XYL vs. IVV
XYL (Xylem Inc.) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, XYL returned 10.55%/yr vs 15.54%/yr for IVV. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
XYL vs. IVV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XYL achieves a -18.86% return, which is significantly lower than IVV's 10.85% return. Over the past 10 years, XYL has underperformed IVV with an annualized return of 10.55%, while IVV has yielded a comparatively higher 15.54% annualized return.
XYL
- 1D
- -0.54%
- 1M
- -4.11%
- YTD
- -18.86%
- 6M
- -21.57%
- 1Y
- -12.61%
- 3Y*
- 2.69%
- 5Y*
- -0.46%
- 10Y*
- 10.55%
IVV
- 1D
- -0.76%
- 1M
- 4.97%
- YTD
- 10.85%
- 6M
- 10.87%
- 1Y
- 28.00%
- 3Y*
- 22.43%
- 5Y*
- 13.88%
- 10Y*
- 15.54%
XYL vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XYL Xylem Inc. | -18.86% | 18.78% | 2.57% | 4.77% | -6.60% | 18.94% | 30.90% | 19.59% | -1.01% | 39.50% |
IVV iShares Core S&P 500 ETF | 10.85% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between XYL and IVV is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2011 | 0.64 |
The correlation between XYL and IVV shifts across timeframes, from 0.55 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XYL vs. IVV — Risk / Return Rank
XYL
IVV
XYL vs. IVV - Risk-Adjusted Trends 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.
| XYL | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.87 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.43 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 3.17 | -3.59 |
| Martin ratioReturn relative to average drawdown | -0.99 | 14.71 | -15.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XYL | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 2.39 | -2.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.83 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.86 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.45 | +0.02 |
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.
Loading charts...
Drawdown Indicators
| XYL | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -55.25% | +8.56% |
Max Drawdown (1Y)Largest decline over 1 year | -30.04% | -8.89% | -21.15% |
Max Drawdown (3Y)Largest decline over 3 years | -30.04% | -18.75% | -11.29% |
Max Drawdown (5Y)Largest decline over 5 years | -46.69% | -24.53% | -22.16% |
Max Drawdown (10Y)Largest decline over 10 years | -46.69% | -33.90% | -12.79% |
Current DrawdownCurrent decline from peak | -27.55% | -0.76% | -26.79% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -10.78% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.74% | 1.91% | +10.83% |
Volatility
XYL vs. IVV - Volatility Comparison
Xylem Inc. (XYL) has a higher volatility of 6.33% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. 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.
Loading charts...
Volatility by Period
| XYL | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 2.87% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 19.01% | 8.90% | +10.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 11.80% | +12.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.04% | 16.88% | +9.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.28% | 18.05% | +9.23% |
Dividends
XYL vs. IVV - Dividend Comparison
XYL's dividend yield for the trailing twelve months is around 1.51%, more than IVV's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.06% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
XYL Xylem Inc. | 1.51% | 1.17% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% |
Frequently Asked Questions
XYL and IVV have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYL has higher volatility (6.33%) compared to IVV (2.87%). In terms of maximum drawdown, XYL dropped -46.69% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.39 vs -0.52), 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.
Find the right allocation for XYL and IVV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer