{"schemaVersion":1,"ticker":"XLI","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xli/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, XLI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/xli/"},"benchmark":{"ticker":"SPY","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"XLI","b":"SPY","window":{"from":"1998-12-31","to":"2026-10-23","firstReturn":"1999-01-08","weeklyReturns":1451,"years":27.81,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01771326,"perWeek":0.0003406396,"days":6207,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":9.9882678,"b":8.97370123,"edge":"XLI","lead":"XLI"},"annualised":{"a":0.08969297,"b":0.08591634,"edge":"XLI (slight)","lead":"XLI"},"price":{"a":5.70276873,"b":5.16295996,"edge":"XLI (slight)","lead":"XLI"},"volatility":{"a":0.20588505,"b":0.17696642,"edge":"SPY","lead":"SPY"},"downsideDeviation":{"a":0.14420435,"b":0.12585879,"edge":"SPY","lead":"SPY"},"maxDrawdown":{"a":-0.61638051,"b":-0.5462484,"edge":"SPY","lead":"SPY","aPeak":"2007-10-05","aTrough":"2009-03-06","bPeak":"2007-10-12","bTrough":"2009-03-06"},"excess":{"a":0.08960554,"b":0.08059019,"edge":"XLI","lead":"XLI"},"sharpe":{"a":0.43522121,"b":0.45539821,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":0.62137892,"b":0.6403223,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":0.14551558,"b":0.15728438,"edge":"SPY (slight)","lead":"SPY"}},"relative":{"XLI":{"on":"SPY","beta":1.03453067,"r2":0.79071293,"alpha":0.00623252,"alphaT":0.34872634,"alphaLow":-0.02882569,"alphaHigh":0.04129072,"upsideCapture":1.05895644,"downsideCapture":1.02178734,"treynor":0.08661468,"trackingError":0.09438612,"informationRatio":0.09551564,"upWeeks":815,"downWeeks":635,"treynorReference":0.08059019,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"XLI (slight)","lead":"XLI"},"downsideCapture":{"edge":"SPY (slight)","lead":"SPY"},"treynor":{"edge":"XLI (slight)","lead":"XLI"},"informationRatio":{"edge":null,"lead":"XLI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XLI":{"kept":"2026-10-26","distributions":111,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-23","amount":0.395772,"vendor":0.413757}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":1451,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":9.9882678}},"SPY":{"kept":"2026-10-26","distributions":112,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2008-09-19","amount":0.69092,"vendor":0.664676},{"ex":"2020-03-20","amount":1.405559,"vendor":1.468475}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":1451,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":8.97370123}}}}