W vs. XLY
Compare and contrast key facts about Wayfair Inc. (W) and Consumer Discretionary Select Sector SPDR Fund (XLY).
XLY is a passively managed fund by State Street that tracks the performance of the Consumer Discretionary Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: W or XLY.
Key characteristics
| W | XLY | |
|---|---|---|
| YTD Return | -18.10% | -2.19% |
| 1Y Return | 59.70% | 20.01% |
| 3Y Return (Ann) | -44.54% | -0.03% |
| 5Y Return (Ann) | -19.47% | 8.79% |
| Sharpe Ratio | 0.81 | 1.14 |
| Daily Std Dev | 70.28% | 17.64% |
| Max Drawdown | -91.79% | -59.05% |
| Current Drawdown | -85.37% | -15.71% |
Correlation
The correlation between W and XLY is 0.44, 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
W vs. XLY - Performance Comparison
In the year-to-date period, W achieves a -18.10% return, which is significantly lower than XLY's -2.19% 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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Risk-Adjusted Performance
W vs. XLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wayfair Inc. (W) 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.
Dividends
W vs. XLY - Dividend Comparison
W has not paid dividends to shareholders, while XLY's dividend yield for the trailing twelve months is around 0.77%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
W Wayfair Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.77% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
Drawdowns
W vs. XLY - Drawdown Comparison
The maximum W drawdown since its inception was -91.79%, which is greater than XLY's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for W and XLY. For additional features, visit the drawdowns tool.
Volatility
W vs. XLY - Volatility Comparison
Wayfair Inc. (W) has a higher volatility of 16.23% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 5.40%. This indicates that W'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.