XLB vs. XLY
Compare and contrast key facts about Materials Select Sector SPDR ETF (XLB) and Consumer Discretionary Select Sector SPDR Fund (XLY).
XLB and XLY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLB is a passively managed fund by State Street that tracks the performance of the Materials Select Sector Index. It was launched on Dec 16, 1998. XLY is a passively managed fund by State Street that tracks the performance of the Consumer Discretionary Select Sector Index. It was launched on Dec 16, 1998. Both XLB and XLY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLB or XLY.
Performance
XLB vs. XLY - Performance Comparison
Returns By Period
In the year-to-date period, XLB achieves a 8.09% return, which is significantly lower than XLY's 20.13% return. Over the past 10 years, XLB has underperformed XLY with an annualized return of 8.42%, while XLY has yielded a comparatively higher 13.23% annualized return.
XLB
8.09%
-5.98%
-0.03%
16.20%
10.88%
8.42%
XLY
20.13%
7.30%
19.94%
29.61%
12.97%
13.23%
Key characteristics
| XLB | XLY | |
|---|---|---|
| Sharpe Ratio | 1.25 | 1.60 |
| Sortino Ratio | 1.75 | 2.20 |
| Omega Ratio | 1.22 | 1.27 |
| Calmar Ratio | 1.94 | 1.41 |
| Martin Ratio | 5.84 | 7.65 |
| Ulcer Index | 2.84% | 3.70% |
| Daily Std Dev | 13.28% | 17.73% |
| Max Drawdown | -59.83% | -59.05% |
| Current Drawdown | -6.50% | -2.74% |
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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%.
Correlation
The correlation between XLB and XLY is 0.65, 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.
Risk-Adjusted Performance
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.
Dividends
XLB vs. XLY - Dividend Comparison
XLB's dividend yield for the trailing twelve months is around 1.93%, more than XLY's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLB Materials Select Sector SPDR ETF | 1.93% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% | 2.08% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.70% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
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.
Volatility
XLB vs. XLY - Volatility Comparison
The current volatility for Materials Select Sector SPDR ETF (XLB) is 3.60%, while Consumer Discretionary Select Sector SPDR Fund (XLY) has a volatility of 6.65%. 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.