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XLI vs. XDWI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XLI vs. XDWI.L

Last updated Apr 1, 2026

Compare and contrast key facts about Industrial Select Sector SPDR Fund (XLI) and Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L).

XLI and XDWI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XDWI.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Materials NR USD. It was launched on Mar 14, 2016. Both XLI and XDWI.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XLI vs. XDWI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial Select Sector SPDR Fund (XLI) and Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L). The values are adjusted to include any dividend payments, if applicable.

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XLI vs. XDWI.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XLI
Industrial Select Sector SPDR Fund		4.55%19.35%17.31%18.13%-5.57%21.08%10.91%29.08%-13.25%23.98%
XDWI.L
Xtrackers MSCI World Industrials UCITS ETF 1C		1.06%25.51%13.06%23.32%-12.72%16.09%11.85%27.17%-14.83%25.36%

Returns By Period

In the year-to-date period, XLI achieves a 4.55% return, which is significantly higher than XDWI.L's 1.06% return.

XLI

1D
3.27%
1M
-8.44%
YTD
4.55%
6M
5.52%
1Y
25.05%
3Y*
18.68%
5Y*
12.06%
10Y*
13.21%

XDWI.L

1D
0.42%
1M
-10.91%
YTD
1.06%
6M
3.99%
1Y
24.65%
3Y*
18.28%
5Y*
10.58%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Industrial Select Sector SPDR Fund

Xtrackers MSCI World Industrials UCITS ETF 1C

Often compared with XLI:
XLI vs. VISXLI vs. PAVEXLI vs. XLKXLI vs. SPYXLI vs. FIDUXLI vs. ITAXLI vs. AIRR
Often compared with XDWI.L:
XDWI.L vs. SBUY.LXDWI.L vs. XLIP.LXDWI.L vs. QYLDXDWI.L vs. VUGXDWI.L vs. GRID.LXDWI.L vs. PICKXDWI.L vs. VUAA.DE

XLI vs. XDWI.L - Expense Ratio Comparison

XLI has a 0.13% expense ratio, which is lower than XDWI.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

XDWI.L
Xtrackers MSCI World Industrials UCITS ETF 1C
XLI
Industrial Select Sector SPDR Fund

Return for Risk

XLI vs. XDWI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XLI
XLI Risk / Return Rank: 7777
Overall Rank
XLI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLI Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLI Omega Ratio Rank: 7474
Omega Ratio Rank
XLI Calmar Ratio Rank: 8080
Calmar Ratio Rank
XLI Martin Ratio Rank: 8080
Martin Ratio Rank
XDWI.L
XDWI.L Risk / Return Rank: 7575
Overall Rank
XDWI.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XDWI.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
XDWI.L Omega Ratio Rank: 7575
Omega Ratio Rank
XDWI.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
XDWI.L Martin Ratio Rank: 7474
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. XDWI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L). 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.

XLIXDWI.LDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.41

-0.12

Sortino ratio

Return per unit of downside risk

1.86

1.96

-0.10

Omega ratio

Gain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratio

Return relative to maximum drawdown

2.08

1.90

+0.18

Martin ratio

Return relative to average drawdown

8.19

7.82

+0.36

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLI vs. XDWI.L - Sharpe Ratio Comparison

The current XLI Sharpe Ratio is 1.29, which is comparable to the XDWI.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of XLI and XDWI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

XLIXDWI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.41

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.63

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.67

-0.23

Correlation

The correlation between XLI and XDWI.L is 0.60, 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.

Dividends

XLI vs. XDWI.L - Dividend Comparison

XLI's dividend yield for the trailing twelve months is around 1.27%, while XDWI.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
XLI
Industrial Select Sector SPDR Fund		1.27%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%
XDWI.L
Xtrackers MSCI World Industrials UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XLI vs. XDWI.L - Drawdown Comparison

The maximum XLI drawdown since its inception was -62.26%, which is greater than XDWI.L's maximum drawdown of -38.92%. Use the drawdown chart below to compare losses from any high point for XLI and XDWI.L.

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Drawdown Indicators

XLIXDWI.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.26%

-38.92%

-23.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-12.34%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-27.26%

+5.62%

Max Drawdown (10Y)

Largest decline over 10 years

-42.33%

—

—

Current Drawdown

Current decline from peak

-9.34%

-10.91%

+1.57%

Average Drawdown

Average peak-to-trough decline

-9.24%

-5.42%

-3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.99%

+0.18%

Volatility

XLI vs. XDWI.L - Volatility Comparison

Industrial Select Sector SPDR Fund (XLI) and Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) have volatilities of 6.44% and 6.69%, 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.

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Volatility by Period

XLIXDWI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

6.69%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

10.53%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

19.45%

17.41%

+2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

16.72%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

17.55%

+2.33%