XLP vs. DIV

Last updated Jun 14, 2026

XLP (State Street Consumer Staples Select Sector SPDR ETF) and DIV (Global X SuperDividend U.S. ETF) are both exchange-traded funds - XLP is a Consumer Staples Equities fund tracking the Consumer Staples Select Sector Index, while DIV is a Mid Cap Value Equities fund tracking the Indxx SuperDividend® U.S. Low Volatility Index. Both are passively managed. Over the past 10 years, XLP returned 7.60%/yr vs 4.30%/yr for DIV. A 0.60 correlation means they provide meaningful diversification when combined. XLP charges 0.08%/yr vs 0.45%/yr for DIV.

Performance

XLP vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Consumer Staples Select Sector SPDR ETF (XLP) and Global X SuperDividend U.S. ETF (DIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XLP achieves a 11.10% return, which is significantly lower than DIV's 14.48% return. Over the past 10 years, XLP has outperformed DIV with an annualized return of 7.60%, while DIV has yielded a comparatively lower 4.30% annualized return.

XLP

• 1D: 0.65%
• 1M: 0.99%
• YTD: 11.10%
• 6M: 9.54%
• 1Y: 8.93%
• 3Y*: 8.26%
• 5Y*: 6.65%
• 10Y*: 7.60%

DIV

• 1D: 0.68%
• 1M: 0.97%
• YTD: 14.48%
• 6M: 13.33%
• 1Y: 16.51%
• 3Y*: 11.89%
• 5Y*: 5.31%
• 10Y*: 4.30%

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

XLP vs. DIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XLP State Street Consumer Staples Select Sector SPDR ETF	11.10%	1.52%	12.20%	-0.82%	-0.81%	17.20%	10.11%	27.43%	-8.07%	12.98%
DIV Global X SuperDividend U.S. ETF	14.48%	3.10%	11.27%	-1.73%	-3.92%	30.60%	-22.85%	14.50%	-6.60%	9.90%

Correlation

The correlation between XLP and DIV is 0.52, 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	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since Mar 12, 2013	0.60

The correlation between XLP and DIV has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.

XLP vs. DIV - Sectors Allocation Comparison

Sectors	XLP	DIV
Consumer Defensive	99.0%	10.7%
Consumer Cyclical	1.0%	3.7%
Basic Materials	-	4.5%
Communication Services	-	6.1%
Energy	-	23.5%
Financial Services	-	3.8%
Healthcare	-	3.5%
Industrials	-	11.7%
Real Estate	-	20.2%
Technology	-	-
Utilities	-	12.1%

Return for Risk

XLP vs. DIV — Risk / Return Rank

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

XLP

XLP Risk / Return Rank: 19
XLP Sharpe Ratio Rank: 20
XLP Sortino Ratio Rank: 20
XLP Omega Ratio Rank: 18
XLP Calmar Ratio Rank: 20
XLP Martin Ratio Rank: 17

DIV

DIV Risk / Return Rank: 54
DIV Sharpe Ratio Rank: 51
DIV Sortino Ratio Rank: 51
DIV Omega Ratio Rank: 46
DIV Calmar Ratio Rank: 69
DIV Martin Ratio Rank: 55

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.

XLP vs. DIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Consumer Staples Select Sector SPDR ETF (XLP) and Global X SuperDividend U.S. ETF (DIV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XLP	DIV	Difference
Sharpe ratio: Return per unit of total volatility	0.59	1.53	-0.94
Sortino ratio: Return per unit of downside risk	0.94	2.20	-1.27
Omega ratio: Gain probability vs. loss probability	1.11	1.26	-0.15
Calmar ratio: Return relative to maximum drawdown	0.79	3.02	-2.23
Martin ratio: Return relative to average drawdown	1.52	8.43	-6.91

XLP vs. DIV - Sharpe Ratio Comparison

The current XLP Sharpe Ratio is 0.59, which is lower than the DIV Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of XLP and DIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XLP vs. DIV - Drawdown Comparison

The maximum XLP drawdown since its inception was -35.90%, smaller than the maximum DIV drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for XLP and DIV.

Drawdown Indicators

	XLP	DIV	Difference
Max Drawdown Largest peak-to-trough decline	-35.90%	-52.74%	+16.84%
Max Drawdown (1Y) Largest decline over 1 year	-9.69%	-5.23%	-4.46%
Max Drawdown (3Y) Largest decline over 3 years	-12.39%	-12.33%	-0.06%
Max Drawdown (5Y) Largest decline over 5 years	-16.30%	-21.14%	+4.84%
Max Drawdown (10Y) Largest decline over 10 years	-24.51%	-52.74%	+28.23%
Current Drawdown Current decline from peak	-4.12%	-0.73%	-3.39%
Average Drawdown Average peak-to-trough decline	-7.06%	-7.01%	-0.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.01%	1.88%	+3.13%

Volatility

XLP vs. DIV - Volatility Comparison

State Street Consumer Staples Select Sector SPDR ETF (XLP) has a higher volatility of 4.53% compared to Global X SuperDividend U.S. ETF (DIV) at 3.07%. This indicates that XLP's price experiences larger fluctuations and is considered to be riskier than DIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLP	DIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	3.07%	+1.46%
Volatility (6M) Calculated over the trailing 6-month period	10.14%	7.08%	+3.06%
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	10.32%	+2.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.34%	13.69%	-0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.75%	17.98%	-3.23%

XLP vs. DIV - Expense Ratio Comparison

XLP has a 0.08% expense ratio, which is lower than DIV's 0.45% expense ratio.

Dividends

XLP vs. DIV - Dividend Comparison

XLP's dividend yield for the trailing twelve months is around 2.53%, less than DIV's 6.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIV Global X SuperDividend U.S. ETF	6.61%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.53%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%

Frequently Asked Questions

Can I hold both XLP and DIV in my portfolio?

XLP and DIV have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XLP or DIV?

XLP has higher volatility (4.53%) compared to DIV (3.07%). In terms of maximum drawdown, XLP dropped -35.90% vs DIV's -52.74%.

Which ETF is better, XLP or DIV?

On 10-year performance, XLP leads with 7.60% vs 4.30% for DIV. On fees, XLP is cheaper at 0.08% per year. On volatility, DIV has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XLP or DIV?

Over the 10-year period, XLP has performed better with a 7.60% return vs 4.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XLP or DIV?

XLP is cheaper with a 0.08% expense ratio, compared with 0.45% for DIV.

Which ETF pays a higher dividend yield, XLP or DIV?

DIV has the higher dividend yield at 6.61%, compared with 2.53% for XLP.

What is the main difference between XLP and DIV?

XLP is categorized as Consumer Staples Equities, while DIV is Mid Cap Value Equities. XLP tracks Consumer Staples Select Sector Index, while DIV tracks Indxx SuperDividend® U.S. Low Volatility Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.08% for XLP and 0.45% for DIV.

Which has better risk-adjusted returns?

DIV currently has the higher Sharpe Ratio (1.53 vs 0.59), 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.