BUYZ vs. XLY

Last updated Jul 12, 2026

BUYZ (Franklin Disruptive Commerce ETF) and XLY (Consumer Discretionary Select Sector SPDR Fund) are both exchange-traded funds - BUYZ is a Large Cap Growth Equities fund actively managed by Franklin Templeton, while XLY is a Consumer Discretionary Equities fund tracking the Consumer Discretionary Select Sector Index. BUYZ is actively managed, while XLY is passively managed. Over the past 5 years, BUYZ returned -7.89%/yr vs 6.01%/yr for XLY. A 0.75 correlation means they provide meaningful diversification when combined. BUYZ charges 0.50%/yr vs 0.13%/yr for XLY.

Performance

BUYZ vs. XLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Disruptive Commerce ETF (BUYZ) and Consumer Discretionary Select Sector SPDR Fund (XLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUYZ achieves a -12.08% return, which is significantly lower than XLY's -1.42% return.

BUYZ

• 1D: 0.31%
• 1M: 5.95%
• 6M: -13.93%
• YTD: -12.08%
• 1Y: -11.65%
• 3Y*: 10.16%
• 5Y*: -7.89%
• 10Y*: —

XLY

• 1D: 0.33%
• 1M: 0.75%
• 6M: -5.39%
• YTD: -1.42%
• 1Y: 6.72%
• 3Y*: 11.94%
• 5Y*: 6.01%
• 10Y*: 12.32%

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

BUYZ vs. XLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BUYZ Franklin Disruptive Commerce ETF	-12.08%	8.70%	28.25%	39.13%	-49.81%	-19.38%	117.10%
XLY Consumer Discretionary Select Sector SPDR Fund	-1.42%	7.37%	26.51%	39.64%	-36.27%	27.93%	39.46%

Correlation

The correlation between BUYZ and XLY is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020	0.75

The correlation between BUYZ and XLY has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.

BUYZ vs. XLY - Sectors Allocation Comparison

Sectors	BUYZ	XLY
Consumer Cyclical	33.9%	99.0%
Technology	27.0%	0.9%
Communication Services	17.0%	1.5%
Financial Services	6.7%	-
Consumer Defensive	5.4%	-
Industrials	5.1%	0.1%
Real Estate	2.8%	-
Healthcare	0.7%	-
Basic Materials	-	-
Energy	-	-
Utilities	-	-

Return for Risk

BUYZ vs. XLY — Risk / Return Rank

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

BUYZ

BUYZ Risk / Return Rank: 5
BUYZ Sharpe Ratio Rank: 5
BUYZ Sortino Ratio Rank: 5
BUYZ Omega Ratio Rank: 5
BUYZ Calmar Ratio Rank: 6
BUYZ Martin Ratio Rank: 6

XLY

XLY Risk / Return Rank: 16
XLY Sharpe Ratio Rank: 16
XLY Sortino Ratio Rank: 15
XLY Omega Ratio Rank: 15
XLY Calmar Ratio Rank: 16
XLY Martin Ratio Rank: 17

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.

BUYZ vs. XLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) and Consumer Discretionary Select Sector SPDR Fund (XLY). 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.

	BUYZ	XLY	Difference
Sharpe ratio: Return per unit of total volatility	-0.55	0.36	-0.91
Sortino ratio: Return per unit of downside risk	-0.62	0.64	-1.26
Omega ratio: Gain probability vs. loss probability	0.92	1.07	-0.15
Calmar ratio: Return relative to maximum drawdown	-0.41	0.45	-0.86
Martin ratio: Return relative to average drawdown	-0.74	1.31	-2.05

BUYZ vs. XLY - Sharpe Ratio Comparison

The current BUYZ Sharpe Ratio is -0.55, which is lower than the XLY Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of BUYZ and XLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BUYZ vs. XLY - Drawdown Comparison

The maximum BUYZ drawdown since its inception was -68.04%, which is greater than XLY's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for BUYZ and XLY.

Drawdown Indicators

	BUYZ	XLY	Difference
Max Drawdown Largest peak-to-trough decline	-68.04%	-59.05%	-8.99%
Max Drawdown (1Y) Largest decline over 1 year	-30.85%	-14.98%	-15.87%
Max Drawdown (3Y) Largest decline over 3 years	-30.85%	-26.01%	-4.84%
Max Drawdown (5Y) Largest decline over 5 years	-63.21%	-39.67%	-23.54%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.67%	—
Current Drawdown Current decline from peak	-43.26%	-5.47%	-37.79%
Average Drawdown Average peak-to-trough decline	-38.83%	-9.54%	-29.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.90%	5.15%	+11.75%

Volatility

BUYZ vs. XLY - Volatility Comparison

Franklin Disruptive Commerce ETF (BUYZ) has a higher volatility of 7.34% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 6.70%. This indicates that BUYZ's price experiences larger fluctuations and is considered to be riskier than XLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUYZ	XLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.34%	6.70%	+0.64%
Volatility (6M) Calculated over the trailing 6-month period	18.00%	14.22%	+3.78%
Volatility (1Y) Calculated over the trailing 1-year period	22.80%	18.67%	+4.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.26%	23.96%	+3.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.84%	22.08%	+7.76%

BUYZ vs. XLY - Expense Ratio Comparison

BUYZ has a 0.50% expense ratio, which is higher than XLY's 0.13% expense ratio.

Dividends

BUYZ vs. XLY - Dividend Comparison

BUYZ has not paid dividends to shareholders, while XLY's dividend yield for the trailing twelve months is around 0.77%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BUYZ Franklin Disruptive Commerce ETF	0.00%	0.00%	0.07%	0.00%	0.00%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLY Consumer Discretionary Select Sector SPDR Fund	0.77%	0.79%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%

Frequently Asked Questions

Can I hold both BUYZ and XLY in my portfolio?

BUYZ and XLY have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BUYZ or XLY?

BUYZ has higher volatility (7.34%) compared to XLY (6.70%). In terms of maximum drawdown, BUYZ dropped -68.04% vs XLY's -59.05%.

Which ETF is better, BUYZ or XLY?

On 5-year performance, XLY leads with 6.01% vs -7.89% for BUYZ. On fees, XLY is cheaper at 0.13% per year. On volatility, XLY has been the lower-risk option at 6.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUYZ or XLY?

Over the 5-year period, XLY has performed better with a 6.01% return vs -7.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUYZ or XLY?

XLY is cheaper with a 0.13% expense ratio, compared with 0.50% for BUYZ.

Which ETF pays a higher dividend yield, BUYZ or XLY?

XLY has the higher dividend yield at 0.77%, compared with 0.00% for BUYZ.

What is the main difference between BUYZ and XLY?

BUYZ is categorized as Large Cap Growth Equities, while XLY is Consumer Discretionary Equities. They also come from different issuers: Franklin Templeton and State Street. Their fees differ too: 0.50% for BUYZ and 0.13% for XLY.

Which has better risk-adjusted returns?

XLY currently has the higher Sharpe Ratio (0.36 vs -0.55), 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.