XOEF vs. IBM
XOEF (iShares S&P 500 ex S&P 100 ETF) is S&P 500 fund tracking the S&P 500 Ex-S&P 100 Select Index, while IBM (International Business Machines Corporation) is a stock. Over the past year, XOEF returned 18.97% vs -23.58% for IBM. At a 0.30 correlation, their price movements are largely independent.
Performance
XOEF vs. IBM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XOEF achieves a 13.96% return, which is significantly higher than IBM's -27.15% return.
XOEF
- 1D
- -0.44%
- 1M
- -1.24%
- 6M
- 8.68%
- YTD
- 13.96%
- 1Y
- 18.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.24%
IBM
- 1D
- 0.16%
- 1M
- -14.49%
- 6M
- -29.40%
- YTD
- -27.15%
- 1Y
- -23.58%
- 3Y*
- 19.09%
- 5Y*
- 13.91%
- 10Y*
- 7.64%
- ALL TIME*
- 7.00%
XOEF vs. IBM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XOEF iShares S&P 500 ex S&P 100 ETF | 13.96% | 4.27% |
IBM International Business Machines Corporation | -27.15% | 3.25% |
Correlation
The correlation between XOEF and IBM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.30 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XOEF vs. IBM — Risk / Return Rank
XOEF
IBM
XOEF vs. IBM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ex S&P 100 ETF (XOEF) and International Business Machines Corporation (IBM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XOEF | IBM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.97 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.94 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | -0.66 | +3.15 |
| Martin ratioReturn relative to average drawdown | 9.52 | -1.53 | +11.05 |
Loading charts...
Drawdowns
XOEF vs. IBM - Drawdown Comparison
The maximum XOEF drawdown since its inception was -7.66%, smaller than the maximum IBM drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for XOEF and IBM.
Loading charts...
Drawdown Indicators
| XOEF | IBM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.66% | -69.40% | +61.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.66% | -35.85% | +28.19% |
Max Drawdown (3Y)Largest decline over 3 years | — | -35.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.59% | — |
Current DrawdownCurrent decline from peak | -2.87% | -35.30% | +32.43% |
Average DrawdownAverage peak-to-trough decline | -1.27% | -20.12% | +18.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 15.44% | -13.44% |
Volatility
XOEF vs. IBM - Volatility Comparison
The current volatility for iShares S&P 500 ex S&P 100 ETF (XOEF) is 3.32%, while International Business Machines Corporation (IBM) has a volatility of 32.02%. This indicates that XOEF experiences smaller price fluctuations and is considered to be less risky than IBM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XOEF | IBM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 32.02% | -28.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 46.34% | -36.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 48.36% | -35.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.76% | 29.86% | -17.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.76% | 27.97% | -15.21% |
Dividends
XOEF vs. IBM - Dividend Comparison
XOEF's dividend yield for the trailing twelve months is around 1.06%, less than IBM's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 3.16% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
XOEF iShares S&P 500 ex S&P 100 ETF | 1.06% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XOEF and IBM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (32.02%) compared to XOEF (3.32%). In terms of maximum drawdown, XOEF dropped -7.66% vs IBM's -69.40%.
XOEF currently has the higher Sharpe Ratio (1.48 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for XOEF and IBM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer