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XTN vs. BIPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTN vs. BIPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Transportation ETF (XTN) and Brookfield Infrastructure Corporation (BIPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XTN achieves a 24.64% return, which is significantly higher than BIPC's -12.81% return.


XTN

1D
-0.31%
1M
6.93%
YTD
24.64%
6M
22.47%
1Y
45.99%
3Y*
14.09%
5Y*
6.44%
10Y*
11.36%

BIPC

1D
2.48%
1M
-6.94%
YTD
-12.81%
6M
-14.78%
1Y
-2.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTN vs. BIPC - Yearly Performance Comparison


2026 (YTD)20252024
XTN
SPDR S&P Transportation ETF
24.64%6.33%-1.43%
BIPC
Brookfield Infrastructure Corporation
-12.81%18.32%3.65%

Correlation

The correlation between XTN and BIPC is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2024

0.37

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Return for Risk

XTN vs. BIPC — Risk / Return Rank

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

XTN
XTN Risk / Return Rank: 5050
Overall Rank
XTN Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XTN Sortino Ratio Rank: 4848
Sortino Ratio Rank
XTN Omega Ratio Rank: 4646
Omega Ratio Rank
XTN Calmar Ratio Rank: 5858
Calmar Ratio Rank
XTN Martin Ratio Rank: 4646
Martin Ratio Rank

BIPC
BIPC Risk / Return Rank: 3737
Overall Rank
BIPC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BIPC Sortino Ratio Rank: 3333
Sortino Ratio Rank
BIPC Omega Ratio Rank: 3333
Omega Ratio Rank
BIPC Calmar Ratio Rank: 4040
Calmar Ratio Rank
BIPC Martin Ratio Rank: 3838
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.

XTN vs. BIPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Transportation ETF (XTN) and Brookfield Infrastructure Corporation (BIPC). 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.


XTNBIPCDifference
Sharpe ratioReturn per unit of total volatility

+1.72

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.28

1.01

+0.27

Calmar ratioReturn relative to maximum drawdown

2.67

-0.08

+2.76

Martin ratioReturn relative to average drawdown

7.36

-0.22

+7.58

XTN vs. BIPC - Sharpe Ratio Comparison

The current XTN Sharpe Ratio is 1.63, which is higher than the BIPC Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of XTN and BIPC, 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

XTN vs. BIPC - Drawdown Comparison

The maximum XTN drawdown since its inception was -43.77%, which is greater than BIPC's maximum drawdown of -29.77%. Use the drawdown chart below to compare losses from any high point for XTN and BIPC.


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Drawdown Indicators


XTNBIPCDifference

Max Drawdown

Largest peak-to-trough decline

-43.77%

-29.77%

-14.00%

Max Drawdown (1Y)

Largest decline over 1 year

-17.28%

-29.77%

+12.49%

Max Drawdown (3Y)

Largest decline over 3 years

-33.69%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

Max Drawdown (10Y)

Largest decline over 10 years

-43.77%

Current Drawdown

Current decline from peak

-3.37%

-22.38%

+19.01%

Average Drawdown

Average peak-to-trough decline

-10.91%

-8.17%

-2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

11.28%

-5.02%

Volatility

XTN vs. BIPC - Volatility Comparison

SPDR S&P Transportation ETF (XTN) has a higher volatility of 7.65% compared to Brookfield Infrastructure Corporation (BIPC) at 7.16%. This indicates that XTN's price experiences larger fluctuations and is considered to be riskier than BIPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTNBIPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

7.16%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

22.64%

22.91%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

28.35%

28.44%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.94%

29.70%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.21%

29.70%

-3.49%

Dividends

XTN vs. BIPC - Dividend Comparison

XTN's dividend yield for the trailing twelve months is around 0.65%, less than BIPC's 4.56% yield.


PositionTTM20252024202320222021202020192018201720162015
BIPC
Brookfield Infrastructure Corporation
4.56%3.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XTN
SPDR S&P Transportation ETF
0.65%0.78%0.93%0.73%1.04%1.02%0.75%1.17%0.98%0.63%0.66%1.03%

Frequently Asked Questions


XTN and BIPC have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XTN has higher volatility (7.65%) compared to BIPC (7.16%). In terms of maximum drawdown, XTN dropped -43.77% vs BIPC's -29.77%.

XTN currently has the higher Sharpe Ratio (1.63 vs -0.09), 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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