XME vs. VTI
Compare and contrast key facts about SPDR S&P Metals & Mining ETF (XME) and Vanguard Total Stock Market ETF (VTI).
XME and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XME is a passively managed fund by State Street that tracks the performance of the S&P Metals & Mining Select Industry Index. It was launched on Jun 19, 2006. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both XME and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XME or VTI.
Key characteristics
| XME | VTI | |
|---|---|---|
| YTD Return | 12.37% | 26.21% |
| 1Y Return | 36.60% | 38.35% |
| 3Y Return (Ann) | 13.63% | 8.70% |
| 5Y Return (Ann) | 21.62% | 15.34% |
| 10Y Return (Ann) | 8.20% | 12.90% |
| Sharpe Ratio | 1.40 | 3.04 |
| Sortino Ratio | 1.99 | 4.05 |
| Omega Ratio | 1.25 | 1.57 |
| Calmar Ratio | 1.05 | 4.46 |
| Martin Ratio | 5.61 | 19.72 |
| Ulcer Index | 6.50% | 1.94% |
| Daily Std Dev | 26.13% | 12.58% |
| Max Drawdown | -85.94% | -55.45% |
| Current Drawdown | -11.06% | -0.39% |
Correlation
The correlation between XME and VTI is 0.65, 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.
Performance
XME vs. VTI - Performance Comparison
In the year-to-date period, XME achieves a 12.37% return, which is significantly lower than VTI's 26.21% return. Over the past 10 years, XME has underperformed VTI with an annualized return of 8.20%, while VTI has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XME vs. VTI - Expense Ratio Comparison
XME has a 0.35% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
XME vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Metals & Mining ETF (XME) and Vanguard Total Stock Market ETF (VTI). 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
XME vs. VTI - Dividend Comparison
XME's dividend yield for the trailing twelve months is around 0.60%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XME SPDR S&P Metals & Mining ETF | 0.60% | 1.00% | 1.64% | 0.70% | 0.99% | 2.43% | 2.23% | 1.15% | 1.02% | 2.61% | 2.21% | 1.32% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
XME vs. VTI - Drawdown Comparison
The maximum XME drawdown since its inception was -85.94%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XME and VTI. For additional features, visit the drawdowns tool.
Volatility
XME vs. VTI - Volatility Comparison
SPDR S&P Metals & Mining ETF (XME) has a higher volatility of 9.94% compared to Vanguard Total Stock Market ETF (VTI) at 4.06%. This indicates that XME's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.