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

Correlation

The correlation between XLB and XLY is 0.74, 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: 0.7

Performance

XLB vs. XLY - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%NovemberDecember2025FebruaryMarchApril
640.53%
926.58%
XLB
XLY

Key characteristics

Sharpe Ratio

XLB:

-0.24

XLY:

0.59

Sortino Ratio

XLB:

-0.22

XLY:

1.00

Omega Ratio

XLB:

0.97

XLY:

1.13

Calmar Ratio

XLB:

-0.20

XLY:

0.57

Martin Ratio

XLB:

-0.63

XLY:

1.84

Ulcer Index

XLB:

7.48%

XLY:

8.09%

Daily Std Dev

XLB:

19.43%

XLY:

25.19%

Max Drawdown

XLB:

-59.83%

XLY:

-59.05%

Current Drawdown

XLB:

-13.89%

XLY:

-18.55%

Returns By Period

In the year-to-date period, XLB achieves a -0.60% return, which is significantly higher than XLY's -13.24% return. Over the past 10 years, XLB has underperformed XLY with an annualized return of 7.25%, while XLY has yielded a comparatively higher 10.97% annualized return.


XLB

YTD

-0.60%

1M

-3.79%

6M

-11.09%

1Y

-3.95%

5Y*

13.07%

10Y*

7.25%

XLY

YTD

-13.24%

1M

-5.74%

6M

-2.58%

1Y

12.43%

5Y*

12.53%

10Y*

10.97%

*Annualized

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XLB vs. XLY - Expense Ratio Comparison

Both XLB and XLY have an expense ratio of 0.13%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for XLB: 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%
XLB: 0.13%
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

XLB vs. XLY — Risk-Adjusted Performance Rank

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

XLB
The Risk-Adjusted Performance Rank of XLB is 1111
Overall Rank
The Sharpe Ratio Rank of XLB is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of XLB is 1111
Sortino Ratio Rank
The Omega Ratio Rank of XLB is 1111
Omega Ratio Rank
The Calmar Ratio Rank of XLB is 1010
Calmar Ratio Rank
The Martin Ratio Rank of XLB is 1111
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.

XLB vs. XLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Materials Select Sector SPDR ETF (XLB) 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 XLB, currently valued at -0.24, compared to the broader market-1.000.001.002.003.004.00
XLB: -0.24
XLY: 0.59
The chart of Sortino ratio for XLB, currently valued at -0.22, compared to the broader market-2.000.002.004.006.008.00
XLB: -0.22
XLY: 1.00
The chart of Omega ratio for XLB, currently valued at 0.97, compared to the broader market0.501.001.502.00
XLB: 0.97
XLY: 1.13
The chart of Calmar ratio for XLB, currently valued at -0.20, compared to the broader market0.002.004.006.008.0010.0012.00
XLB: -0.20
XLY: 0.57
The chart of Martin ratio for XLB, currently valued at -0.63, compared to the broader market0.0020.0040.0060.00
XLB: -0.63
XLY: 1.84

The current XLB Sharpe Ratio is -0.24, which is lower than the XLY Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of XLB 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 Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.24
0.59
XLB
XLY

Dividends

XLB vs. XLY - Dividend Comparison

XLB's dividend yield for the trailing twelve months is around 2.04%, more than XLY's 0.91% yield.


TTM20242023202220212020201920182017201620152014
XLB
Materials Select Sector SPDR ETF
2.04%1.92%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%1.97%
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

XLB vs. XLY - Drawdown Comparison

The maximum XLB drawdown since its inception was -59.83%, roughly equal to the maximum XLY drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for XLB and XLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.89%
-18.55%
XLB
XLY

Volatility

XLB vs. XLY - Volatility Comparison

The current volatility for Materials Select Sector SPDR ETF (XLB) is 13.94%, while Consumer Discretionary Select Sector SPDR Fund (XLY) has a volatility of 15.77%. This indicates that XLB experiences smaller price fluctuations and is considered to be less risky than XLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.94%
15.77%
XLB
XLY