XLB vs JMBS

Comparison between THE MATERIALS SELECT SECTOR SPDR FUND (XLB, ETF) and JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF).

5-Year PerformanceXLB has outperformed JMBS, delivering a return of +5.3% compared to +0.8%

XLB vs JMBS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XLB(ETF)	JMBS(ETF)
Net Assets	$6.50B	$6.60B
Expense Ratio	0.08%	0.21%
Max Drawdown	60.72%	22.48%
Sharpe Ratio	1.28	0.70
5Y Beta	0.79	0.04
P/E Ratio	35.68	N/A
Forward P/E	19.05	N/A
PEG Ratio	0.34	N/A
5Y Dividends CAGR	6.53%	12.04%
5Y EPS CAGR	16.48%	N/A
Debt to Equity	43.55%	N/A
P/S Ratio	2.05	N/A
P/B Ratio	2.87	N/A

Net Assets

XLB

$6.50B

Winner

JMBS

$6.60B

Expense Ratio

Winner

XLB

0.08%

JMBS

0.21%

Max Drawdown

XLB

60.72%

Winner

JMBS

22.48%

Sharpe Ratio

Winner

XLB

1.28

JMBS

0.70

5Y Beta

XLB

0.79

Winner

JMBS

0.04

P/E Ratio

XLB

35.68

JMBS

N/A

Forward P/E

XLB

19.05

JMBS

N/A

PEG Ratio

XLB

0.34

JMBS

N/A

5Y Dividends CAGR

XLB

6.53%

Winner

JMBS

12.04%

5Y EPS CAGR

XLB

16.48%

JMBS

N/A

Debt to Equity

XLB

43.55%

JMBS

N/A

P/S Ratio

XLB

2.05

JMBS

N/A

P/B Ratio

XLB

2.87

JMBS

N/A

XLB vs JMBS - Historical Returns

Returns include dividend reinvestment.

Period	XLB	JMBS
1 month	-0.31%	+0.11%
3 months	-0.70%	+0.24%
6 months	+21.37%	+1.79%
1 year	+24.71%	+7.59%
5 years(CAGR)	+5.33%	+0.80%
10 years(CAGR)	+10.72%	N/A
Max(CAGR)	+8.08%	+2.40%

XLB

-0.31%

Winner

JMBS

+0.11%

XLB

-0.70%

Winner

JMBS

+0.24%

Winner

XLB

+21.37%

JMBS

+1.79%

Winner

XLB

+24.71%

JMBS

+7.59%

5Y(CAGR)

Winner

XLB

+5.33%

JMBS

+0.80%

10Y(CAGR)

XLB

+10.72%

JMBS

N/A

Max(CAGR)

Winner

XLB

+8.08%

JMBS

+2.40%

XLB vs JMBS - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	XLB	JMBS
2026	+12.35%	+1.32%
2025	+11.15%	+8.67%
2024	+0.32%	+2.14%
2023	+12.57%	+5.34%
2022	-11.15%	-11.28%
2021	+28.67%	-0.50%
2020	+21.95%	+5.74%
2019	+23.50%	+6.91%
2018	-16.06%	+1.53%
2017	+23.29%	N/A
2016	+18.66%	N/A
2015	-8.81%	N/A
2014	+8.04%	N/A
2013	+22.92%	N/A
2012	+11.60%	N/A
2011	-11.64%	N/A
2010	+16.90%	N/A
2009	+42.96%	N/A
2008	-43.51%	N/A
2007	+22.87%	N/A
2006	+16.78%	N/A
2005	+5.14%	N/A
2004	+14.04%	N/A
2003	+33.88%	N/A
2002	-6.05%	N/A
2001	+4.21%	N/A
2000	-13.76%	N/A
1999	+11.31%	N/A

XLB vs JMBS Drawdown Comparison

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

The maximum drawdown for JMBS was -16.68%, occurring on Oct 20, 2022. Recovery took 1027 trading sessions.

The current XLB drawdown is -3.36%. The current JMBS drawdown is -1.10%.

Rank	XLB	JMBS
#1	-59.83% May 20, 2008 - May 8, 2013	-16.68% Aug 3, 2021 - Sep 5, 2025
#2	-37.25% Jan 26, 2018 - Jul 17, 2020	-4.28% Mar 9, 2020 - May 1, 2020
#3	-36.56% Jan 6, 2000 - Dec 1, 2003	-2.98% Feb 27, 2026 - Mar 26, 2026
#4	-26.87% Feb 24, 2015 - Dec 5, 2016	-1.46% Sep 13, 2018 - Dec 4, 2018
#5	-24.73% Apr 20, 2022 - Feb 29, 2024	-0.97% Feb 3, 2021 - Aug 2, 2021
#6	-23.17% Oct 18, 2024 - Jan 9, 2026	-0.93% Oct 28, 2025 - Nov 25, 2025
#7	-16.84% Mar 4, 2005 - Jan 6, 2006	-0.78% Sep 15, 2025 - Oct 10, 2025
#8	-15.78% Jul 19, 2007 - Oct 9, 2007	-0.68% Nov 26, 2025 - Dec 18, 2025
#9	-15.48% May 10, 2006 - Nov 20, 2006	-0.67% Jun 11, 2020 - Aug 4, 2020
#10	-15.02% Oct 31, 2007 - Apr 16, 2008	-0.65% Jan 14, 2026 - Feb 5, 2026
#11	-12.38% Feb 11, 2026 - Mar 20, 2026	-0.58% Mar 27, 2019 - May 7, 2019
#12	-12.19% Mar 1, 2004 - Sep 2, 2004	-0.53% Sep 4, 2019 - Oct 2, 2019
#13	-11.96% Dec 31, 2021 - Apr 20, 2022	-0.49% Jan 4, 2019 - Jan 31, 2019
#14	-10.99% Sep 24, 2014 - Feb 12, 2015	-0.48% Dec 30, 2025 - Jan 9, 2026
#15	-10.14% May 17, 2021 - Nov 8, 2021	-0.44% Oct 7, 2019 - Nov 5, 2019

Correlation

Correlation between XLB and JMBS is 0.41 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.41

-101

Dividend Comparison (1999 - 2026)

XLB vs JMBS dividend yield comparison.

Year	XLB	JMBS
2026	0.40%	1.74%
2025	1.92%	5.03%
2024	1.92%	5.53%
2023	2.00%	4.38%
2022	2.26%	2.73%
2021	1.62%	1.16%
2020	1.72%	2.92%
2019	1.98%	3.64%
2018	2.20%	0.89%
2017	1.66%	0.00%
2016	1.95%	0.00%
2015	2.24%	0.00%
2014	1.97%	0.00%
2013	2.08%	0.00%
2012	2.27%	0.00%
2011	2.20%	0.00%
2010	3.07%	0.00%
2009	1.76%	0.00%
2008	3.60%	0.00%
2007	1.95%	0.00%
2006	3.25%	0.00%
2005	2.10%	0.00%
2004	1.70%	0.00%
2003	1.79%	0.00%
2002	2.29%	0.00%
2001	2.03%	0.00%
2000	4.22%	0.00%
1999	0.62%	0.00%