State Street Industrial Select Sector SPDR ETF (XLI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
State Street Industrial Select Sector SPDR ETF (XLI): 1Y return 22.9%, Sharpe ratio 1.40, volatility 15.1%, max drawdown -12.2%. A ETF in the Equity asset class. Compare XLI with other assets and invest through your own broker with pfolio.
State Street Industrial Select Sector SPDR ETF (XLI) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
XLI Performance
- MTD
- Return: -0.8%, Sharpe: -0.50, Volatility: 17.1%, Max Drawdown: -4.6%
- YTD
- Return: 11.9%, Sharpe: 1.51, Volatility: 18.8%, Max Drawdown: -12.2%
- 1Y
- Return: 22.9%, Sharpe: 1.40, Volatility: 15.1%, Max Drawdown: -12.2%
- 5Y
- Return: 77.7%, Sharpe: 0.74, Volatility: 17.1%, Max Drawdown: -21.6%
- 10Y
- Return: 268.8%, Sharpe: 0.74, Volatility: 19.6%, Max Drawdown: -42.3%
Frequently Asked Questions
- What is State Street Industrial Select Sector SPDR ETF (XLI)?
- State Street Industrial Select Sector SPDR ETF (XLI) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does XLI compare to other assets?
- You can compare XLI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in XLI through pfolio?
- pfolio helps you build diversified portfolios that may include XLI. You invest through your own broker — pfolio provides the analytics.