XYL vs. IVV
Compare and contrast key facts about Xylem Inc. (XYL) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XYL or IVV.
Performance
XYL vs. IVV - Performance Comparison
Returns By Period
In the year-to-date period, XYL achieves a 11.85% return, which is significantly lower than IVV's 26.56% return. Over the past 10 years, XYL has outperformed IVV with an annualized return of 14.13%, while IVV has yielded a comparatively lower 13.20% annualized return.
XYL
11.85%
-3.68%
-11.58%
25.13%
11.81%
14.13%
IVV
26.56%
3.04%
13.24%
32.78%
15.74%
13.20%
Key characteristics
| XYL | IVV | |
|---|---|---|
| Sharpe Ratio | 1.22 | 2.70 |
| Sortino Ratio | 1.66 | 3.60 |
| Omega Ratio | 1.24 | 1.50 |
| Calmar Ratio | 1.07 | 3.90 |
| Martin Ratio | 3.86 | 17.52 |
| Ulcer Index | 6.51% | 1.87% |
| Daily Std Dev | 20.64% | 12.16% |
| Max Drawdown | -46.69% | -55.25% |
| Current Drawdown | -12.61% | -0.52% |
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Correlation
The correlation between XYL and IVV is 0.64, 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.
Risk-Adjusted Performance
XYL vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and iShares Core S&P 500 ETF (IVV). 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
XYL vs. IVV - Dividend Comparison
XYL's dividend yield for the trailing twelve months is around 0.85%, less than IVV's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XYL Xylem Inc. | 0.85% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.55% | 1.34% | 1.34% |
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
XYL vs. IVV - Drawdown Comparison
The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for XYL and IVV. For additional features, visit the drawdowns tool.
Volatility
XYL vs. IVV - Volatility Comparison
Xylem Inc. (XYL) has a higher volatility of 8.15% compared to iShares Core S&P 500 ETF (IVV) at 3.98%. This indicates that XYL's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.