^SIXR vs. XLP

Last updated Jun 23, 2026

^SIXR (Consumer Staples Select Sector Index) is an index, while XLP (State Street Consumer Staples Select Sector SPDR ETF) is Consumer Staples Equities fund tracking the Consumer Staples Select Sector Index.

Performance

^SIXR vs. XLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Staples Select Sector Index (^SIXR) and State Street Consumer Staples Select Sector SPDR ETF (XLP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXR

• 1D: -0.62%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XLP

• 1D: -0.66%
• 1M: -2.42%
• YTD: 7.13%
• 6M: 6.85%
• 1Y: 4.96%
• 3Y*: 6.52%
• 5Y*: 6.39%
• 10Y*: 7.31%

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

^SIXR vs. XLP - Yearly Performance Comparison

	2026 (YTD)
^SIXR Consumer Staples Select Sector Index	-0.62%
XLP State Street Consumer Staples Select Sector SPDR ETF	-0.66%

Return for Risk

^SIXR vs. XLP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.

XLP

XLP Risk / Return Rank: 13
XLP Sharpe Ratio Rank: 14
XLP Sortino Ratio Rank: 13
XLP Omega Ratio Rank: 13
XLP Calmar Ratio Rank: 14
XLP Martin Ratio Rank: 13

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^SIXR vs. XLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector Index (^SIXR) and State Street Consumer Staples Select Sector SPDR ETF (XLP). 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	XLP	Difference
Sharpe ratio: Return per unit of total volatility	—	0.38	—
Sortino ratio: Return per unit of downside risk	—	0.64	—
Omega ratio: Gain probability vs. loss probability	—	1.07	—
Calmar ratio: Return relative to maximum drawdown	—	0.51	—
Martin ratio: Return relative to average drawdown	—	0.98	—

Drawdowns

^SIXR vs. XLP - Drawdown Comparison

The maximum ^SIXR drawdown since its inception was -0.62%, smaller than the maximum XLP drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for ^SIXR and XLP.

Drawdown Indicators

	^SIXR	XLP	Difference
Max Drawdown Largest peak-to-trough decline	-0.62%	-35.90%	+35.28%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.69%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-12.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.30%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-24.51%	—
Current Drawdown Current decline from peak	-0.62%	-7.55%	+6.93%
Average Drawdown Average peak-to-trough decline	-0.62%	-7.06%	+6.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.08%	—

Volatility

Volatility by Period

	^SIXR	XLP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.82%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.38%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.03%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.34%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	14.77%	—