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XLI vs. VZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLI vs. VZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, XLI achieves a 13.90% return, which is significantly lower than VZ's 21.97% return. Over the past 10 years, XLI has outperformed VZ with an annualized return of 14.15%, while VZ has yielded a comparatively lower 4.44% annualized return.


XLI

1D
0.59%
1M
0.96%
YTD
13.90%
6M
13.10%
1Y
25.17%
3Y*
20.87%
5Y*
12.93%
10Y*
14.15%

VZ

1D
2.49%
1M
2.23%
YTD
21.97%
6M
21.50%
1Y
19.39%
3Y*
18.39%
5Y*
2.74%
10Y*
4.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLI vs. VZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLI
Industrial Select Sector SPDR Fund
13.90%19.35%17.31%18.13%-5.57%21.08%10.91%29.08%-13.25%23.98%
VZ
Verizon Communications Inc.
21.97%8.86%13.14%2.71%-20.02%-7.55%-0.13%13.83%11.26%3.97%

Correlation

The correlation between XLI and VZ is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2000

0.41

Over the past year, the correlation between XLI and VZ has dropped to 0.04 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

XLI vs. VZ — Risk / Return Rank

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

XLI
XLI Risk / Return Rank: 4848
Overall Rank
XLI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XLI Sortino Ratio Rank: 5050
Sortino Ratio Rank
XLI Omega Ratio Rank: 4646
Omega Ratio Rank
XLI Calmar Ratio Rank: 4545
Calmar Ratio Rank
XLI Martin Ratio Rank: 5252
Martin Ratio Rank

VZ
VZ Risk / Return Rank: 6868
Overall Rank
VZ Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VZ Sortino Ratio Rank: 6868
Sortino Ratio Rank
VZ Omega Ratio Rank: 6666
Omega Ratio Rank
VZ Calmar Ratio Rank: 7070
Calmar Ratio Rank
VZ Martin Ratio Rank: 6969
Martin Ratio Rank
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. VZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and Verizon Communications Inc. (VZ). 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.


XLIVZDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratioReturn relative to maximum drawdown

1.98

1.43

+0.55

Martin ratioReturn relative to average drawdown

7.82

3.06

+4.76

XLI vs. VZ - Sharpe Ratio Comparison

The current XLI Sharpe Ratio is 1.50, which is higher than the VZ Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of XLI and VZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XLI vs. VZ - Drawdown Comparison

The maximum XLI drawdown since its inception was -62.26%, which is greater than VZ's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for XLI and VZ.


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Drawdown Indicators


XLIVZDifference

Max Drawdown

Largest peak-to-trough decline

-62.26%

-50.66%

-11.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-13.32%

+1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-18.49%

-14.93%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-38.38%

+16.74%

Max Drawdown (10Y)

Largest decline over 10 years

-42.33%

-41.21%

-1.12%

Current Drawdown

Current decline from peak

-1.24%

-4.96%

+3.72%

Average Drawdown

Average peak-to-trough decline

-9.20%

-14.82%

+5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

6.23%

-3.14%

Volatility

XLI vs. VZ - Volatility Comparison

The current volatility for Industrial Select Sector SPDR Fund (XLI) is 6.22%, while Verizon Communications Inc. (VZ) has a volatility of 6.87%. This indicates that XLI experiences smaller price fluctuations and is considered to be less risky than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLIVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.22%

6.87%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

13.59%

17.91%

-4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

22.78%

-6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

21.66%

-4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

20.36%

-0.32%

Dividends

XLI vs. VZ - Dividend Comparison

XLI's dividend yield for the trailing twelve months is around 1.16%, less than VZ's 5.75% yield.


PositionTTM20252024202320222021202020192018201720162015
VZ
Verizon Communications Inc.
5.75%6.68%6.68%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%
XLI
Industrial Select Sector SPDR Fund
1.16%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%

Frequently Asked Questions


XLI and VZ have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VZ has higher volatility (6.87%) compared to XLI (6.22%). In terms of maximum drawdown, XLI dropped -62.26% vs VZ's -50.66%.

XLI currently has the higher Sharpe Ratio (1.50 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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