XME vs. SQM

In the year-to-date period, XME achieves a 4.23% return, which is significantly higher than SQM's -3.52% return. Over the past 10 years, XME has outperformed SQM with an annualized return of 9.07%, while SQM has yielded a comparatively lower 8.47% annualized return.

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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.

The current XME Sharpe Ratio is -0.20, which is higher than the SQM Sharpe Ratio of -0.62. 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.

XME's dividend yield for the trailing twelve months is around 0.57%, while SQM has not paid dividends to shareholders.

The maximum XME drawdown since its inception was -85.94%, which is greater than SQM's maximum drawdown of -80.36%. Use the drawdown chart below to compare losses from any high point for XME and SQM. For additional features, visit the drawdowns tool.

The current volatility for SPDR S&P Metals & Mining ETF (XME) is 6.14%, while Sociedad Química y Minera de Chile S.A. (SQM) has a volatility of 7.97%. 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.