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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Consumer Discretionary Select Sector Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Consumer Discretionary Select Sector Index (^SIXY) has returned -11.48% so far this year and 7.05% over the past 12 months. Over the last ten years, ^SIXY has returned 10.43% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Consumer Discretionary Select Sector Index
- 1D
- -2.87%
- 1M
- -9.50%
- YTD
- -11.48%
- 6M
- -11.80%
- 1Y
- 7.05%
- 3Y*
- 14.27%
- 5Y*
- 4.95%
- 10Y*
- 10.43%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2009, ^SIXY's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, your investment would double in approximately 4.6 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +19.0%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^SIXY closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.46% | -3.59% | -9.50% | -11.48% | |||||||||
| 2025 | 3.51% | -7.09% | -8.44% | -0.10% | 8.40% | 1.67% | 1.83% | 4.59% | 3.50% | 0.06% | -1.45% | 1.04% | 6.49% |
| 2024 | -4.42% | 7.83% | -0.15% | -4.67% | 0.13% | 3.81% | 2.82% | -0.31% | 7.27% | -1.75% | 12.70% | 1.07% | 25.46% |
| 2023 | 15.08% | -2.26% | 2.95% | -1.20% | 2.45% | 12.22% | 2.22% | -1.80% | -5.61% | -5.54% | 10.82% | 6.13% | 38.43% |
| 2022 | -9.48% | -4.23% | 4.38% | -11.93% | -5.24% | -10.95% | 18.41% | -4.60% | -8.25% | 1.07% | 1.35% | -11.49% | -36.80% |
| 2021 | 0.76% | -0.52% | 4.21% | 6.46% | -3.47% | 3.45% | 1.01% | 1.73% | -2.16% | 12.00% | 1.62% | 0.02% | 27.10% |
Benchmark Metrics
Consumer Discretionary Select Sector Index has an annualized alpha of 1.70%, beta of 1.07, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 05, 2009.
- This index captured 113.91% of S&P 500 Index gains and 105.31% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.07 and R² of 0.83, this index moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.70%
- Beta
- 1.07
- R²
- 0.83
- Upside Capture
- 113.91%
- Downside Capture
- 105.31%
Return for Risk
Risk / Return Rank
^SIXY ranks 25 for risk / return — below 25% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) and compare them to a chosen benchmark (S&P 500 Index).
| ^SIXY | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 0.90 | -0.73 |
Sortino ratioReturn per unit of downside risk | 0.42 | 1.39 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.21 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | 1.40 | -1.14 |
Martin ratioReturn relative to average drawdown | 0.98 | 6.61 | -5.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^SIXY risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Consumer Discretionary Select Sector Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Consumer Discretionary Select Sector Index was 40.25%, occurring on Dec 28, 2022. Recovery took 475 trading sessions.
The current Consumer Discretionary Select Sector Index drawdown is 15.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.25% | Nov 22, 2021 | 277 | Dec 28, 2022 | 475 | Nov 7, 2024 | 752 |
| -34.15% | Feb 21, 2020 | 19 | Mar 18, 2020 | 56 | Jun 8, 2020 | 75 |
| -30.37% | Jan 7, 2009 | 42 | Mar 9, 2009 | 36 | Apr 29, 2009 | 78 |
| -26.21% | Dec 18, 2024 | 75 | Apr 8, 2025 | 112 | Sep 15, 2025 | 187 |
| -21.67% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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