WUGI vs. XLY

Last updated Jun 5, 2026

WUGI (Esoterica NextG Economy ETF) and XLY (Consumer Discretionary Select Sector SPDR Fund) are both exchange-traded funds - WUGI is a Large Cap Growth Equities fund actively managed by Esoterica, while XLY is a Consumer Discretionary Equities fund tracking the Consumer Discretionary Select Sector Index. WUGI is actively managed, while XLY is passively managed. Over the past 5 years, WUGI returned 17.46%/yr vs 7.39%/yr for XLY. A 0.71 correlation means they provide meaningful diversification when combined. WUGI charges 0.75%/yr vs 0.13%/yr for XLY.

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.

Returns By Period

In the year-to-date period, WUGI achieves a 27.53% return, which is significantly higher than XLY's -1.60% return.

WUGI

• 1D: -0.72%
• 1M: 14.77%
• YTD: 27.53%
• 6M: 26.94%
• 1Y: 45.31%
• 3Y*: 36.86%
• 5Y*: 17.46%
• 10Y*: —

XLY

• 1D: 0.45%
• 1M: -0.69%
• YTD: -1.60%
• 6M: -1.13%
• 1Y: 10.01%
• 3Y*: 15.13%
• 5Y*: 7.39%
• 10Y*: 12.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WUGI vs. XLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
WUGI Esoterica NextG Economy ETF	27.53%	22.66%	47.14%	61.30%	-49.55%	25.18%	95.37%
XLY Consumer Discretionary Select Sector SPDR Fund	-1.60%	7.37%	26.51%	39.64%	-36.27%	27.93%	64.96%

Correlation

The correlation between WUGI and XLY is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (All Time) Calculated using the full available price history since Apr 1, 2020	0.71

The correlation between WUGI and XLY shifts across timeframes, from 0.53 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

WUGI vs. XLY - Sectors Allocation Comparison

Sectors	WUGI	XLY
Technology	70.5%	0.9%
Communication Services	12.1%	1.4%
Industrials	9.3%	0.1%
Consumer Cyclical	6.3%	97.5%
Financial Services	1.8%	-
Healthcare	0.2%	-
Consumer Defensive	0.1%	-
Real Estate	0.1%	-
Basic Materials	0.0%	-
Energy	0.0%	-
Utilities	-	-

Return for Risk

WUGI vs. XLY — Risk / Return Rank

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

WUGI

WUGI Risk / Return Rank: 54
WUGI Sharpe Ratio Rank: 59
WUGI Sortino Ratio Rank: 55
WUGI Omega Ratio Rank: 55
WUGI Calmar Ratio Rank: 52
WUGI Martin Ratio Rank: 50

XLY

XLY Risk / Return Rank: 18
XLY Sharpe Ratio Rank: 19
XLY Sortino Ratio Rank: 18
XLY Omega Ratio Rank: 18
XLY Calmar Ratio Rank: 18
XLY Martin Ratio Rank: 20

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WUGI vs. XLY - Risk-Adjusted Trends 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.

	WUGI	XLY	Difference
Sharpe ratio: Return per unit of total volatility	1.96	0.55	+1.41
Sortino ratio: Return per unit of downside risk	2.62	0.89	+1.73
Omega ratio: Gain probability vs. loss probability	1.34	1.10	+0.23
Calmar ratio: Return relative to maximum drawdown	2.53	0.67	+1.86
Martin ratio: Return relative to average drawdown	8.34	2.11	+6.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WUGI vs. XLY - Sharpe Ratio Comparison

The current WUGI Sharpe Ratio is 1.96, which is higher than the XLY Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of WUGI and XLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WUGI	XLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	0.55	+1.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.31	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.43	+0.48

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.

Drawdown Indicators

	WUGI	XLY	Difference
Max Drawdown Largest peak-to-trough decline	-56.41%	-59.05%	+2.64%
Max Drawdown (1Y) Largest decline over 1 year	-17.99%	-14.98%	-3.01%
Max Drawdown (3Y) Largest decline over 3 years	-27.49%	-26.01%	-1.48%
Max Drawdown (5Y) Largest decline over 5 years	-56.41%	-39.67%	-16.74%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.67%	—
Current Drawdown Current decline from peak	-0.72%	-5.64%	+4.92%
Average Drawdown Average peak-to-trough decline	-16.66%	-9.56%	-7.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.45%	4.76%	+0.69%

Volatility

WUGI vs. XLY - Volatility Comparison

Esoterica NextG Economy ETF (WUGI) has a higher volatility of 9.19% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 5.17%. 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.

Volatility by Period

	WUGI	XLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.19%	5.17%	+4.02%
Volatility (6M) Calculated over the trailing 6-month period	19.54%	13.10%	+6.44%
Volatility (1Y) Calculated over the trailing 1-year period	23.21%	18.16%	+5.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.75%	23.78%	+6.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.88%	22.05%	+8.83%

WUGI vs. XLY - Expense Ratio Comparison

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

Dividends

WUGI vs. XLY - Dividend Comparison

WUGI's dividend yield for the trailing twelve months is around 17.90%, more than XLY's 0.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WUGI Esoterica NextG Economy ETF	17.90%	22.83%	4.09%	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	0.76%	0.79%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%

Frequently Asked Questions

Can I hold both WUGI and XLY in my portfolio?

WUGI and XLY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WUGI or XLY?

WUGI has higher volatility (9.19%) compared to XLY (5.17%). In terms of maximum drawdown, WUGI dropped -56.41% vs XLY's -59.05%.

Which ETF is better, WUGI or XLY?

On 5-year performance, WUGI leads with 17.46% vs 7.39% for XLY. On fees, XLY is cheaper at 0.13% per year. On volatility, XLY has been the lower-risk option at 5.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WUGI or XLY?

Over the 5-year period, WUGI has performed better with a 17.46% return vs 7.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WUGI or XLY?

XLY is cheaper with a 0.13% expense ratio, compared with 0.75% for WUGI.

Which ETF pays a higher dividend yield, WUGI or XLY?

WUGI has the higher dividend yield at 17.90%, compared with 0.76% for XLY.

What is the main difference between WUGI and XLY?

WUGI is categorized as Large Cap Growth Equities, while XLY is Consumer Discretionary Equities. They also come from different issuers: Esoterica and State Street. Their fees differ too: 0.75% for WUGI and 0.13% for XLY.

Which has better risk-adjusted returns?

WUGI currently has the higher Sharpe Ratio (1.96 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.