XLP vs. COST
Compare and contrast key facts about Consumer Staples Select Sector SPDR Fund (XLP) and Costco Wholesale Corporation (COST).
XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLP or COST.
Key characteristics
| XLP | COST | |
|---|---|---|
| YTD Return | 6.12% | 13.05% |
| 1Y Return | 2.13% | 56.22% |
| 3Y Return (Ann) | 5.57% | 27.48% |
| 5Y Return (Ann) | 8.60% | 27.17% |
| 10Y Return (Ann) | 8.51% | 23.44% |
| Sharpe Ratio | 0.18 | 3.14 |
| Daily Std Dev | 10.49% | 18.01% |
| Max Drawdown | -35.89% | -70.95% |
| Current Drawdown | -0.63% | -5.15% |
Correlation
The correlation between XLP and COST is 0.51, 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.
Performance
XLP vs. COST - Performance Comparison
In the year-to-date period, XLP achieves a 6.12% return, which is significantly lower than COST's 13.05% return. Over the past 10 years, XLP has underperformed COST with an annualized return of 8.51%, while COST has yielded a comparatively higher 23.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XLP vs. COST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector SPDR Fund (XLP) and Costco Wholesale Corporation (COST). 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
XLP vs. COST - Dividend Comparison
XLP's dividend yield for the trailing twelve months is around 2.77%, more than COST's 2.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLP Consumer Staples Select Sector SPDR Fund | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
COST Costco Wholesale Corporation | 2.58% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
Drawdowns
XLP vs. COST - Drawdown Comparison
The maximum XLP drawdown since its inception was -35.89%, smaller than the maximum COST drawdown of -70.95%. Use the drawdown chart below to compare losses from any high point for XLP and COST. For additional features, visit the drawdowns tool.
Volatility
XLP vs. COST - Volatility Comparison
The current volatility for Consumer Staples Select Sector SPDR Fund (XLP) is 2.48%, while Costco Wholesale Corporation (COST) has a volatility of 3.89%. This indicates that XLP experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.