WMT vs. XLP
Compare and contrast key facts about Walmart Inc. (WMT) and State Street Consumer Staples Select Sector SPDR ETF (XLP).
XLP is a passively managed fund by State Street that tracks the performance of the S&P Consumer Staples Select Sector. It was launched on Dec 16, 1998.
Performance
WMT vs. XLP - Performance Comparison
Loading graphics...
WMT vs. XLP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 11.78% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 6.13% | 1.52% | 12.20% | -0.82% | -0.81% | 17.20% | 10.11% | 27.43% | -8.07% | 12.98% |
Returns By Period
In the year-to-date period, WMT achieves a 11.78% return, which is significantly higher than XLP's 6.13% return. Over the past 10 years, WMT has outperformed XLP with an annualized return of 20.48%, while XLP has yielded a comparatively lower 7.17% annualized return.
WMT
- 1D
- 0.63%
- 1M
- -2.67%
- YTD
- 11.78%
- 6M
- 21.08%
- 1Y
- 42.82%
- 3Y*
- 37.81%
- 5Y*
- 24.04%
- 10Y*
- 20.48%
XLP
- 1D
- 0.12%
- 1M
- -8.41%
- YTD
- 6.13%
- 6M
- 6.04%
- 1Y
- 3.16%
- 3Y*
- 5.99%
- 5Y*
- 6.59%
- 10Y*
- 7.17%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WMT vs. XLP — Risk / Return Rank
WMT
XLP
WMT vs. XLP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and State Street Consumer Staples Select Sector SPDR ETF (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.
| WMT | XLP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 0.23 | +1.55 |
Sortino ratioReturn per unit of downside risk | 2.72 | 0.42 | +2.29 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.05 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 4.33 | 0.49 | +3.83 |
Martin ratioReturn relative to average drawdown | 11.97 | 1.19 | +10.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WMT | XLP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 0.23 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.50 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.49 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.44 | +0.21 |
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.
Dividends
WMT vs. XLP - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.77%, less than XLP's 2.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 0.77% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 2.65% | 2.75% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% |
Drawdowns
WMT vs. XLP - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, which is greater than XLP's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for WMT and XLP.
Loading graphics...
Drawdown Indicators
| WMT | XLP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -35.90% | -41.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -9.69% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -16.30% | -9.44% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -24.51% | -1.23% |
Current DrawdownCurrent decline from peak | -6.99% | -8.41% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -14.66% | -7.06% | -7.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 4.03% | -0.08% |
Volatility
WMT vs. XLP - Volatility Comparison
Walmart Inc. (WMT) has a higher volatility of 5.96% compared to State Street Consumer Staples Select Sector SPDR ETF (XLP) at 3.93%. 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.
Loading graphics...
Volatility by Period
| WMT | XLP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 3.93% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 17.03% | 9.34% | +7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.35% | 13.90% | +10.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 13.14% | +7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 14.69% | +7.01% |