EBIZ vs. XLY

Last updated Apr 2, 2026

Compare and contrast key facts about Global X E-commerce ETF (EBIZ) and Consumer Discretionary Select Sector SPDR Fund (XLY).

EBIZ and XLY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EBIZ is a passively managed fund by Global X that tracks the performance of the Solactive E-commerce Index. It was launched on Nov 27, 2018. XLY is a passively managed fund by State Street that tracks the performance of the Consumer Discretionary Select Sector Index. It was launched on Dec 16, 1998. Both EBIZ and XLY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EBIZ vs. XLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X E-commerce ETF (EBIZ) and Consumer Discretionary Select Sector SPDR Fund (XLY). The values are adjusted to include any dividend payments, if applicable.

EBIZ vs. XLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
EBIZ Global X E-commerce ETF	-17.78%	17.74%	31.26%	30.88%	-40.96%	-13.26%	74.39%	32.76%	-11.01%
XLY Consumer Discretionary Select Sector SPDR Fund	-7.86%	7.37%	26.51%	39.64%	-36.27%	27.93%	29.63%	28.39%	-7.96%

Returns By Period

In the year-to-date period, EBIZ achieves a -17.78% return, which is significantly lower than XLY's -7.86% return.

EBIZ

• 1D: -0.20%
• 1M: -4.69%
• YTD: -17.78%
• 6M: -23.89%
• 1Y: -5.45%
• 3Y*: 14.31%
• 5Y*: -5.08%
• 10Y*: —

XLY

• 1D: 0.75%
• 1M: -4.68%
• YTD: -7.86%
• 6M: -8.57%
• 1Y: 10.93%
• 3Y*: 14.60%
• 5Y*: 6.19%
• 10Y*: 11.88%

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

EBIZ vs. XLY - Expense Ratio Comparison

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

EBIZ

Global X E-commerce ETF

XLY

Consumer Discretionary Select Sector SPDR Fund

Return for Risk

EBIZ vs. XLY — Risk / Return Rank

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

EBIZ

EBIZ Risk / Return Rank: 8
EBIZ Sharpe Ratio Rank: 8
EBIZ Sortino Ratio Rank: 8
EBIZ Omega Ratio Rank: 8
EBIZ Calmar Ratio Rank: 8
EBIZ Martin Ratio Rank: 8

XLY

XLY Risk / Return Rank: 28
XLY Sharpe Ratio Rank: 25
XLY Sortino Ratio Rank: 27
XLY Omega Ratio Rank: 25
XLY Calmar Ratio Rank: 31
XLY Martin Ratio Rank: 30

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.

EBIZ vs. XLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) 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.

	EBIZ	XLY	Difference
Sharpe ratio Return per unit of total volatility	-0.22	0.46	-0.69
Sortino ratio Return per unit of downside risk	-0.15	0.85	-1.00
Omega ratio Gain probability vs. loss probability	0.98	1.11	-0.13
Calmar ratio Return relative to maximum drawdown	-0.21	0.81	-1.02
Martin ratio Return relative to average drawdown	-0.58	2.66	-3.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EBIZ vs. XLY - Sharpe Ratio Comparison

The current EBIZ Sharpe Ratio is -0.22, which is lower than the XLY Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of EBIZ and XLY, 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

	EBIZ	XLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.22	0.46	-0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.18	0.26	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.42	-0.14

Correlation

The correlation between EBIZ and XLY is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EBIZ vs. XLY - Dividend Comparison

EBIZ's dividend yield for the trailing twelve months is around 0.62%, less than XLY's 0.81% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EBIZ Global X E-commerce ETF	0.62%	0.51%	0.23%	0.00%	0.10%	0.57%	0.84%	0.18%	0.00%	0.00%	0.00%	0.00%
XLY Consumer Discretionary Select Sector SPDR Fund	0.81%	0.79%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%

Drawdowns

EBIZ vs. XLY - Drawdown Comparison

The maximum EBIZ drawdown since its inception was -61.58%, roughly equal to the maximum XLY drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for EBIZ and XLY.

Drawdown Indicators

	EBIZ	XLY	Difference
Max Drawdown Largest peak-to-trough decline	-61.58%	-59.05%	-2.53%
Max Drawdown (1Y) Largest decline over 1 year	-27.73%	-14.98%	-12.75%
Max Drawdown (5Y) Largest decline over 5 years	-59.73%	-39.67%	-20.06%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.67%	—
Current Drawdown Current decline from peak	-27.95%	-11.64%	-16.31%
Average Drawdown Average peak-to-trough decline	-24.33%	-9.58%	-14.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.22%	4.54%	+5.68%

Volatility

EBIZ vs. XLY - Volatility Comparison

Global X E-commerce ETF (EBIZ) and Consumer Discretionary Select Sector SPDR Fund (XLY) have volatilities of 7.43% and 7.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EBIZ	XLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.43%	7.36%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	15.75%	13.63%	+2.12%
Volatility (1Y) Calculated over the trailing 1-year period	24.51%	23.65%	+0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.98%	23.73%	+5.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.86%	21.97%	+6.89%