FTSM vs XLB

Comparison between FIRST TRUST ENHANCED SHORT MATURITY ETF (FTSM, ETF) and THE MATERIALS SELECT SECTOR SPDR FUND (XLB, ETF).

5-Year PerformanceXLB has outperformed FTSM, delivering a return of +5.3% compared to +3.4%

FTSM vs XLB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FTSM(ETF)	XLB(ETF)
Net Assets	$6.50B	$6.50B
Expense Ratio	0.29%	0.08%
Max Drawdown	5.39%	60.72%
Sharpe Ratio	1.11	1.28
5Y Beta	-0.00	0.79
P/E Ratio	N/A	35.68
Forward P/E	N/A	19.05
PEG Ratio	N/A	0.34
5Y Dividends CAGR	38.45%	6.53%
5Y EPS CAGR	N/A	16.48%
Debt to Equity	N/A	43.55%
P/S Ratio	N/A	2.05
P/B Ratio	N/A	2.87

Net Assets

FTSM

$6.50B

XLB

$6.50B

Expense Ratio

FTSM

0.29%

Winner

XLB

0.08%

Max Drawdown

Winner

FTSM

5.39%

XLB

60.72%

Sharpe Ratio

FTSM

1.11

Winner

XLB

1.28

5Y Beta

Winner

FTSM

-0.00

XLB

0.79

P/E Ratio

FTSM

N/A

XLB

35.68

Forward P/E

FTSM

N/A

XLB

19.05

PEG Ratio

FTSM

N/A

XLB

0.34

5Y Dividends CAGR

Winner

FTSM

38.45%

XLB

6.53%

5Y EPS CAGR

FTSM

N/A

XLB

16.48%

Debt to Equity

FTSM

N/A

XLB

43.55%

P/S Ratio

FTSM

N/A

XLB

2.05

P/B Ratio

FTSM

N/A

XLB

2.87

FTSM vs XLB - Historical Returns

Returns include dividend reinvestment.

Period	FTSM	XLB
1 month	+0.35%	-0.31%
3 months	+0.77%	-0.70%
6 months	+1.85%	+21.37%
1 year	+4.29%	+24.71%
5 years(CAGR)	+3.42%	+5.33%
10 years(CAGR)	+2.53%	+10.72%
Max(CAGR)	+2.21%	+8.08%

Winner

FTSM

+0.35%

XLB

-0.31%

Winner

FTSM

+0.77%

XLB

-0.70%

FTSM

+1.85%

Winner

XLB

+21.37%

FTSM

+4.29%

Winner

XLB

+24.71%

5Y(CAGR)

FTSM

+3.42%

Winner

XLB

+5.33%

10Y(CAGR)

FTSM

+2.53%

Winner

XLB

+10.72%

Max(CAGR)

FTSM

+2.21%

Winner

XLB

+8.08%

FTSM vs XLB - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FTSM	XLB
2026	+1.18%	+12.35%
2025	+4.60%	+11.15%
2024	+5.20%	+0.32%
2023	+5.12%	+12.57%
2022	+1.04%	-11.15%
2021	-0.03%	+28.67%
2020	+1.12%	+21.95%
2019	+2.81%	+23.50%
2018	+1.92%	-16.06%
2017	+1.62%	+23.29%
2016	+1.18%	+18.66%
2015	+0.22%	-8.81%
2014	-0.11%	+8.04%
2013	N/A	+22.92%
2012	N/A	+11.60%
2011	N/A	-11.64%
2010	N/A	+16.90%
2009	N/A	+42.96%
2008	N/A	-43.51%
2007	N/A	+22.87%
2006	N/A	+16.78%
2005	N/A	+5.14%
2004	N/A	+14.04%
2003	N/A	+33.88%
2002	N/A	-6.05%
2001	N/A	+4.21%
2000	N/A	-13.76%
1999	N/A	+11.31%

FTSM vs XLB Drawdown Comparison

The maximum drawdown for FTSM was -4.12%, occurring on Mar 20, 2020. Recovery took 67 trading sessions.

The maximum drawdown for XLB was -59.83%, occurring on Mar 2, 2009. Recovery took 1250 trading sessions.

The current XLB drawdown is -3.36%.

Rank	FTSM	XLB
#1	-4.12% Mar 3, 2020 - Jun 8, 2020	-59.83% May 20, 2008 - May 8, 2013
#2	-1.80% Aug 31, 2015 - May 10, 2017	-37.25% Jan 26, 2018 - Jul 17, 2020
#3	-0.65% Oct 4, 2021 - Nov 2, 2022	-36.56% Jan 6, 2000 - Dec 1, 2003
#4	-0.35% May 21, 2015 - Aug 31, 2015	-26.87% Feb 24, 2015 - Dec 5, 2016
#5	-0.30% Oct 21, 2014 - Jan 30, 2015	-24.73% Apr 20, 2022 - Feb 29, 2024
#6	-0.20% Sep 5, 2014 - Oct 16, 2014	-23.17% Oct 18, 2024 - Jan 9, 2026
#7	-0.15% Apr 3, 2025 - Apr 17, 2025	-16.84% Mar 4, 2005 - Jan 6, 2006
#8	-0.15% Mar 16, 2015 - Apr 20, 2015	-15.78% Jul 19, 2007 - Oct 9, 2007
#9	-0.13% Jan 30, 2015 - Mar 2, 2015	-15.48% May 10, 2006 - Nov 20, 2006
#10	-0.12% Feb 27, 2026 - Mar 30, 2026	-15.02% Oct 31, 2007 - Apr 16, 2008
#11	-0.12% Nov 23, 2018 - Dec 24, 2018	-12.38% Feb 11, 2026 - Mar 20, 2026
#12	-0.12% Jun 10, 2020 - Jun 22, 2020	-12.19% Mar 1, 2004 - Sep 2, 2004
#13	-0.12% Jul 6, 2020 - Jul 20, 2020	-11.96% Dec 31, 2021 - Apr 20, 2022
#14	-0.10% Mar 20, 2023 - Mar 23, 2023	-10.99% Sep 24, 2014 - Feb 12, 2015
#15	-0.10% Aug 7, 2014 - Aug 15, 2014	-10.14% May 17, 2021 - Nov 8, 2021

Correlation

Correlation between FTSM and XLB is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (1999 - 2026)

FTSM vs XLB dividend yield comparison.

Year	FTSM	XLB
2026	1.35%	0.40%
2025	4.28%	1.92%
2024	4.91%	1.92%
2023	4.62%	2.00%
2022	1.62%	2.26%
2021	0.39%	1.62%
2020	1.20%	1.72%
2019	2.38%	1.98%
2018	2.14%	2.20%
2017	1.49%	1.66%
2016	1.03%	1.95%
2015	0.48%	2.24%
2014	0.16%	1.97%
2013	0.00%	2.08%
2012	0.00%	2.27%
2011	0.00%	2.20%
2010	0.00%	3.07%
2009	0.00%	1.76%
2008	0.00%	3.60%
2007	0.00%	1.95%
2006	0.00%	3.25%
2005	0.00%	2.10%
2004	0.00%	1.70%
2003	0.00%	1.79%
2002	0.00%	2.29%
2001	0.00%	2.03%
2000	0.00%	4.22%
1999	0.00%	0.62%