COST vs. XLP

Last updated Apr 1, 2026

Compare and contrast key facts about Costco Wholesale Corporation (COST) and State Street Consumer Staples Select Sector SPDR ETF (XLP).

XLP is a passively managed fund by State Street that tracks the performance of the S&P Consumer Staples Select Sector. It was launched on Dec 16, 1998.

Performance

COST vs. XLP - Performance Comparison

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

COST vs. XLP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COST Costco Wholesale Corporation	15.71%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%
XLP State Street Consumer Staples Select Sector SPDR ETF	6.13%	1.52%	12.20%	-0.82%	-0.81%	17.20%	10.11%	27.43%	-8.07%	12.98%

Returns By Period

In the year-to-date period, COST achieves a 15.71% return, which is significantly higher than XLP's 6.13% return. Over the past 10 years, COST has outperformed XLP with an annualized return of 22.28%, while XLP has yielded a comparatively lower 7.17% annualized return.

COST

• 1D: -0.02%
• 1M: -1.42%
• YTD: 15.71%
• 6M: 7.95%
• 1Y: 5.93%
• 3Y*: 27.83%
• 5Y*: 24.28%
• 10Y*: 22.28%

XLP

• 1D: 0.12%
• 1M: -8.41%
• YTD: 6.13%
• 6M: 6.04%
• 1Y: 3.16%
• 3Y*: 5.99%
• 5Y*: 6.59%
• 10Y*: 7.17%

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

Return for Risk

COST vs. XLP — Risk / Return Rank

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

COST

COST Risk / Return Rank: 49
COST Sharpe Ratio Rank: 53
COST Sortino Ratio Rank: 45
COST Omega Ratio Rank: 44
COST Calmar Ratio Rank: 52
COST Martin Ratio Rank: 52

XLP

XLP Risk / Return Rank: 20
XLP Sharpe Ratio Rank: 19
XLP Sortino Ratio Rank: 18
XLP Omega Ratio Rank: 17
XLP Calmar Ratio Rank: 25
XLP Martin Ratio Rank: 22

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.

COST vs. XLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) 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.

	COST	XLP	Difference
Sharpe ratio Return per unit of total volatility	0.30	0.23	+0.07
Sortino ratio Return per unit of downside risk	0.57	0.42	+0.14
Omega ratio Gain probability vs. loss probability	1.07	1.05	+0.02
Calmar ratio Return relative to maximum drawdown	0.40	0.49	-0.09
Martin ratio Return relative to average drawdown	0.80	1.19	-0.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COST vs. XLP - Sharpe Ratio Comparison

The current COST Sharpe Ratio is 0.30, which is comparable to the XLP Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of COST and XLP, 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

	COST	XLP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	0.23	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.08	0.50	+0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.02	0.49	+0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.44	+0.16

Correlation

The correlation between COST and XLP is 0.51, 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.

Dividends

COST vs. XLP - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.52%, less than XLP's 2.65% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.65%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%

Drawdowns

COST vs. XLP - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, which is greater than XLP's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for COST and XLP.

Drawdown Indicators

	COST	XLP	Difference
Max Drawdown Largest peak-to-trough decline	-53.39%	-35.90%	-17.49%
Max Drawdown (1Y) Largest decline over 1 year	-19.35%	-9.69%	-9.66%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-16.30%	-15.10%
Max Drawdown (10Y) Largest decline over 10 years	-31.40%	-24.51%	-6.89%
Current Drawdown Current decline from peak	-6.96%	-8.41%	+1.45%
Average Drawdown Average peak-to-trough decline	-13.40%	-7.06%	-6.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.67%	4.03%	+5.64%

Volatility

COST vs. XLP - Volatility Comparison

Costco Wholesale Corporation (COST) has a higher volatility of 4.41% compared to State Street Consumer Staples Select Sector SPDR ETF (XLP) at 3.93%. This indicates that COST'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

	COST	XLP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	3.93%	+0.48%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	9.34%	+4.02%
Volatility (1Y) Calculated over the trailing 1-year period	20.15%	13.90%	+6.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.51%	13.14%	+9.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.90%	14.69%	+7.21%