^SIXY vs. ^SIXR

Last updated Apr 2, 2026

Compare and contrast key facts about Consumer Discretionary Select Sector Index (^SIXY) and Consumer Staples Select Sector Index (^SIXR).

Performance

^SIXY vs. ^SIXR - Performance Comparison

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

^SIXY vs. ^SIXR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SIXY Consumer Discretionary Select Sector Index	-8.01%	6.49%	25.46%	38.43%	-36.80%	27.10%	28.30%	26.71%	0.40%	21.23%
^SIXR Consumer Staples Select Sector Index	4.79%	-1.16%	9.44%	-3.44%	-2.56%	13.49%	7.20%	24.16%	-10.71%	10.10%

Returns By Period

In the year-to-date period, ^SIXY achieves a -8.01% return, which is significantly lower than ^SIXR's 4.79% return. Over the past 10 years, ^SIXY has outperformed ^SIXR with an annualized return of 10.74%, while ^SIXR has yielded a comparatively lower 4.32% annualized return.

^SIXY

• 1D: 0.79%
• 1M: -4.79%
• YTD: -8.01%
• 6M: -8.90%
• 1Y: 10.06%
• 3Y*: 13.69%
• 5Y*: 5.34%
• 10Y*: 10.74%

^SIXR

• 1D: -0.57%
• 1M: -7.95%
• YTD: 4.79%
• 6M: 4.08%
• 1Y: -0.40%
• 3Y*: 3.04%
• 5Y*: 3.76%
• 10Y*: 4.32%

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

Return for Risk

^SIXY vs. ^SIXR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SIXY

^SIXY Risk / Return Rank: 42
^SIXY Sharpe Ratio Rank: 31
^SIXY Sortino Ratio Rank: 30
^SIXY Omega Ratio Rank: 30
^SIXY Calmar Ratio Rank: 59
^SIXY Martin Ratio Rank: 59

^SIXR

^SIXR Risk / Return Rank: 13
^SIXR Sharpe Ratio Rank: 12
^SIXR Sortino Ratio Rank: 11
^SIXR Omega Ratio Rank: 11
^SIXR Calmar Ratio Rank: 15
^SIXR Martin Ratio Rank: 15

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.

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

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) and Consumer Staples Select Sector Index (^SIXR). 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.

	^SIXY	^SIXR	Difference
Sharpe ratio Return per unit of total volatility	0.42	-0.03	+0.45
Sortino ratio Return per unit of downside risk	0.79	0.06	+0.74
Omega ratio Gain probability vs. loss probability	1.10	1.01	+0.09
Calmar ratio Return relative to maximum drawdown	1.42	-0.02	+1.44
Martin ratio Return relative to average drawdown	5.11	-0.04	+5.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SIXY vs. ^SIXR - Sharpe Ratio Comparison

The current ^SIXY Sharpe Ratio is 0.42, which is higher than the ^SIXR Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of ^SIXY and ^SIXR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SIXY	^SIXR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	-0.03	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.29	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.30	+0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.53	+0.14

Correlation

The correlation between ^SIXY and ^SIXR is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^SIXY vs. ^SIXR - Drawdown Comparison

The maximum ^SIXY drawdown since its inception was -40.25%, which is greater than ^SIXR's maximum drawdown of -24.93%. Use the drawdown chart below to compare losses from any high point for ^SIXY and ^SIXR.

Drawdown Indicators

	^SIXY	^SIXR	Difference
Max Drawdown Largest peak-to-trough decline	-40.25%	-24.93%	-15.32%
Max Drawdown (1Y) Largest decline over 1 year	-15.17%	-9.86%	-5.31%
Max Drawdown (5Y) Largest decline over 5 years	-40.25%	-17.73%	-22.52%
Max Drawdown (10Y) Largest decline over 10 years	-40.25%	-24.93%	-15.32%
Current Drawdown Current decline from peak	-11.81%	-9.26%	-2.55%
Average Drawdown Average peak-to-trough decline	-6.86%	-4.12%	-2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.21%	4.38%	-0.17%

Volatility

^SIXY vs. ^SIXR - Volatility Comparison

Consumer Discretionary Select Sector Index (^SIXY) has a higher volatility of 7.10% compared to Consumer Staples Select Sector Index (^SIXR) at 3.77%. This indicates that ^SIXY's price experiences larger fluctuations and is considered to be riskier than ^SIXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SIXY	^SIXR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.10%	3.77%	+3.33%
Volatility (6M) Calculated over the trailing 6-month period	13.60%	9.24%	+4.36%
Volatility (1Y) Calculated over the trailing 1-year period	23.41%	13.70%	+9.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.66%	13.14%	+10.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.93%	14.75%	+7.18%