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BUYZ vs. XLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BUYZ vs. XLY

Last updated Jun 4, 2026

BUYZ (Franklin Disruptive Commerce ETF) and XLY (Consumer Discretionary Select Sector SPDR Fund) are both exchange-traded funds - BUYZ is a Large Cap Growth Equities fund actively managed by Franklin Templeton, while XLY is a Consumer Discretionary Equities fund tracking the Consumer Discretionary Select Sector Index. BUYZ is actively managed, while XLY is passively managed. Over the past 5 years, BUYZ returned -7.01%/yr vs 7.29%/yr for XLY. A 0.75 correlation means they provide meaningful diversification when combined. BUYZ charges 0.50%/yr vs 0.13%/yr for XLY.

Performance

BUYZ vs. XLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Disruptive Commerce ETF (BUYZ) and Consumer Discretionary Select Sector SPDR Fund (XLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUYZ achieves a -15.59% return, which is significantly lower than XLY's -2.05% return.

BUYZ

1D
-1.79%
1M
-4.87%
YTD
-15.59%
6M
-16.44%
1Y
-13.70%
3Y*
11.07%
5Y*
-7.01%
10Y*
—

XLY

1D
-0.73%
1M
-0.84%
YTD
-2.05%
6M
-1.92%
1Y
9.22%
3Y*
15.08%
5Y*
7.29%
10Y*
12.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUYZ vs. XLY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
BUYZ
Franklin Disruptive Commerce ETF		-15.59%8.70%28.25%39.13%-49.81%-19.38%111.45%
XLY
Consumer Discretionary Select Sector SPDR Fund		-2.05%7.37%26.51%39.64%-36.27%27.93%40.36%

Correlation

The correlation between BUYZ and XLY is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.75

The correlation between BUYZ and XLY shifts across timeframes, from 0.66 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

BUYZ vs. XLY - Sectors Allocation Comparison

Sectors
BUYZ
XLY

Consumer Cyclical

41.0%
97.5%

Communication Services

21.9%
1.4%

Technology

15.9%
0.9%

Financial Services

7.8%

-

Consumer Defensive

6.1%

-

Industrials

4.7%
0.1%

Real Estate

2.5%

-

Healthcare

0.7%

-

Basic Materials

-

-

Energy

-

-

Utilities

-

-

Consumer Cyclical

BUYZ
41.0%
XLY
97.5%

Communication Services

BUYZ
21.9%
XLY
1.4%

Technology

BUYZ
15.9%
XLY
0.9%

Financial Services

BUYZ
7.8%
XLY

-

Consumer Defensive

BUYZ
6.1%
XLY

-

Industrials

BUYZ
4.7%
XLY
0.1%

Real Estate

BUYZ
2.5%
XLY

-

Healthcare

BUYZ
0.7%
XLY

-

Basic Materials

BUYZ

-

XLY

-

Energy

BUYZ

-

XLY

-

Utilities

BUYZ

-

XLY

-

Compare stocks, funds, or ETFs

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Franklin Disruptive Commerce ETF

Consumer Discretionary Select Sector SPDR Fund

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Return for Risk

BUYZ vs. XLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BUYZ
BUYZ Risk / Return Rank: 44
Overall Rank
BUYZ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BUYZ Sortino Ratio Rank: 44
Sortino Ratio Rank
BUYZ Omega Ratio Rank: 44
Omega Ratio Rank
BUYZ Calmar Ratio Rank: 55
Calmar Ratio Rank
BUYZ Martin Ratio Rank: 55
Martin Ratio Rank
XLY
XLY Risk / Return Rank: 1616
Overall Rank
XLY Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XLY Sortino Ratio Rank: 1616
Sortino Ratio Rank
XLY Omega Ratio Rank: 1616
Omega Ratio Rank
XLY Calmar Ratio Rank: 1616
Calmar Ratio Rank
XLY Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUYZ vs. XLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) and Consumer Discretionary Select Sector SPDR Fund (XLY). 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.

BUYZXLYDifference
Sharpe ratioReturn per unit of total volatility
-0.62
0.51

-1.13

Sortino ratioReturn per unit of downside risk
-0.72
0.84

-1.56

Omega ratioGain probability vs. loss probability

0.91

1.10

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.45

0.62

-1.06

Martin ratioReturn relative to average drawdown

-0.91

1.95

-2.85

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BUYZ vs. XLY - Sharpe Ratio Comparison

The current BUYZ Sharpe Ratio is -0.62, which is lower than the XLY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BUYZ and XLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

BUYZXLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

0.51

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.31

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.57

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.43

-0.24

Drawdowns

BUYZ vs. XLY - Drawdown Comparison

The maximum BUYZ drawdown since its inception was -68.04%, which is greater than XLY's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for BUYZ and XLY.

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Drawdown Indicators

BUYZXLYDifference

Max Drawdown

Largest peak-to-trough decline

-68.04%

-59.05%

-8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-30.85%

-14.98%

-15.87%

Max Drawdown (3Y)

Largest decline over 3 years

-30.85%

-26.01%

-4.84%

Max Drawdown (5Y)

Largest decline over 5 years

-63.32%

-39.67%

-23.65%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.67%

—

Current Drawdown

Current decline from peak

-45.52%

-6.07%

-39.45%

Average Drawdown

Average peak-to-trough decline

-38.76%

-9.56%

-29.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.13%

4.75%

+10.38%

Volatility

BUYZ vs. XLY - Volatility Comparison

Franklin Disruptive Commerce ETF (BUYZ) and Consumer Discretionary Select Sector SPDR Fund (XLY) have volatilities of 5.15% and 5.15%, 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.

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Volatility by Period

BUYZXLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

5.15%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

17.16%

13.09%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

22.18%

18.16%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.17%

23.79%

+3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.91%

22.05%

+7.86%

BUYZ vs. XLY - Expense Ratio Comparison

BUYZ has a 0.50% expense ratio, which is higher than XLY's 0.13% expense ratio.

Dividends

BUYZ vs. XLY - Dividend Comparison

BUYZ has not paid dividends to shareholders, while XLY's dividend yield for the trailing twelve months is around 0.76%.

PositionTTM20252024202320222021202020192018201720162015
BUYZ
Franklin Disruptive Commerce ETF		0.00%0.00%0.07%0.00%0.00%0.77%0.00%0.00%0.00%0.00%0.00%0.00%
XLY
Consumer Discretionary Select Sector SPDR Fund		0.76%0.79%0.72%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%

Frequently Asked Questions

BUYZ and XLY have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLY has higher volatility (5.15%) compared to BUYZ (5.15%). In terms of maximum drawdown, BUYZ dropped -68.04% vs XLY's -59.05%.

On 5-year performance, XLY leads with 7.29% vs -7.01% for BUYZ. On fees, XLY is cheaper at 0.13% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XLY has performed better with a 7.29% return vs -7.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLY is cheaper with a 0.13% expense ratio, compared with 0.50% for BUYZ.

XLY has the higher dividend yield at 0.76%, compared with 0.00% for BUYZ.

BUYZ is categorized as Large Cap Growth Equities, while XLY is Consumer Discretionary Equities. They also come from different issuers: Franklin Templeton and State Street. Their fees differ too: 0.50% for BUYZ and 0.13% for XLY.

XLY currently has the higher Sharpe Ratio (0.51 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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