XLU vs. APD
Compare and contrast key facts about Utilities Select Sector SPDR Fund (XLU) and Air Products and Chemicals, Inc. (APD).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLU or APD.
Performance
XLU vs. APD - Performance Comparison
Returns By Period
In the year-to-date period, XLU achieves a 28.05% return, which is significantly higher than APD's 18.17% return. Over the past 10 years, XLU has underperformed APD with an annualized return of 9.21%, while APD has yielded a comparatively higher 11.94% annualized return.
XLU
28.05%
-3.60%
11.18%
31.78%
8.14%
9.21%
APD
18.17%
-4.52%
22.27%
20.61%
8.17%
11.94%
Key characteristics
| XLU | APD | |
|---|---|---|
| Sharpe Ratio | 2.08 | 0.68 |
| Sortino Ratio | 2.85 | 1.05 |
| Omega Ratio | 1.36 | 1.18 |
| Calmar Ratio | 1.67 | 0.60 |
| Martin Ratio | 9.92 | 2.25 |
| Ulcer Index | 3.28% | 8.44% |
| Daily Std Dev | 15.58% | 27.90% |
| Max Drawdown | -52.27% | -60.30% |
| Current Drawdown | -3.60% | -4.52% |
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Correlation
The correlation between XLU and APD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
XLU vs. APD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector SPDR Fund (XLU) and Air Products and Chemicals, Inc. (APD). 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.
Dividends
XLU vs. APD - Dividend Comparison
XLU's dividend yield for the trailing twelve months is around 2.79%, more than APD's 2.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLU Utilities Select Sector SPDR Fund | 2.79% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
APD Air Products and Chemicals, Inc. | 2.23% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.14% | 2.54% |
Drawdowns
XLU vs. APD - Drawdown Comparison
The maximum XLU drawdown since its inception was -52.27%, smaller than the maximum APD drawdown of -60.30%. Use the drawdown chart below to compare losses from any high point for XLU and APD. For additional features, visit the drawdowns tool.
Volatility
XLU vs. APD - Volatility Comparison
Utilities Select Sector SPDR Fund (XLU) has a higher volatility of 5.37% compared to Air Products and Chemicals, Inc. (APD) at 3.95%. This indicates that XLU's price experiences larger fluctuations and is considered to be riskier than APD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.