IYK vs. XLP
Compare and contrast key facts about iShares U.S. Consumer Goods ETF (IYK) and Consumer Staples Select Sector SPDR Fund (XLP).
IYK and XLP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYK is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Consumer Goods Index. It was launched on Jun 12, 2000. 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 IYK 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: IYK or XLP.
Performance
IYK vs. XLP - Performance Comparison
Returns By Period
In the year-to-date period, IYK achieves a 9.50% return, which is significantly lower than XLP's 14.22% return. Over the past 10 years, IYK has outperformed XLP with an annualized return of 9.36%, while XLP has yielded a comparatively lower 8.08% annualized return.
IYK
9.50%
-1.08%
2.76%
12.57%
12.57%
9.36%
XLP
14.22%
-1.96%
4.53%
19.38%
8.47%
8.08%
Key characteristics
| IYK | XLP | |
|---|---|---|
| Sharpe Ratio | 1.25 | 1.91 |
| Sortino Ratio | 1.84 | 2.73 |
| Omega Ratio | 1.22 | 1.33 |
| Calmar Ratio | 1.51 | 1.87 |
| Martin Ratio | 5.94 | 11.38 |
| Ulcer Index | 2.17% | 1.69% |
| Daily Std Dev | 10.34% | 10.11% |
| Max Drawdown | -42.64% | -35.89% |
| Current Drawdown | -3.97% | -3.80% |
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IYK vs. XLP - Expense Ratio Comparison
IYK has a 0.42% expense ratio, which is higher than XLP's 0.13% expense ratio.
Correlation
The correlation between IYK and XLP is 0.84, 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
IYK vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods ETF (IYK) 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
IYK vs. XLP - Dividend Comparison
IYK's dividend yield for the trailing twelve months is around 2.53%, less than XLP's 2.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYK iShares U.S. Consumer Goods ETF | 2.53% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% | 1.82% | 1.84% |
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
IYK vs. XLP - Drawdown Comparison
The maximum IYK drawdown since its inception was -42.64%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for IYK and XLP. For additional features, visit the drawdowns tool.
Volatility
IYK vs. XLP - Volatility Comparison
The current volatility for iShares U.S. Consumer Goods ETF (IYK) is 2.68%, while Consumer Staples Select Sector SPDR Fund (XLP) has a volatility of 2.91%. This indicates that IYK 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.