XTN vs. BIPC
Compare and contrast key facts about SPDR S&P Transportation ETF (XTN) and Brookfield Infrastructure Corporation (BIPC).
XTN is a passively managed fund by State Street that tracks the performance of the S&P Transportation Select Industry Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XTN or BIPC.
Key characteristics
| XTN | BIPC | |
|---|---|---|
| YTD Return | 10.49% | 25.52% |
| 1Y Return | 34.87% | 50.96% |
| 3Y Return (Ann) | -1.31% | 3.56% |
| Sharpe Ratio | 1.47 | 1.49 |
| Sortino Ratio | 2.20 | 2.09 |
| Omega Ratio | 1.25 | 1.25 |
| Calmar Ratio | 1.11 | 1.07 |
| Martin Ratio | 5.32 | 7.43 |
| Ulcer Index | 6.16% | 5.99% |
| Daily Std Dev | 22.29% | 29.84% |
| Max Drawdown | -43.77% | -48.51% |
| Current Drawdown | -4.81% | -10.41% |
Correlation
The correlation between XTN and BIPC is 0.45, 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.
Performance
XTN vs. BIPC - Performance Comparison
In the year-to-date period, XTN achieves a 10.49% return, which is significantly lower than BIPC's 25.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XTN vs. BIPC - Risk-Adjusted Performance 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.
Dividends
XTN vs. BIPC - Dividend Comparison
XTN's dividend yield for the trailing twelve months is around 0.76%, less than BIPC's 3.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTN SPDR S&P Transportation ETF | 0.76% | 0.73% | 1.04% | 1.02% | 0.75% | 1.17% | 0.98% | 0.64% | 0.66% | 1.03% | 0.39% | 0.42% |
BIPC Brookfield Infrastructure Corporation | 3.73% | 4.34% | 3.70% | 4.11% | 2.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XTN vs. BIPC - Drawdown Comparison
The maximum XTN drawdown since its inception was -43.77%, smaller than the maximum BIPC drawdown of -48.51%. Use the drawdown chart below to compare losses from any high point for XTN and BIPC. For additional features, visit the drawdowns tool.
Volatility
XTN vs. BIPC - Volatility Comparison
SPDR S&P Transportation ETF (XTN) has a higher volatility of 8.40% compared to Brookfield Infrastructure Corporation (BIPC) at 7.71%. 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.