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WUGI vs. XLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WUGI and XLY is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

WUGI vs. XLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Esoterica NextG Economy ETF (WUGI) and Consumer Discretionary Select Sector SPDR Fund (XLY). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
163.70%
106.11%
WUGI
XLY

Key characteristics

Sharpe Ratio

WUGI:

0.58

XLY:

0.59

Sortino Ratio

WUGI:

1.00

XLY:

1.00

Omega Ratio

WUGI:

1.13

XLY:

1.13

Calmar Ratio

WUGI:

0.67

XLY:

0.57

Martin Ratio

WUGI:

2.23

XLY:

1.84

Ulcer Index

WUGI:

8.32%

XLY:

8.09%

Daily Std Dev

WUGI:

31.70%

XLY:

25.19%

Max Drawdown

WUGI:

-56.41%

XLY:

-59.05%

Current Drawdown

WUGI:

-17.56%

XLY:

-18.55%

Returns By Period

In the year-to-date period, WUGI achieves a -9.95% return, which is significantly higher than XLY's -13.24% return.


WUGI

YTD

-9.95%

1M

-8.10%

6M

-6.51%

1Y

16.11%

5Y*

18.73%

10Y*

N/A

XLY

YTD

-13.24%

1M

-5.74%

6M

-2.58%

1Y

12.43%

5Y*

12.53%

10Y*

10.97%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WUGI vs. XLY - Expense Ratio Comparison

WUGI has a 0.75% expense ratio, which is higher than XLY's 0.13% expense ratio.


Expense ratio chart for WUGI: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WUGI: 0.75%
Expense ratio chart for XLY: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLY: 0.13%

Risk-Adjusted Performance

WUGI vs. XLY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WUGI
The Risk-Adjusted Performance Rank of WUGI is 6767
Overall Rank
The Sharpe Ratio Rank of WUGI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of WUGI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of WUGI is 6565
Omega Ratio Rank
The Calmar Ratio Rank of WUGI is 7474
Calmar Ratio Rank
The Martin Ratio Rank of WUGI is 6464
Martin Ratio Rank

XLY
The Risk-Adjusted Performance Rank of XLY is 6565
Overall Rank
The Sharpe Ratio Rank of XLY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of XLY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of XLY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of XLY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of XLY is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WUGI vs. XLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) 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.


The chart of Sharpe ratio for WUGI, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
WUGI: 0.58
XLY: 0.59
The chart of Sortino ratio for WUGI, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
WUGI: 1.00
XLY: 1.00
The chart of Omega ratio for WUGI, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
WUGI: 1.13
XLY: 1.13
The chart of Calmar ratio for WUGI, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.00
WUGI: 0.67
XLY: 0.57
The chart of Martin ratio for WUGI, currently valued at 2.23, compared to the broader market0.0020.0040.0060.00
WUGI: 2.23
XLY: 1.84

The current WUGI Sharpe Ratio is 0.58, which is comparable to the XLY Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of WUGI and XLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.58
0.59
WUGI
XLY

Dividends

WUGI vs. XLY - Dividend Comparison

WUGI's dividend yield for the trailing twelve months is around 4.55%, more than XLY's 0.91% yield.


TTM20242023202220212020201920182017201620152014
WUGI
Esoterica NextG Economy ETF
4.55%4.09%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
0.91%0.72%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%

Drawdowns

WUGI vs. XLY - Drawdown Comparison

The maximum WUGI drawdown since its inception was -56.41%, roughly equal to the maximum XLY drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for WUGI and XLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.56%
-18.55%
WUGI
XLY

Volatility

WUGI vs. XLY - Volatility Comparison

Esoterica NextG Economy ETF (WUGI) has a higher volatility of 18.79% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 15.77%. This indicates that WUGI'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.79%
15.77%
WUGI
XLY