KXI vs. XLP
Compare and contrast key facts about iShares Global Consumer Staples ETF (KXI) and Consumer Staples Select Sector SPDR Fund (XLP).
KXI and XLP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KXI is a passively managed fund by iShares that tracks the performance of the S&P Global Consumer Staples Index. It was launched on Sep 21, 2006. 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 KXI 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: KXI or XLP.
Performance
KXI vs. XLP - Performance Comparison
Returns By Period
In the year-to-date period, KXI achieves a 6.50% return, which is significantly lower than XLP's 14.87% return. Over the past 10 years, KXI has underperformed XLP with an annualized return of 5.61%, while XLP has yielded a comparatively higher 8.14% annualized return.
KXI
6.50%
-2.66%
2.67%
10.20%
5.35%
5.61%
XLP
14.87%
-1.12%
6.81%
18.84%
8.62%
8.14%
Key characteristics
| KXI | XLP | |
|---|---|---|
| Sharpe Ratio | 1.12 | 1.94 |
| Sortino Ratio | 1.63 | 2.77 |
| Omega Ratio | 1.19 | 1.33 |
| Calmar Ratio | 1.25 | 2.04 |
| Martin Ratio | 5.02 | 11.40 |
| Ulcer Index | 2.19% | 1.73% |
| Daily Std Dev | 9.80% | 10.18% |
| Max Drawdown | -42.27% | -35.89% |
| Current Drawdown | -5.59% | -3.25% |
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KXI vs. XLP - Expense Ratio Comparison
KXI has a 0.46% expense ratio, which is higher than XLP's 0.13% expense ratio.
Correlation
The correlation between KXI and XLP is 0.86, 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
KXI vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) 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
KXI vs. XLP - Dividend Comparison
KXI's dividend yield for the trailing twelve months is around 2.91%, more than XLP's 2.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 2.91% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.98% | 2.17% | 2.34% | 2.20% | 2.35% | 2.03% |
XLP Consumer Staples Select Sector SPDR Fund | 2.60% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
Drawdowns
KXI vs. XLP - Drawdown Comparison
The maximum KXI drawdown since its inception was -42.27%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for KXI and XLP. For additional features, visit the drawdowns tool.
Volatility
KXI vs. XLP - Volatility Comparison
iShares Global Consumer Staples ETF (KXI) and Consumer Staples Select Sector SPDR Fund (XLP) have volatilities of 3.28% and 3.16%, 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.