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XOM vs. FXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XOM vs. FXI

Last updated Jun 13, 2026

XOM (Exxon Mobil Corporation) is a stock, while FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index. Over the past 10 years, XOM returned 9.64%/yr vs 3.13%/yr for FXI. At a 0.40 correlation, their price movements are largely independent.

Performance

XOM vs. FXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exxon Mobil Corporation (XOM) and iShares China Large-Cap ETF (FXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XOM achieves a 23.81% return, which is significantly higher than FXI's -7.83% return. Over the past 10 years, XOM has outperformed FXI with an annualized return of 9.64%, while FXI has yielded a comparatively lower 3.13% annualized return.

XOM

1D
0.28%
1M
-6.91%
YTD
23.81%
6M
25.40%
1Y
35.30%
3Y*
15.15%
5Y*
23.23%
10Y*
9.64%

FXI

1D
1.09%
1M
-5.24%
YTD
-7.83%
6M
-8.72%
1Y
-1.10%
3Y*
10.41%
5Y*
-3.08%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOM vs. FXI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XOM
Exxon Mobil Corporation		23.81%15.98%11.26%-6.26%87.41%57.58%-36.21%7.23%-15.09%-3.81%
FXI
iShares China Large-Cap ETF		-7.83%28.95%28.98%-12.42%-20.66%-20.06%8.92%14.90%-13.28%36.26%

Correlation

The correlation between XOM and FXI is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2004

0.40

The correlation between XOM and FXI shifts across timeframes, from -0.04 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Exxon Mobil Corporation

iShares China Large-Cap ETF

Often compared with XOM:
XOM vs. CVXXOM vs. SHELXOM vs. COPXOM vs. SPYXOM vs. BPXOM vs. VOOXOM vs. PBR
Often compared with FXI:
FXI vs. MCHIFXI vs. KWEBFXI vs. CQQQFXI vs. ASHRFXI vs. EWHFXI vs. EEMFXI vs. GXC

Return for Risk

XOM vs. FXI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XOM
XOM Risk / Return Rank: 8080
Overall Rank
XOM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 7979
Sortino Ratio Rank
XOM Omega Ratio Rank: 7777
Omega Ratio Rank
XOM Calmar Ratio Rank: 8080
Calmar Ratio Rank
XOM Martin Ratio Rank: 8181
Martin Ratio Rank
FXI
FXI Risk / Return Rank: 88
Overall Rank
FXI Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 88
Sortino Ratio Rank
FXI Omega Ratio Rank: 88
Omega Ratio Rank
FXI Calmar Ratio Rank: 88
Calmar Ratio Rank
FXI Martin Ratio Rank: 88
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.

XOM vs. FXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and iShares China Large-Cap ETF (FXI). 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.

XOMFXIDifference
Sharpe ratioReturn per unit of total volatility
1.57
-0.15

+1.71

Sortino ratioReturn per unit of downside risk
2.09
-0.07

+2.16

Omega ratioGain probability vs. loss probability

1.26

0.99

+0.27

Calmar ratioReturn relative to maximum drawdown

2.45

-0.18

+2.63

Martin ratioReturn relative to average drawdown

6.56

-0.38

+6.94

XOM vs. FXI - Sharpe Ratio Comparison

The current XOM Sharpe Ratio is 1.57, which is higher than the FXI Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of XOM and FXI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

XOM vs. FXI - Drawdown Comparison

The maximum XOM drawdown since its inception was -62.40%, smaller than the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for XOM and FXI.

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Drawdown Indicators

XOMFXIDifference

Max Drawdown

Largest peak-to-trough decline

-62.40%

-72.68%

+10.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.69%

-16.03%

+0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-28.72%

+9.80%

Max Drawdown (5Y)

Largest decline over 5 years

-20.51%

-54.94%

+34.43%

Max Drawdown (10Y)

Largest decline over 10 years

-61.34%

-60.81%

-0.53%

Current Drawdown

Current decline from peak

-13.68%

-27.42%

+13.74%

Average Drawdown

Average peak-to-trough decline

-10.20%

-31.21%

+21.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

7.66%

-1.82%

Volatility

XOM vs. FXI - Volatility Comparison

Exxon Mobil Corporation (XOM) has a higher volatility of 9.08% compared to iShares China Large-Cap ETF (FXI) at 6.22%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XOMFXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

6.22%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

20.51%

14.30%

+6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

19.90%

+4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.77%

31.67%

-4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.20%

27.64%

+0.56%

Dividends

XOM vs. FXI - Dividend Comparison

XOM's dividend yield for the trailing twelve months is around 2.78%, more than FXI's 2.62% yield.

PositionTTM20252024202320222021202020192018201720162015
FXI
iShares China Large-Cap ETF		2.62%2.42%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%
XOM
Exxon Mobil Corporation		2.78%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%

Frequently Asked Questions

XOM and FXI have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOM has higher volatility (9.08%) compared to FXI (6.22%). In terms of maximum drawdown, XOM dropped -62.40% vs FXI's -72.68%.

XOM currently has the higher Sharpe Ratio (1.57 vs -0.15), 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.

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