CHD vs. XLP

Last updated Jun 23, 2026

CHD (Church & Dwight Co., Inc.) is a stock, while XLP (State Street Consumer Staples Select Sector SPDR ETF) is Consumer Staples Equities fund tracking the Consumer Staples Select Sector Index. Over the past 10 years, CHD returned 8.07%/yr vs 7.31%/yr for XLP. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

CHD vs. XLP - Performance Comparison

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

Returns By Period

In the year-to-date period, CHD achieves a 12.51% return, which is significantly higher than XLP's 7.13% return. Over the past 10 years, CHD has outperformed XLP with an annualized return of 8.07%, while XLP has yielded a comparatively lower 7.31% annualized return.

CHD

• 1D: -1.98%
• 1M: -2.61%
• YTD: 12.51%
• 6M: 11.98%
• 1Y: -1.52%
• 3Y*: 0.01%
• 5Y*: 3.68%
• 10Y*: 8.07%

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)

CHD vs. XLP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHD Church & Dwight Co., Inc.	12.51%	-18.91%	11.96%	18.72%	-20.41%	18.89%	25.46%	8.36%	33.23%	15.33%
XLP State Street Consumer Staples Select Sector SPDR ETF	7.13%	1.52%	12.20%	-0.82%	-0.81%	17.20%	10.11%	27.43%	-8.07%	12.98%

Correlation

The correlation between CHD and XLP is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998	0.50

The correlation between CHD and XLP shifts across timeframes, from 0.50 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

CHD vs. XLP — Risk / Return Rank

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

CHD

CHD Risk / Return Rank: 36
CHD Sharpe Ratio Rank: 39
CHD Sortino Ratio Rank: 33
CHD Omega Ratio Rank: 32
CHD Calmar Ratio Rank: 39
CHD Martin Ratio Rank: 39

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.

CHD vs. XLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) 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.

	CHD	XLP	Difference
Sharpe ratio: Return per unit of total volatility	-0.07	0.38	-0.45
Sortino ratio: Return per unit of downside risk	0.06	0.64	-0.58
Omega ratio: Gain probability vs. loss probability	1.01	1.07	-0.07
Calmar ratio: Return relative to maximum drawdown	-0.09	0.51	-0.60
Martin ratio: Return relative to average drawdown	-0.16	0.98	-1.14

CHD vs. XLP - Sharpe Ratio Comparison

The current CHD Sharpe Ratio is -0.07, which is lower than the XLP Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of CHD and XLP, 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

CHD vs. XLP - Drawdown Comparison

The maximum CHD drawdown since its inception was -51.52%, which is greater than XLP's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for CHD and XLP.

Drawdown Indicators

	CHD	XLP	Difference
Max Drawdown Largest peak-to-trough decline	-51.52%	-35.90%	-15.62%
Max Drawdown (1Y) Largest decline over 1 year	-17.18%	-9.69%	-7.49%
Max Drawdown (3Y) Largest decline over 3 years	-27.28%	-12.39%	-14.89%
Max Drawdown (5Y) Largest decline over 5 years	-31.72%	-16.30%	-15.42%
Max Drawdown (10Y) Largest decline over 10 years	-31.72%	-24.51%	-7.21%
Current Drawdown Current decline from peak	-15.84%	-7.55%	-8.29%
Average Drawdown Average peak-to-trough decline	-12.01%	-7.06%	-4.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.46%	5.08%	+4.38%

Volatility

CHD vs. XLP - Volatility Comparison

Church & Dwight Co., Inc. (CHD) has a higher volatility of 6.95% compared to State Street Consumer Staples Select Sector SPDR ETF (XLP) at 4.82%. This indicates that CHD's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHD	XLP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.95%	4.82%	+2.13%
Volatility (6M) Calculated over the trailing 6-month period	16.00%	10.38%	+5.62%
Volatility (1Y) Calculated over the trailing 1-year period	22.06%	13.03%	+9.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.67%	13.34%	+7.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.87%	14.77%	+7.10%

Dividends

CHD vs. XLP - Dividend Comparison

CHD's dividend yield for the trailing twelve months is around 1.29%, less than XLP's 3.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHD Church & Dwight Co., Inc.	1.29%	1.41%	1.08%	1.15%	1.30%	0.99%	1.10%	1.29%	1.32%	1.51%	1.61%	1.58%
XLP State Street Consumer Staples Select Sector SPDR ETF	3.35%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%

Frequently Asked Questions

Can I hold both CHD and XLP in my portfolio?

CHD and XLP have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHD or XLP?

CHD has higher volatility (6.95%) compared to XLP (4.82%). In terms of maximum drawdown, CHD dropped -51.52% vs XLP's -35.90%.

Which has better risk-adjusted returns?

XLP currently has the higher Sharpe Ratio (0.38 vs -0.07), 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.