FTXG vs. XLP
Compare and contrast key facts about First Trust Nasdaq Food & Beverage ETF (FTXG) and Consumer Staples Select Sector SPDR Fund (XLP).
FTXG and XLP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTXG is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Food & Beverage Index. It was launched on Sep 20, 2016. XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998. Both FTXG and XLP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXG or XLP.
Key characteristics
| FTXG | XLP | |
|---|---|---|
| YTD Return | 1.39% | 14.09% |
| 1Y Return | 7.41% | 20.07% |
| 3Y Return (Ann) | 0.75% | 6.19% |
| 5Y Return (Ann) | 5.18% | 8.47% |
| Sharpe Ratio | 0.64 | 2.05 |
| Sortino Ratio | 0.98 | 2.91 |
| Omega Ratio | 1.11 | 1.35 |
| Calmar Ratio | 0.45 | 1.91 |
| Martin Ratio | 2.39 | 13.14 |
| Ulcer Index | 3.13% | 1.59% |
| Daily Std Dev | 11.68% | 10.22% |
| Max Drawdown | -31.53% | -35.89% |
| Current Drawdown | -10.41% | -3.91% |
Correlation
The correlation between FTXG and XLP is 0.59, 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.
Performance
FTXG vs. XLP - Performance Comparison
In the year-to-date period, FTXG achieves a 1.39% return, which is significantly lower than XLP's 14.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTXG vs. XLP - Expense Ratio Comparison
FTXG has a 0.60% expense ratio, which is higher than XLP's 0.13% expense ratio.
Risk-Adjusted Performance
FTXG vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Food & Beverage ETF (FTXG) and Consumer Staples Select Sector SPDR Fund (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.
Dividends
FTXG vs. XLP - Dividend Comparison
FTXG's dividend yield for the trailing twelve months is around 2.63%, which matches XLP's 2.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXG First Trust Nasdaq Food & Beverage ETF | 2.63% | 4.27% | 1.50% | 1.52% | 1.35% | 1.26% | 1.37% | 1.56% | 0.30% | 0.00% | 0.00% | 0.00% |
XLP Consumer Staples Select Sector SPDR Fund | 2.62% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
Drawdowns
FTXG vs. XLP - Drawdown Comparison
The maximum FTXG drawdown since its inception was -31.53%, smaller than the maximum XLP drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for FTXG and XLP. For additional features, visit the drawdowns tool.
Volatility
FTXG vs. XLP - Volatility Comparison
The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 2.49%, while Consumer Staples Select Sector SPDR Fund (XLP) has a volatility of 2.99%. This indicates that FTXG experiences smaller price fluctuations and is considered to be less risky than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.