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XLU vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

XLU vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Utilities Select Sector SPDR ETF (XLU) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XLU

1D
-1.87%
1M
-2.68%
YTD
2.66%
6M
3.35%
1Y
10.26%
3Y*
12.85%
5Y*
9.10%
10Y*
8.99%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLU vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLU
State Street Utilities Select Sector SPDR ETF
2.66%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

XLU vs. USD=X — Risk / Return Rank

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

XLU
XLU Risk / Return Rank: 2222
Overall Rank
XLU Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 2121
Sortino Ratio Rank
XLU Omega Ratio Rank: 2121
Omega Ratio Rank
XLU Calmar Ratio Rank: 2626
Calmar Ratio Rank
XLU Martin Ratio Rank: 2121
Martin Ratio Rank

USD=X
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.

XLU vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Utilities Select Sector SPDR ETF (XLU) and USD Cash (USD=X). 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.


XLUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

1.12

Martin ratioReturn relative to average drawdown

2.47

XLU vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XLUUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

Drawdowns

XLU vs. USD=X - Drawdown Comparison

The maximum XLU drawdown since its inception was -51.98%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XLU and USD=X.


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Drawdown Indicators


XLUUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-51.98%

0.00%

-51.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

0.00%

-9.18%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

0.00%

-17.26%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

0.00%

-25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

0.00%

-36.07%

Current Drawdown

Current decline from peak

-8.18%

0.00%

-8.18%

Average Drawdown

Average peak-to-trough decline

-10.22%

0.00%

-10.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

0.00%

+4.16%

Volatility

XLU vs. USD=X - Volatility Comparison

State Street Utilities Select Sector SPDR ETF (XLU) has a higher volatility of 5.60% compared to USD Cash (USD=X) at 0.00%. This indicates that XLU's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

0.00%

+5.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

0.00%

+11.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

0.00%

+14.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

0.00%

+17.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

0.00%

+19.27%

Frequently Asked Questions


XLU has higher volatility (5.60%) compared to USD=X (0.00%). In terms of maximum drawdown, XLU dropped -51.98% vs USD=X's 0.00%.

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