WMT vs. XLP
Compare and contrast key facts about Walmart Inc. (WMT) and Consumer Staples Select Sector SPDR Fund (XLP).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WMT or XLP.
Key characteristics
| WMT | XLP | |
|---|---|---|
| YTD Return | 14.32% | 6.19% |
| 1Y Return | 20.22% | 1.79% |
| 3Y Return (Ann) | 10.37% | 5.70% |
| 5Y Return (Ann) | 13.95% | 8.80% |
| 10Y Return (Ann) | 10.93% | 8.52% |
| Sharpe Ratio | 1.27 | 0.16 |
| Daily Std Dev | 15.17% | 10.55% |
| Max Drawdown | -76.80% | -35.89% |
| Current Drawdown | -2.57% | -0.56% |
Correlation
The correlation between WMT and XLP is 0.55, 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
WMT vs. XLP - Performance Comparison
In the year-to-date period, WMT achieves a 14.32% return, which is significantly higher than XLP's 6.19% return. Over the past 10 years, WMT has outperformed XLP with an annualized return of 10.93%, while XLP has yielded a comparatively lower 8.52% annualized 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
WMT vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) 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
WMT vs. XLP - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 1.30%, less than XLP's 2.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 1.30% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
XLP Consumer Staples Select Sector SPDR Fund | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
Drawdowns
WMT vs. XLP - Drawdown Comparison
The maximum WMT drawdown since its inception was -76.80%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for WMT and XLP. For additional features, visit the drawdowns tool.
Volatility
WMT vs. XLP - Volatility Comparison
Walmart Inc. (WMT) has a higher volatility of 3.69% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 2.88%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.