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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
Index TrackedConsumer Discretionary Select Sector Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

The Consumer Discretionary 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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Compare to other instruments

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


Consumer Discretionary Select Sector SPDR Fund

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


200.00%300.00%400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2024FebruaryMarchApril
807.76%
319.70%
XLY (Consumer Discretionary Select Sector SPDR Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Consumer Discretionary Select Sector SPDR Fund had a return of -2.94% year-to-date (YTD) and 17.96% in the last 12 months. Over the past 10 years, Consumer Discretionary Select Sector SPDR Fund had an annualized return of 11.84%, outperforming the S&P 500 benchmark which had an annualized return of 10.50%.


PeriodReturnBenchmark
Year-To-Date-2.94%5.90%
1 month-2.53%-1.28%
6 months7.37%15.51%
1 year17.96%21.68%
5 years (annualized)8.78%11.74%
10 years (annualized)11.84%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.41%7.89%-0.06%
2023-5.53%-5.52%10.97%6.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XLY is 60, suggesting that the investment has average results relative to the market 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 6060
Consumer Discretionary Select Sector SPDR Fund(XLY)
The Sharpe Ratio Rank of XLY is 6262Sharpe Ratio Rank
The Sortino Ratio Rank of XLY is 6161Sortino Ratio Rank
The Omega Ratio Rank of XLY is 6060Omega Ratio Rank
The Calmar Ratio Rank of XLY is 5454Calmar Ratio Rank
The Martin Ratio Rank of XLY is 6161Martin 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 1.07, compared to the broader market-1.000.001.002.003.004.005.001.07
Sortino ratio
The chart of Sortino ratio for XLY, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.001.55
Omega ratio
The chart of Omega ratio for XLY, currently valued at 1.18, compared to the broader market1.001.502.002.501.18
Calmar ratio
The chart of Calmar ratio for XLY, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.000.60
Martin ratio
The chart of Martin ratio for XLY, currently valued at 3.72, compared to the broader market0.0020.0040.0060.0080.003.72
^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 Discretionary Select Sector SPDR Fund Sharpe ratio is 1.07. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.07
1.89
XLY (Consumer Discretionary Select Sector SPDR Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Consumer Discretionary Select Sector SPDR Fund granted a 0.78% dividend yield in the last twelve months. The annual payout for that period amounted to $1.35 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.35$1.39$1.29$1.09$1.32$1.60$1.33$1.19$1.39$1.12$0.94$0.78

Dividend yield

0.78%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.39
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
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
2021$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.27$0.00$0.00$0.29
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
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
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
2017$0.00$0.00$0.26$0.00$0.00$0.27$0.00$0.00$0.32$0.00$0.00$0.33
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
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
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
2013$0.16$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.26

Drawdowns

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-16.36%
-3.86%
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.

The current Consumer Discretionary Select Sector SPDR Fund drawdown is 16.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.05%Jun 5, 2007444Mar 9, 2009477Jan 27, 2011921
-39.67%Nov 22, 2021277Dec 28, 2022
-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 4.62%, 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%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
4.62%
3.39%
XLY (Consumer Discretionary Select Sector SPDR Fund)
Benchmark (^GSPC)