PortfoliosLab logoPortfoliosLab logo
XRT vs. VLUE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XRT vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Retail ETF (XRT) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XRT vs. VLUE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XRT
XRT Risk / Return Rank: 4545
Overall Rank
XRT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XRT Sortino Ratio Rank: 4646
Sortino Ratio Rank
XRT Omega Ratio Rank: 4040
Omega Ratio Rank
XRT Calmar Ratio Rank: 5757
Calmar Ratio Rank
XRT Martin Ratio Rank: 4141
Martin Ratio Rank

VLUE
VLUE Risk / Return Rank: 9090
Overall Rank
VLUE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9090
Sortino Ratio Rank
VLUE Omega Ratio Rank: 8989
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9090
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9292
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.

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.


XRTVLUEDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.87

-1.16

Sortino ratio

Return per unit of downside risk

1.21

2.52

-1.31

Omega ratio

Gain probability vs. loss probability

1.15

1.36

-0.21

Calmar ratio

Return relative to maximum drawdown

1.36

2.92

-1.56

Martin ratio

Return relative to average drawdown

3.60

12.74

-9.14

XRT vs. VLUE - Sharpe Ratio Comparison

The current XRT Sharpe Ratio is 0.71, which is lower than the VLUE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XRT and VLUE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XRTVLUEDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


XRTVLUEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.82%

-6.60%

-10.22%

Average Drawdown

Average peak-to-trough decline

-15.01%

-6.08%

-8.93%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


XRTVLUEDifference

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%