FXG vs. XLP
Compare and contrast key facts about First Trust Consumer Staples AlphaDEX Fund (FXG) and Consumer Staples Select Sector SPDR Fund (XLP).
FXG and XLP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXG is a passively managed fund by First Trust that tracks the performance of the StrataQuant Consumer Staples Index. It was launched on May 8, 2007. 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 FXG 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: FXG or XLP.
Performance
FXG vs. XLP - Performance Comparison
Returns By Period
In the year-to-date period, FXG achieves a 8.59% return, which is significantly lower than XLP's 14.22% return. Over the past 10 years, FXG has underperformed XLP with an annualized return of 6.68%, while XLP has yielded a comparatively higher 8.08% annualized return.
FXG
8.59%
-0.35%
0.84%
14.23%
8.69%
6.68%
XLP
14.22%
-1.96%
4.53%
19.38%
8.47%
8.08%
Key characteristics
| FXG | XLP | |
|---|---|---|
| Sharpe Ratio | 1.34 | 1.91 |
| Sortino Ratio | 1.96 | 2.73 |
| Omega Ratio | 1.23 | 1.33 |
| Calmar Ratio | 1.54 | 1.87 |
| Martin Ratio | 5.50 | 11.38 |
| Ulcer Index | 2.69% | 1.69% |
| Daily Std Dev | 11.09% | 10.11% |
| Max Drawdown | -38.69% | -35.89% |
| Current Drawdown | -1.47% | -3.80% |
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FXG vs. XLP - Expense Ratio Comparison
FXG has a 0.63% expense ratio, which is higher than XLP's 0.13% expense ratio.
Correlation
The correlation between FXG and XLP is 0.77, 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.
Risk-Adjusted Performance
FXG vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) 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
FXG vs. XLP - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 1.57%, less than XLP's 2.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 1.57% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.30% | 1.34% | 1.71% | 1.67% | 1.24% | 0.95% |
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
FXG vs. XLP - Drawdown Comparison
The maximum FXG drawdown since its inception was -38.69%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for FXG and XLP. For additional features, visit the drawdowns tool.
Volatility
FXG vs. XLP - Volatility Comparison
First Trust Consumer Staples AlphaDEX Fund (FXG) and Consumer Staples Select Sector SPDR Fund (XLP) have volatilities of 3.06% and 2.98%, 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.