Consumer Discretionary Select Sector SPDR Fund (XLY)
XLY is a passive ETF by State Street tracking the investment results of the Consumer Discretionary Select Sector Index. XLY launched on Dec 16, 1998 and has a 0.13% expense ratio.
ETF Info
ISIN | US81369Y4070 |
---|---|
CUSIP | 81369Y407 |
Issuer | State Street |
Inception Date | Dec 16, 1998 |
Region | North America (U.S.) |
Category | Consumer Discretionary Equities |
Index Tracked | Consumer Discretionary Select Sector Index |
Home Page | www.ssga.com |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
Returns By Period
Consumer Discretionary Select Sector SPDR Fund had a return of 3.38% year-to-date (YTD) and 31.19% in the last 12 months. Over the past 10 years, Consumer Discretionary Select Sector SPDR Fund had an annualized return of 12.46%, outperforming the S&P 500 benchmark which had an annualized return of 10.96%.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 3.38% | 10.04% |
1 month | 1.66% | 3.53% |
6 months | 16.94% | 22.79% |
1 year | 31.19% | 32.16% |
5 years (annualized) | 11.19% | 13.15% |
10 years (annualized) | 12.46% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -4.41% | 7.89% | ||||||||||
2023 | -1.74% | -5.53% | -5.52% | 10.97% | 6.13% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Consumer Discretionary Select Sector SPDR Fund (XLY) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Consumer Discretionary Select Sector SPDR Fund | 1.74 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
Consumer Discretionary Select Sector SPDR Fund granted a 0.73% dividend yield in the last twelve months. The annual payout for that period amounted to $1.35 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.73% | 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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
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.
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 10.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-59.05% | Jun 5, 2007 | 444 | Mar 9, 2009 | 477 | Jan 27, 2011 | 921 |
-39.67% | Nov 22, 2021 | 277 | Dec 28, 2022 | — | — | — |
-33.91% | Feb 21, 2020 | 19 | Mar 18, 2020 | 56 | Jun 8, 2020 | 75 |
-31.54% | Apr 12, 2000 | 360 | Sep 20, 2001 | 121 | Mar 15, 2002 | 481 |
-31.54% | Mar 20, 2002 | 247 | Mar 12, 2003 | 168 | Nov 7, 2003 | 415 |
Volatility
Volatility Chart
The current Consumer Discretionary Select Sector SPDR Fund volatility is 3.73%, 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.