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XLI vs. VIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLI and VIS is 0.98, 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.


-0.50.00.51.01.0

Performance

XLI vs. VIS - Performance Comparison

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

550.00%600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
593.44%
617.44%
XLI
VIS

Key characteristics

Sharpe Ratio

XLI:

1.38

VIS:

1.31

Sortino Ratio

XLI:

2.03

VIS:

1.92

Omega Ratio

XLI:

1.25

VIS:

1.23

Calmar Ratio

XLI:

2.37

VIS:

2.37

Martin Ratio

XLI:

8.92

VIS:

8.07

Ulcer Index

XLI:

2.13%

VIS:

2.40%

Daily Std Dev

XLI:

13.72%

VIS:

14.73%

Max Drawdown

XLI:

-62.26%

VIS:

-63.51%

Current Drawdown

XLI:

-8.02%

VIS:

-8.15%

Returns By Period

The year-to-date returns for both investments are quite close, with XLI having a 17.32% return and VIS slightly higher at 17.57%. Both investments have delivered pretty close results over the past 10 years, with XLI having a 10.87% annualized return and VIS not far ahead at 11.00%.


XLI

YTD

17.32%

1M

-4.66%

6M

8.26%

1Y

18.07%

5Y*

11.99%

10Y*

10.87%

VIS

YTD

17.57%

1M

-4.42%

6M

8.69%

1Y

18.27%

5Y*

12.32%

10Y*

11.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XLI vs. VIS - Expense Ratio Comparison

XLI has a 0.13% expense ratio, which is higher than VIS's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


XLI
Industrial Select Sector SPDR Fund
Expense ratio chart for XLI: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VIS: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

XLI vs. VIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and Vanguard Industrials ETF (VIS). 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.


Sharpe ratio
The chart of Sharpe ratio for XLI, currently valued at 1.38, compared to the broader market0.002.004.001.381.31
The chart of Sortino ratio for XLI, currently valued at 2.03, compared to the broader market-2.000.002.004.006.008.0010.002.031.92
The chart of Omega ratio for XLI, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.23
The chart of Calmar ratio for XLI, currently valued at 2.37, compared to the broader market0.005.0010.0015.002.372.37
The chart of Martin ratio for XLI, currently valued at 8.92, compared to the broader market0.0020.0040.0060.0080.00100.008.928.07
XLI
VIS

The current XLI Sharpe Ratio is 1.38, which is comparable to the VIS Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of XLI and VIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.38
1.31
XLI
VIS

Dividends

XLI vs. VIS - Dividend Comparison

XLI's dividend yield for the trailing twelve months is around 0.93%, less than VIS's 1.60% yield.


TTM20232022202120202019201820172016201520142013
XLI
Industrial Select Sector SPDR Fund
0.93%1.63%1.64%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%1.68%
VIS
Vanguard Industrials ETF
1.60%1.36%1.52%1.11%1.38%1.69%1.91%1.60%1.81%1.94%1.57%1.06%

Drawdowns

XLI vs. VIS - Drawdown Comparison

The maximum XLI drawdown since its inception was -62.26%, roughly equal to the maximum VIS drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for XLI and VIS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.02%
-8.15%
XLI
VIS

Volatility

XLI vs. VIS - Volatility Comparison

Industrial Select Sector SPDR Fund (XLI) and Vanguard Industrials ETF (VIS) have volatilities of 4.14% and 4.15%, 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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.14%
4.15%
XLI
VIS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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