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XLI vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

XLI vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial Select Sector SPDR Fund (XLI) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XLI

1D
-0.32%
1M
0.25%
YTD
12.25%
6M
13.16%
1Y
21.42%
3Y*
21.04%
5Y*
12.54%
10Y*
13.86%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLI vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLI
Industrial Select Sector SPDR Fund
12.25%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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XLI
XLI Risk / Return Rank: 4343
Overall Rank
XLI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XLI Sortino Ratio Rank: 4646
Sortino Ratio Rank
XLI Omega Ratio Rank: 4040
Omega Ratio Rank
XLI Calmar Ratio Rank: 3939
Calmar Ratio Rank
XLI Martin Ratio Rank: 4646
Martin Ratio Rank

USD=X
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


XLIUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.76

Martin ratioReturn relative to average drawdown

6.97

XLI vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XLIUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

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


XLIUSD=XDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.67%

0.00%

-2.67%

Average Drawdown

Average peak-to-trough decline

-9.20%

0.00%

-9.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

0.00%

+3.08%

Volatility

XLI vs. USD=X - Volatility Comparison

Industrial Select Sector SPDR Fund (XLI) has a higher volatility of 3.98% 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


XLIUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

0.00%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

12.84%

0.00%

+12.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.47%

0.00%

+15.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

0.00%

+17.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.99%

0.00%

+19.99%

Frequently Asked Questions


XLI has higher volatility (3.98%) 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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