XRT vs. CARZ
Compare and contrast key facts about SPDR S&P Retail ETF (XRT) and First Trust NASDAQ Global Auto Index Fund (CARZ).
XRT and CARZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRT is a passively managed fund by State Street that tracks the performance of the S&P Retail Select Industry. It was launched on Jun 19, 2006. CARZ is a passively managed fund by First Trust that tracks the performance of the NASDAQ OMX Global Automobile (TR). It was launched on May 9, 2011. Both XRT and CARZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XRT vs. CARZ - Performance Comparison
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XRT vs. CARZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRT SPDR S&P Retail ETF | -5.40% | 8.07% | 11.78% | 21.53% | -31.64% | 42.60% | 41.91% | 14.12% | -8.04% | 4.22% |
CARZ First Trust NASDAQ Global Auto Index Fund | 3.74% | 37.18% | 3.26% | 42.47% | -31.25% | 18.09% | 54.66% | 11.39% | -23.91% | 25.47% |
Returns By Period
In the year-to-date period, XRT achieves a -5.40% return, which is significantly lower than CARZ's 3.74% return. Over the past 10 years, XRT has underperformed CARZ with an annualized return of 7.33%, while CARZ has yielded a comparatively higher 11.68% annualized return.
XRT
- 1D
- 2.68%
- 1M
- -7.23%
- YTD
- -5.40%
- 6M
- -6.19%
- 1Y
- 17.47%
- 3Y*
- 9.68%
- 5Y*
- -0.58%
- 10Y*
- 7.33%
CARZ
- 1D
- 5.11%
- 1M
- -8.16%
- YTD
- 3.74%
- 6M
- 12.72%
- 1Y
- 54.64%
- 3Y*
- 18.45%
- 5Y*
- 8.71%
- 10Y*
- 11.68%
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XRT vs. CARZ - Expense Ratio Comparison
XRT has a 0.35% expense ratio, which is lower than CARZ's 0.70% expense ratio.
Return for Risk
XRT vs. CARZ — Risk / Return Rank
XRT
CARZ
XRT vs. CARZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Retail ETF (XRT) and First Trust NASDAQ Global Auto Index Fund (CARZ). 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.
| XRT | CARZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.80 | -1.09 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.45 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 3.10 | -1.74 |
Martin ratioReturn relative to average drawdown | 3.60 | 12.53 | -8.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XRT | CARZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.80 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.32 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.45 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.34 | 0.00 |
Correlation
The correlation between XRT and CARZ is 0.56, 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
XRT vs. CARZ - Dividend Comparison
XRT's dividend yield for the trailing twelve months is around 0.86%, less than CARZ's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XRT SPDR S&P Retail ETF | 0.86% | 0.77% | 1.52% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.30% |
CARZ First Trust NASDAQ Global Auto Index Fund | 2.06% | 2.13% | 1.17% | 1.40% | 1.59% | 2.25% | 0.63% | 3.23% | 2.85% | 2.11% | 2.47% | 1.64% |
Drawdowns
XRT vs. CARZ - Drawdown Comparison
The maximum XRT drawdown since its inception was -65.81%, which is greater than CARZ's maximum drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for XRT and CARZ.
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Drawdown Indicators
| XRT | CARZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -51.20% | -14.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -16.91% | +3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -44.57% | -40.30% | -4.27% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | -51.20% | +4.18% |
Current DrawdownCurrent decline from peak | -16.82% | -10.07% | -6.75% |
Average DrawdownAverage peak-to-trough decline | -15.01% | -13.03% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 4.19% | +0.92% |
Volatility
XRT vs. CARZ - Volatility Comparison
The current volatility for SPDR S&P Retail ETF (XRT) is 5.65%, while First Trust NASDAQ Global Auto Index Fund (CARZ) has a volatility of 11.13%. This indicates that XRT experiences smaller price fluctuations and is considered to be less risky than CARZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRT | CARZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 11.13% | -5.48% |
Volatility (6M)Calculated over the trailing 6-month period | 14.65% | 19.44% | -4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 30.54% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.01% | 27.64% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.17% | 26.03% | +1.14% |