^SIXR vs. ^GSPC

Last updated Aug 1, 2026

^SIXR (Consumer Staples Select Sector Index) and ^GSPC (S&P 500 Index) are both indexes.

Performance

^SIXR vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Staples Select Sector Index (^SIXR) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXR

• 1D: 0.14%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

^GSPC

• 1D: 0.70%
• 1M: 0.09%
• 6M: 7.94%
• YTD: 9.41%
• 1Y: 20.07%
• 3Y*: 17.84%
• 5Y*: 11.25%
• 10Y*: 13.26%
• ALL TIME*: 8.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
^GSPC S&P 500 Index	$37.98T	$37.61T	$41.48T
^SIXR Consumer Staples Select Sector Index	$0.00	$0.00	$0.00

^SIXR vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)
^SIXR Consumer Staples Select Sector Index	0.14%
^GSPC S&P 500 Index	0.70%

Return for Risk

^SIXR vs. ^GSPC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

^SIXR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

^GSPC

^GSPC Risk / Return Rank: 68
^GSPC Sharpe Ratio Rank: 64
^GSPC Sortino Ratio Rank: 63
^GSPC Omega Ratio Rank: 66
^GSPC Calmar Ratio Rank: 65
^GSPC Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^SIXR vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector Index (^SIXR) and S&P 500 Index (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^SIXR	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	—	1.42	—
Sortino ratio: Return per unit of downside risk	—	1.98	—
Omega ratio: Gain probability vs. loss probability	—	1.25	—
Calmar ratio: Return relative to maximum drawdown	—	2.00	—
Martin ratio: Return relative to average drawdown	—	8.49	—

Drawdowns

^SIXR vs. ^GSPC - Drawdown Comparison

The maximum ^SIXR drawdown since its inception was 0.00%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^SIXR and ^GSPC.

Drawdown Indicators

	^SIXR	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-56.78%	+56.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.10%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	0.00%	-1.58%	+1.58%
Average Drawdown Average peak-to-trough decline	0.00%	-10.70%	+10.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.14%	—

Volatility

Volatility by Period

	^SIXR	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.51%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.11%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.87%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.01%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.07%	—