^SIXY vs. ^SIXR

Last updated Jun 4, 2026

^SIXY (Consumer Discretionary Select Sector Index) and ^SIXR (Consumer Staples Select Sector Index) are both indexes. Over the past 10 years, ^SIXY returned 11.47%/yr vs 4.43%/yr for ^SIXR. A 0.54 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, ^SIXY achieves a -2.37% return, which is significantly lower than ^SIXR's 5.23% return. Over the past 10 years, ^SIXY has outperformed ^SIXR with an annualized return of 11.47%, while ^SIXR has yielded a comparatively lower 4.43% annualized return.

^SIXY

• 1D: -0.73%
• 1M: -0.98%
• YTD: -2.37%
• 6M: -2.31%
• 1Y: 8.40%
• 3Y*: 14.18%
• 5Y*: 6.43%
• 10Y*: 11.47%

^SIXR

• 1D: 0.35%
• 1M: -1.81%
• YTD: 5.23%
• 6M: 4.25%
• 1Y: -0.76%
• 3Y*: 3.82%
• 5Y*: 2.88%
• 10Y*: 4.43%

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

^SIXY vs. ^SIXR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SIXY Consumer Discretionary Select Sector Index	-2.37%	6.49%	25.46%	38.43%	-36.80%	27.10%	28.30%	26.71%	0.40%	21.23%
^SIXR Consumer Staples Select Sector Index	5.23%	-1.16%	9.44%	-3.44%	-2.56%	13.49%	7.20%	24.16%	-10.71%	10.10%

Correlation

The correlation between ^SIXY and ^SIXR is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Jan 5, 2009	0.54

Over the past year, the correlation between ^SIXY and ^SIXR has dropped to 0.19 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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: 27
^SIXY Sharpe Ratio Rank: 27
^SIXY Sortino Ratio Rank: 27
^SIXY Omega Ratio Rank: 26
^SIXY Calmar Ratio Rank: 27
^SIXY Martin Ratio Rank: 30

^SIXR

^SIXR Risk / Return Rank: 10
^SIXR Sharpe Ratio Rank: 10
^SIXR Sortino Ratio Rank: 10
^SIXR Omega Ratio Rank: 10
^SIXR Calmar Ratio Rank: 11
^SIXR Martin Ratio Rank: 11

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	0.46	-0.06	+0.52
Sortino ratio: Return per unit of downside risk	0.77	0.00	+0.76
Omega ratio: Gain probability vs. loss probability	1.09	1.00	+0.09
Calmar ratio: Return relative to maximum drawdown	0.54	-0.08	+0.62
Martin ratio: Return relative to average drawdown	1.70	-0.15	+1.85
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 0.46, which is higher than the ^SIXR Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of ^SIXY and ^SIXR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^SIXY	^SIXR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	-0.06	+0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.22	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.30	+0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.53	+0.16

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 (3Y) Largest decline over 3 years	-26.21%	-12.93%	-13.28%
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	-6.40%	-8.88%	+2.48%
Average Drawdown Average peak-to-trough decline	-6.85%	-4.15%	-2.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.86%	5.29%	-0.43%

Volatility

^SIXY vs. ^SIXR - Volatility Comparison

Consumer Discretionary Select Sector Index (^SIXY) has a higher volatility of 5.22% compared to Consumer Staples Select Sector Index (^SIXR) at 3.95%. 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	5.22%	3.95%	+1.27%
Volatility (6M) Calculated over the trailing 6-month period	13.08%	9.79%	+3.29%
Volatility (1Y) Calculated over the trailing 1-year period	17.97%	12.54%	+5.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.71%	13.29%	+10.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.01%	14.80%	+7.21%

Frequently Asked Questions

Can I hold both ^SIXY and ^SIXR in my portfolio?

^SIXY and ^SIXR have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^SIXY or ^SIXR?

^SIXY has higher volatility (5.22%) compared to ^SIXR (3.95%). In terms of maximum drawdown, ^SIXY dropped -40.25% vs ^SIXR's -24.93%.

Which has better risk-adjusted returns?

^SIXY currently has the higher Sharpe Ratio (0.46 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.