAverage peak-to-trough decline | -9.17% | 0.00% | -9.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 0.00% | +3.15% |
Volatility
XLI vs. USD=X - Volatility Comparison
Industrial Select Sector SPDR Fund (XLI) has a higher volatility of 5.03% compared to USD Cash (USD=X) at 0.00%. This indicates that XLI's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLI | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 0.00% | +5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 13.80% | 0.00% | +13.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 0.00% | +16.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 0.00% | +17.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.01% | 0.00% | +20.01% |
Frequently Asked Questions
XLI has higher volatility (5.03%) compared to USD=X (0.00%). In terms of maximum drawdown, XLI dropped -62.26% vs USD=X's 0.00%.
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