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Consumer Discretionary Select Sector SPDR Fund (XL...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS81369Y4070
CUSIP81369Y407
IssuerState Street
Inception DateDec 16, 1998
RegionNorth America (U.S.)
CategoryConsumer Discretionary Equities
Leveraged1x
Index TrackedConsumer Discretionary Select Sector Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

XLY has an expense ratio of 0.13%, which is considered low compared to other funds.


Expense ratio chart for XLY: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: XLY vs. XLP, XLY vs. FDIS, XLY vs. SPY, XLY vs. ^GSPC, XLY vs. XRT, XLY vs. XLB, XLY vs. RCD, XLY vs. VOO, XLY vs. SMH, XLY vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Consumer Discretionary 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.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.96%
14.56%
XLY (Consumer Discretionary Select Sector SPDR Fund)
Benchmark (^GSPC)

Returns By Period

Consumer Discretionary Select Sector SPDR Fund had a return of 19.38% year-to-date (YTD) and 32.19% in the last 12 months. Over the past 10 years, Consumer Discretionary Select Sector SPDR Fund had an annualized return of 13.38%, outperforming the S&P 500 benchmark which had an annualized return of 11.37%.


PeriodReturnBenchmark
Year-To-Date19.38%25.23%
1 month7.68%3.86%
6 months18.96%14.56%
1 year32.19%36.29%
5 years (annualized)12.84%14.10%
10 years (annualized)13.38%11.37%

Monthly Returns

The table below presents the monthly returns of XLY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.41%7.89%-0.06%-4.50%0.20%3.88%2.79%-0.20%7.30%-1.74%19.38%
202315.13%-2.13%3.06%-1.12%2.54%12.23%2.31%-1.74%-5.53%-5.52%10.97%6.13%39.64%
2022-9.53%-4.07%4.43%-11.96%-5.12%-10.84%18.44%-4.50%-8.21%1.11%1.49%-11.40%-36.28%
20210.77%-0.53%4.46%6.46%-3.40%3.46%1.05%1.78%-2.14%12.09%1.64%0.15%27.93%
2020-0.08%-7.57%-14.91%18.88%6.51%3.07%7.27%9.55%-1.86%-2.73%10.00%2.43%29.63%
20199.87%1.31%3.66%5.46%-7.60%7.82%1.28%-0.94%1.27%0.12%1.32%2.76%28.39%
20189.24%-3.47%-2.38%2.38%1.99%3.62%1.80%5.10%0.53%-10.10%2.48%-7.96%1.58%
20174.21%1.82%2.13%2.40%1.10%-1.26%1.93%-1.86%0.82%2.12%5.07%2.46%22.82%
2016-5.18%0.45%6.70%0.13%0.05%-1.14%4.56%-1.30%-0.27%-2.42%4.80%0.04%5.97%
2015-2.99%8.54%-0.48%-0.05%1.31%0.55%4.89%-6.53%-0.59%9.04%-0.23%-2.84%9.90%
2014-6.00%6.40%-2.87%-1.36%2.88%1.94%-1.27%4.45%-2.77%2.11%5.45%0.89%9.46%
20135.67%1.60%4.38%3.04%2.77%0.82%5.27%-2.85%5.42%4.59%3.45%2.28%42.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XLY is 48, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of XLY is 4848
Combined Rank
The Sharpe Ratio Rank of XLY is 5252Sharpe Ratio Rank
The Sortino Ratio Rank of XLY is 4848Sortino Ratio Rank
The Omega Ratio Rank of XLY is 4747Omega Ratio Rank
The Calmar Ratio Rank of XLY is 4545Calmar Ratio Rank
The Martin Ratio Rank of XLY is 4949Martin 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 Discretionary Select Sector SPDR Fund (XLY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XLY
Sharpe ratio
The chart of Sharpe ratio for XLY, currently valued at 1.78, compared to the broader market-2.000.002.004.006.001.78
Sortino ratio
The chart of Sortino ratio for XLY, currently valued at 2.44, compared to the broader market0.005.0010.002.44
Omega ratio
The chart of Omega ratio for XLY, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for XLY, currently valued at 1.35, compared to the broader market0.005.0010.0015.001.35
Martin ratio
The chart of Martin ratio for XLY, currently valued at 8.62, compared to the broader market0.0020.0040.0060.0080.00100.008.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.003.93
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.89, compared to the broader market0.005.0010.0015.003.89
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.19, compared to the broader market0.0020.0040.0060.0080.00100.0019.19

Sharpe Ratio

The current Consumer Discretionary Select Sector SPDR Fund Sharpe ratio is 1.78. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Consumer Discretionary Select Sector SPDR Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.78
2.94
XLY (Consumer Discretionary Select Sector SPDR Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Consumer Discretionary Select Sector SPDR Fund provided a 0.71% dividend yield over the last twelve months, with an annual payout of $1.50 per share. The fund has been increasing its distributions for 2 consecutive years.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.50$1.39$1.29$1.09$1.32$1.60$1.33$1.19$1.39$1.12$0.94$0.78

Dividend yield

0.71%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%1.16%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.39$0.00$0.00$0.39$0.00$0.00$0.41$0.00$0.00$1.18
2023$0.00$0.00$0.43$0.00$0.00$0.33$0.00$0.00$0.31$0.00$0.00$0.32$1.39
2022$0.00$0.00$0.28$0.00$0.00$0.31$0.00$0.00$0.33$0.00$0.00$0.37$1.29
2021$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.28$0.00$0.00$0.29$1.09
2020$0.00$0.00$0.42$0.00$0.00$0.30$0.00$0.00$0.31$0.00$0.00$0.30$1.32
2019$0.00$0.00$0.38$0.00$0.00$0.41$0.00$0.00$0.40$0.00$0.00$0.41$1.60
2018$0.00$0.00$0.31$0.00$0.00$0.29$0.00$0.00$0.35$0.00$0.00$0.38$1.33
2017$0.00$0.00$0.26$0.00$0.00$0.28$0.00$0.00$0.32$0.00$0.00$0.33$1.19
2016$0.00$0.00$0.32$0.00$0.00$0.28$0.00$0.00$0.30$0.00$0.00$0.49$1.39
2015$0.00$0.00$0.26$0.00$0.00$0.25$0.00$0.00$0.29$0.00$0.00$0.33$1.12
2014$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.23$0.00$0.00$0.29$0.94
2013$0.16$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.26$0.78

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
XLY (Consumer Discretionary Select Sector SPDR Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Consumer Discretionary 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 Discretionary Select Sector SPDR Fund was 59.05%, occurring on Mar 9, 2009. Recovery took 477 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.05%Jun 5, 2007444Mar 9, 2009477Jan 27, 2011921
-39.67%Nov 22, 2021277Dec 28, 2022467Nov 6, 2024744
-33.91%Feb 21, 202019Mar 18, 202056Jun 8, 202075
-31.54%Apr 12, 2000360Sep 20, 2001121Mar 15, 2002481
-31.54%Mar 20, 2002247Mar 12, 2003168Nov 7, 2003415

Volatility

Volatility Chart

The current Consumer Discretionary Select Sector SPDR Fund volatility is 5.80%, 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.80%
3.93%
XLY (Consumer Discretionary Select Sector SPDR Fund)
Benchmark (^GSPC)