EXPE vs. XLY

Last updated Aug 4, 2026

EXPE (Expedia Group, Inc.) is a stock, while XLY (Consumer Discretionary Select Sector SPDR Fund) is Consumer Discretionary Equities fund tracking the Consumer Discretionary Select Sector Index. Over the past 10 years, EXPE returned 10.73%/yr vs 12.39%/yr for XLY. Their 0.55 correlation means they have sometimes moved together and sometimes differently.

Performance

EXPE vs. XLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Expedia Group, Inc. (EXPE) 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, EXPE achieves a 5.65% return, which is significantly higher than XLY's -0.61% return. Over the past 10 years, EXPE has underperformed XLY with an annualized return of 10.73%, while XLY has yielded a comparatively higher 12.39% annualized return.

EXPE

• 1D: 1.12%
• 1M: 10.92%
• 6M: 8.18%
• YTD: 5.65%
• 1Y: 68.69%
• 3Y*: 43.00%
• 5Y*: 14.51%
• 10Y*: 10.73%
• ALL TIME*: 13.69%

XLY

• 1D: 1.83%
• 1M: 0.93%
• 6M: -2.69%
• YTD: -0.61%
• 1Y: 10.26%
• 3Y*: 12.19%
• 5Y*: 6.42%
• 10Y*: 12.39%
• ALL TIME*: 9.65%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EXPE Expedia Group, Inc.	$442.37M	$414.68M	$414.41M
XLY Consumer Discretionary Select Sector SPDR Fund	$974.86M	$983.23M	$951.04M

EXPE vs. XLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXPE Expedia Group, Inc.	5.65%	53.27%	22.76%	73.28%	-51.53%	36.50%	22.89%	-2.90%	-4.96%	6.66%
XLY Consumer Discretionary Select Sector SPDR Fund	-0.61%	7.37%	26.51%	39.64%	-36.27%	27.93%	29.63%	28.39%	1.58%	22.82%

Correlation

The correlation between EXPE and XLY is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.52
Correlation (3Y) Balances recent behavior with more history.	0.52
Correlation (5Y) Shows whether the relationship held over a longer period.	0.57
Correlation (10Y) Provides a long-term view across more market conditions.	0.55
Correlation (All Time) Calculated using the full available price history since Jul 21, 2005	0.55

The correlation between EXPE and XLY has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

Return for Risk

EXPE vs. XLY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EXPE

EXPE Risk / Return Rank: 80
EXPE Sharpe Ratio Rank: 83
EXPE Sortino Ratio Rank: 80
EXPE Omega Ratio Rank: 81
EXPE Calmar Ratio Rank: 77
EXPE Martin Ratio Rank: 77

XLY

XLY Risk / Return Rank: 24
XLY Sharpe Ratio Rank: 24
XLY Sortino Ratio Rank: 24
XLY Omega Ratio Rank: 23
XLY Calmar Ratio Rank: 23
XLY Martin Ratio Rank: 24

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EXPE vs. XLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expedia Group, Inc. (EXPE) 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.

	EXPE	XLY	Difference
Sharpe ratio: Return per unit of total volatility	1.41	0.53	+0.88
Sortino ratio: Return per unit of downside risk	2.07	0.87	+1.21
Omega ratio: Gain probability vs. loss probability	1.27	1.10	+0.17
Calmar ratio: Return relative to maximum drawdown	1.84	0.69	+1.16
Martin ratio: Return relative to average drawdown	4.47	1.86	+2.61

EXPE vs. XLY - Sharpe Ratio Comparison

The current EXPE Sharpe Ratio is 1.41, which is higher than the XLY Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of EXPE 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

EXPE vs. XLY - Drawdown Comparison

The maximum EXPE drawdown since its inception was -82.73%, which is greater than XLY's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for EXPE and XLY.

Drawdown Indicators

	EXPE	XLY	Difference
Max Drawdown Largest peak-to-trough decline	-82.73%	-59.05%	-23.68%
Max Drawdown (1Y) Largest decline over 1 year	-37.44%	-14.98%	-22.46%
Max Drawdown (3Y) Largest decline over 3 years	-37.44%	-26.01%	-11.43%
Max Drawdown (5Y) Largest decline over 5 years	-60.86%	-39.67%	-21.19%
Max Drawdown (10Y) Largest decline over 10 years	-70.51%	-39.67%	-30.84%
Current Drawdown Current decline from peak	-2.05%	-4.69%	+2.64%
Average Drawdown Average peak-to-trough decline	-23.24%	-9.54%	-13.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.42%	5.54%	+9.88%

Volatility

EXPE vs. XLY - Volatility Comparison

Expedia Group, Inc. (EXPE) has a higher volatility of 12.13% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 7.47%. This indicates that EXPE'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

	EXPE	XLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.13%	7.47%	+4.66%
Volatility (6M) Calculated over the trailing 6-month period	38.70%	15.15%	+23.55%
Volatility (1Y) Calculated over the trailing 1-year period	48.93%	19.48%	+29.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.22%	24.09%	+22.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.09%	22.19%	+21.90%

Dividends

EXPE vs. XLY - Dividend Comparison

EXPE's dividend yield for the trailing twelve months is around 0.59%, less than XLY's 0.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXPE Expedia Group, Inc.	0.59%	0.56%	0.00%	0.00%	0.00%	0.00%	0.26%	1.22%	1.10%	0.97%	0.88%	0.68%
XLY Consumer Discretionary Select Sector SPDR Fund	0.76%	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 EXPE and XLY in my portfolio?

EXPE and XLY have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EXPE or XLY?

EXPE has higher volatility (12.13%) compared to XLY (7.47%). In terms of maximum drawdown, EXPE dropped -82.73% vs XLY's -59.05%.

Which has better risk-adjusted returns?

EXPE currently has the higher Sharpe Ratio (1.41 vs 0.53), 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.