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XME vs. SQM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XME vs. SQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Metals & Mining ETF (XME) and Sociedad Química y Minera de Chile S.A. (SQM). The values are adjusted to include any dividend payments, if applicable.

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XME vs. SQM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XME
SPDR S&P Metals & Mining ETF
6.14%83.47%-4.54%21.51%13.13%34.92%15.95%14.69%-26.78%21.17%
SQM
Sociedad Química y Minera de Chile S.A.
18.92%89.55%-39.35%-18.47%71.62%6.82%89.19%-27.30%-32.71%115.00%

Returns By Period

In the year-to-date period, XME achieves a 6.14% return, which is significantly lower than SQM's 18.92% return. Both investments have delivered pretty close results over the past 10 years, with XME having a 19.75% annualized return and SQM not far behind at 19.58%.


XME

1D
1.75%
1M
-9.91%
YTD
6.14%
6M
15.52%
1Y
97.42%
3Y*
28.24%
5Y*
23.31%
10Y*
19.75%

SQM

1D
1.09%
1M
8.18%
YTD
18.92%
6M
88.38%
1Y
104.66%
3Y*
3.16%
5Y*
13.07%
10Y*
19.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XME vs. SQM — Risk / Return Rank

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

XME
XME Risk / Return Rank: 9494
Overall Rank
XME Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XME Sortino Ratio Rank: 9595
Sortino Ratio Rank
XME Omega Ratio Rank: 9393
Omega Ratio Rank
XME Calmar Ratio Rank: 9595
Calmar Ratio Rank
XME Martin Ratio Rank: 9090
Martin Ratio Rank

SQM
SQM Risk / Return Rank: 8888
Overall Rank
SQM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SQM Sortino Ratio Rank: 8787
Sortino Ratio Rank
SQM Omega Ratio Rank: 8383
Omega Ratio Rank
SQM Calmar Ratio Rank: 9191
Calmar Ratio Rank
SQM Martin Ratio Rank: 8989
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.

XME vs. SQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Metals & Mining ETF (XME) and Sociedad Química y Minera de Chile S.A. (SQM). 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.


XMESQMDifference

Sharpe ratio

Return per unit of total volatility

2.74

2.05

+0.69

Sortino ratio

Return per unit of downside risk

3.15

2.62

+0.54

Omega ratio

Gain probability vs. loss probability

1.43

1.32

+0.11

Calmar ratio

Return relative to maximum drawdown

4.30

4.25

+0.05

Martin ratio

Return relative to average drawdown

12.24

10.40

+1.84

XME vs. SQM - Sharpe Ratio Comparison

The current XME Sharpe Ratio is 2.74, which is higher than the SQM Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of XME and SQM, 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


XMESQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

2.05

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.27

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.43

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.42

-0.27

Correlation

The correlation between XME and SQM is 0.55, 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

XME vs. SQM - Dividend Comparison

XME's dividend yield for the trailing twelve months is around 0.35%, more than SQM's 0.15% yield.


TTM20252024202320222021202020192018201720162015
XME
SPDR S&P Metals & Mining ETF
0.35%0.38%0.65%1.00%1.64%0.70%0.99%2.43%2.23%1.15%1.02%2.61%
SQM
Sociedad Química y Minera de Chile S.A.
0.15%0.18%0.59%8.34%9.66%3.92%1.64%4.55%5.37%2.73%4.77%2.00%

Drawdowns

XME vs. SQM - Drawdown Comparison

The maximum XME drawdown since its inception was -85.89%, which is greater than SQM's maximum drawdown of -78.34%. Use the drawdown chart below to compare losses from any high point for XME and SQM.


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Drawdown Indicators


XMESQMDifference

Max Drawdown

Largest peak-to-trough decline

-85.89%

-78.34%

-7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-22.60%

-24.49%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-37.27%

-69.76%

+32.49%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

-72.98%

+11.29%

Current Drawdown

Current decline from peak

-16.34%

-17.47%

+1.13%

Average Drawdown

Average peak-to-trough decline

-44.44%

-30.43%

-14.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.94%

10.22%

-2.28%

Volatility

XME vs. SQM - Volatility Comparison

The current volatility for SPDR S&P Metals & Mining ETF (XME) is 11.19%, while Sociedad Química y Minera de Chile S.A. (SQM) has a volatility of 14.77%. This indicates that XME experiences smaller price fluctuations and is considered to be less risky than SQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMESQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.19%

14.77%

-3.58%

Volatility (6M)

Calculated over the trailing 6-month period

28.06%

36.43%

-8.37%

Volatility (1Y)

Calculated over the trailing 1-year period

35.81%

51.39%

-15.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.47%

49.54%

-17.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.97%

45.98%

-13.01%