XRT vs. VLUE
Compare and contrast key facts about SPDR S&P Retail ETF (XRT) and iShares Edge MSCI USA Value Factor ETF (VLUE).
XRT and VLUE 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. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013. Both XRT and VLUE 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. VLUE - Performance Comparison
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XRT vs. VLUE - 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% |
VLUE iShares Edge MSCI USA Value Factor ETF | 4.44% | 32.67% | 7.25% | 14.26% | -14.17% | 28.93% | -0.23% | 27.20% | -11.13% | 21.95% |
Returns By Period
In the year-to-date period, XRT achieves a -5.40% return, which is significantly lower than VLUE's 4.44% return. Over the past 10 years, XRT has underperformed VLUE with an annualized return of 7.33%, while VLUE has yielded a comparatively higher 11.61% 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%
VLUE
- 1D
- 2.68%
- 1M
- -5.29%
- YTD
- 4.44%
- 6M
- 14.88%
- 1Y
- 36.35%
- 3Y*
- 18.33%
- 5Y*
- 9.45%
- 10Y*
- 11.61%
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XRT vs. VLUE - Expense Ratio Comparison
XRT has a 0.35% expense ratio, which is higher than VLUE's 0.15% expense ratio.
Return for Risk
XRT vs. VLUE — Risk / Return Rank
XRT
VLUE
XRT vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Retail ETF (XRT) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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 | VLUE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.87 | -1.16 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.52 | -1.31 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.36 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.92 | -1.56 |
Martin ratioReturn relative to average drawdown | 3.60 | 12.74 | -9.14 |
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 | VLUE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.87 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.55 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.59 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.61 | -0.27 |
Correlation
The correlation between XRT and VLUE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XRT vs. VLUE - Dividend Comparison
XRT's dividend yield for the trailing twelve months is around 0.86%, less than VLUE's 2.00% 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% |
VLUE iShares Edge MSCI USA Value Factor ETF | 2.00% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Drawdowns
XRT vs. VLUE - Drawdown Comparison
The maximum XRT drawdown since its inception was -65.81%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for XRT and VLUE.
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Drawdown Indicators
| XRT | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -39.47% | -26.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -12.81% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -44.57% | -27.12% | -17.45% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | -39.47% | -7.55% |
Current DrawdownCurrent decline from peak | -16.82% | -6.60% | -10.22% |
Average DrawdownAverage peak-to-trough decline | -15.01% | -6.08% | -8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 2.94% | +2.17% |
Volatility
XRT vs. VLUE - Volatility Comparison
The current volatility for SPDR S&P Retail ETF (XRT) is 5.65%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 6.26%. This indicates that XRT experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRT | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 6.26% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 14.65% | 12.28% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 19.55% | +5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.01% | 17.35% | +9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.17% | 19.61% | +7.56% |