^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.
Key characteristics
| ^DJI | XLV | |
|---|---|---|
| YTD Return | 14.30% | 13.66% |
| 1Y Return | 26.71% | 18.87% |
| 3Y Return (Ann) | 6.89% | 7.90% |
| 5Y Return (Ann) | 10.01% | 12.76% |
| 10Y Return (Ann) | 10.18% | 11.43% |
| Sharpe Ratio | 2.49 | 1.73 |
| Sortino Ratio | 3.41 | 2.37 |
| Omega Ratio | 1.46 | 1.32 |
| Calmar Ratio | 2.25 | 1.60 |
| Martin Ratio | 13.42 | 8.42 |
| Ulcer Index | 1.99% | 2.22% |
| Daily Std Dev | 10.76% | 10.84% |
| Max Drawdown | -53.78% | -39.18% |
| Current Drawdown | 0.00% | -2.15% |
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.
Performance
^DJI vs. XLV - Performance Comparison
The year-to-date returns for both stocks are quite close, with ^DJI having a 14.30% return and XLV slightly lower at 13.66%. Over the past 10 years, ^DJI has underperformed XLV with an annualized return of 10.18%, while XLV has yielded a comparatively higher 11.43% annualized 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
^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) and Health Care Select Sector SPDR Fund (XLV) have volatilities of 2.81% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.