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XLSR vs. SECT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XLSRSECT
YTD Return18.81%22.24%
1Y Return30.40%35.41%
3Y Return (Ann)7.67%9.26%
5Y Return (Ann)13.56%14.62%
Sharpe Ratio2.212.31
Sortino Ratio2.953.09
Omega Ratio1.411.42
Calmar Ratio2.894.15
Martin Ratio12.3616.69
Ulcer Index2.39%2.04%
Daily Std Dev13.42%14.79%
Max Drawdown-32.94%-38.09%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between XLSR and SECT is 0.91, 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.

Performance

XLSR vs. SECT - Performance Comparison

In the year-to-date period, XLSR achieves a 18.81% return, which is significantly lower than SECT's 22.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%90.00%100.00%110.00%JuneJulyAugustSeptemberOctoberNovember
102.20%
111.77%
XLSR
SECT

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XLSR vs. SECT - Expense Ratio Comparison

XLSR has a 0.70% expense ratio, which is lower than SECT's 0.78% expense ratio.


SECT
Main Sector Rotation ETF
Expense ratio chart for SECT: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for XLSR: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

XLSR vs. SECT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Sector Rotation ETF (XLSR) and Main Sector Rotation ETF (SECT). 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.


XLSR
Sharpe ratio
The chart of Sharpe ratio for XLSR, currently valued at 2.21, compared to the broader market-2.000.002.004.006.002.21
Sortino ratio
The chart of Sortino ratio for XLSR, currently valued at 2.95, compared to the broader market0.005.0010.002.95
Omega ratio
The chart of Omega ratio for XLSR, currently valued at 1.41, compared to the broader market1.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for XLSR, currently valued at 2.89, compared to the broader market0.005.0010.0015.002.89
Martin ratio
The chart of Martin ratio for XLSR, currently valued at 12.36, compared to the broader market0.0020.0040.0060.0080.00100.0012.36
SECT
Sharpe ratio
The chart of Sharpe ratio for SECT, currently valued at 2.31, compared to the broader market-2.000.002.004.006.002.31
Sortino ratio
The chart of Sortino ratio for SECT, currently valued at 3.09, compared to the broader market0.005.0010.003.09
Omega ratio
The chart of Omega ratio for SECT, currently valued at 1.42, compared to the broader market1.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for SECT, currently valued at 4.15, compared to the broader market0.005.0010.0015.004.15
Martin ratio
The chart of Martin ratio for SECT, currently valued at 16.69, compared to the broader market0.0020.0040.0060.0080.00100.0016.69

XLSR vs. SECT - Sharpe Ratio Comparison

The current XLSR Sharpe Ratio is 2.21, which is comparable to the SECT Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of XLSR and SECT, 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.21
2.31
XLSR
SECT

Dividends

XLSR vs. SECT - Dividend Comparison

XLSR's dividend yield for the trailing twelve months is around 0.52%, more than SECT's 0.34% yield.


TTM2023202220212020201920182017
XLSR
SPDR SSGA US Sector Rotation ETF
0.52%1.04%1.79%6.06%1.25%0.94%0.00%0.00%
SECT
Main Sector Rotation ETF
0.34%0.84%0.86%0.60%1.37%0.77%1.68%0.50%

Drawdowns

XLSR vs. SECT - Drawdown Comparison

The maximum XLSR drawdown since its inception was -32.94%, smaller than the maximum SECT drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for XLSR and SECT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
XLSR
SECT

Volatility

XLSR vs. SECT - Volatility Comparison

The current volatility for SPDR SSGA US Sector Rotation ETF (XLSR) is 3.59%, while Main Sector Rotation ETF (SECT) has a volatility of 4.83%. This indicates that XLSR experiences smaller price fluctuations and is considered to be less risky than SECT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.59%
4.83%
XLSR
SECT