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Consumer Staples Select Sector SPDR Fund (XLP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS81369Y3080
CUSIP81369Y308
IssuerState Street
Inception DateDec 16, 1998
RegionNorth America (U.S.)
CategoryConsumer Staples Equities
Index TrackedConsumer Staples Select Sector Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Consumer Staples Select Sector SPDR Fund features an expense ratio of 0.13%, falling within the medium range.


0.50%1.00%1.50%2.00%0.13%

Share Price Chart


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Consumer Staples Select Sector SPDR Fund

Popular comparisons: XLP vs. XLY, XLP vs. VDC, XLP vs. XLU, XLP vs. IYK, XLP vs. SPY, XLP vs. ^GSPC, XLP vs. WMT, XLP vs. VPU, XLP vs. VOO, XLP vs. COST

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Consumer Staples Select Sector SPDR Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%400.00%NovemberDecember2024FebruaryMarchApril
395.72%
319.70%
XLP (Consumer Staples Select Sector SPDR Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Consumer Staples Select Sector SPDR Fund had a return of 2.25% year-to-date (YTD) and -0.54% in the last 12 months. Over the past 10 years, Consumer Staples Select Sector SPDR Fund had an annualized return of 8.15%, while the S&P 500 had an annualized return of 10.50%, indicating that Consumer Staples Select Sector SPDR Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.25%5.90%
1 month-2.49%-1.28%
6 months9.48%15.51%
1 year-0.54%21.68%
5 years (annualized)8.02%11.74%
10 years (annualized)8.15%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.24%2.10%3.32%
2023-4.79%-1.38%4.13%2.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XLP is 19, indicating that it is in the bottom 19% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of XLP is 1919
Consumer Staples Select Sector SPDR Fund(XLP)
The Sharpe Ratio Rank of XLP is 2020Sharpe Ratio Rank
The Sortino Ratio Rank of XLP is 1818Sortino Ratio Rank
The Omega Ratio Rank of XLP is 1818Omega Ratio Rank
The Calmar Ratio Rank of XLP is 1919Calmar Ratio Rank
The Martin Ratio Rank of XLP is 1919Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Consumer Staples Select Sector SPDR Fund (XLP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XLP
Sharpe ratio
The chart of Sharpe ratio for XLP, currently valued at 0.01, compared to the broader market-1.000.001.002.003.004.005.000.01
Sortino ratio
The chart of Sortino ratio for XLP, currently valued at 0.09, compared to the broader market-2.000.002.004.006.008.000.09
Omega ratio
The chart of Omega ratio for XLP, currently valued at 1.01, compared to the broader market1.001.502.002.501.01
Calmar ratio
The chart of Calmar ratio for XLP, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.000.01
Martin ratio
The chart of Martin ratio for XLP, currently valued at 0.02, compared to the broader market0.0020.0040.0060.0080.000.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Consumer Staples Select Sector SPDR Fund Sharpe ratio is 0.01. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.01
1.89
XLP (Consumer Staples Select Sector SPDR Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Consumer Staples Select Sector SPDR Fund granted a 2.87% dividend yield in the last twelve months. The annual payout for that period amounted to $2.10 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.10$1.89$1.84$1.75$1.69$1.62$1.54$1.49$1.31$1.27$1.16$1.03

Dividend yield

2.87%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%2.40%2.39%

Monthly Dividends

The table displays the monthly dividend distributions for Consumer Staples Select Sector SPDR Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.55
2023$0.00$0.00$0.34$0.00$0.00$0.53$0.00$0.00$0.49$0.00$0.00$0.54
2022$0.00$0.00$0.33$0.00$0.00$0.51$0.00$0.00$0.46$0.00$0.00$0.53
2021$0.00$0.00$0.36$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.51
2020$0.00$0.00$0.29$0.00$0.00$0.46$0.00$0.00$0.38$0.00$0.00$0.56
2019$0.00$0.00$0.30$0.00$0.00$0.45$0.00$0.00$0.36$0.00$0.00$0.51
2018$0.00$0.00$0.30$0.00$0.00$0.39$0.00$0.00$0.39$0.00$0.00$0.46
2017$0.00$0.00$0.29$0.00$0.00$0.44$0.00$0.00$0.35$0.00$0.00$0.42
2016$0.00$0.00$0.27$0.00$0.00$0.32$0.00$0.00$0.33$0.00$0.00$0.39
2015$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.31$0.00$0.00$0.37
2014$0.00$0.00$0.22$0.00$0.00$0.31$0.00$0.00$0.29$0.00$0.00$0.35
2013$0.19$0.00$0.00$0.25$0.00$0.00$0.26$0.00$0.00$0.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.26%
-3.86%
XLP (Consumer Staples Select Sector SPDR Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Consumer Staples Select Sector SPDR Fund. 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 Staples Select Sector SPDR Fund was 35.89%, occurring on Mar 10, 2003. Recovery took 917 trading sessions.

The current Consumer Staples Select Sector SPDR Fund drawdown is 4.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.89%Dec 29, 2000547Mar 10, 2003917Oct 26, 20061464
-32.39%Sep 15, 2008121Mar 9, 2009258Mar 17, 2010379
-31.92%Mar 19, 1999245Mar 7, 2000174Nov 10, 2000419
-24.51%Feb 18, 202025Mar 23, 202099Aug 12, 2020124
-16.31%Apr 21, 2022118Oct 7, 2022369Mar 28, 2024487

Volatility

Volatility Chart

The current Consumer Staples Select Sector SPDR Fund volatility is 2.46%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.46%
3.39%
XLP (Consumer Staples Select Sector SPDR Fund)
Benchmark (^GSPC)