^DJI vs. XLV
Compare and contrast key facts about Dow Jones Industrial Average (^DJI) and Health Care Select Sector SPDR Fund (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJI or XLV.
Performance
^DJI vs. XLV - Performance Comparison
Returns By Period
In the year-to-date period, ^DJI achieves a 15.27% return, which is significantly higher than XLV's 5.18% return. Both investments have delivered pretty close results over the past 10 years, with ^DJI having a 9.41% annualized return and XLV not far behind at 9.30%.
^DJI
15.27%
0.39%
8.60%
24.32%
9.27%
9.41%
XLV
5.18%
-7.46%
-2.31%
12.12%
9.67%
9.30%
Key characteristics
| ^DJI | XLV | |
|---|---|---|
| Sharpe Ratio | 2.19 | 1.17 |
| Sortino Ratio | 3.13 | 1.65 |
| Omega Ratio | 1.41 | 1.21 |
| Calmar Ratio | 3.99 | 1.33 |
| Martin Ratio | 12.20 | 4.96 |
| Ulcer Index | 1.98% | 2.54% |
| Daily Std Dev | 11.01% | 10.78% |
| Max Drawdown | -53.78% | -39.18% |
| Current Drawdown | -1.91% | -9.46% |
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Correlation
The correlation between ^DJI and XLV is 0.73, 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.
Risk-Adjusted Performance
^DJI vs. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Industrial Average (^DJI) and Health Care Select Sector SPDR Fund (XLV). 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.
Drawdowns
^DJI vs. XLV - Drawdown Comparison
The maximum ^DJI drawdown since its inception was -53.78%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for ^DJI and XLV. For additional features, visit the drawdowns tool.
Volatility
^DJI vs. XLV - Volatility Comparison
Dow Jones Industrial Average (^DJI) has a higher volatility of 4.58% compared to Health Care Select Sector SPDR Fund (XLV) at 3.52%. This indicates that ^DJI's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.