XLP vs. EGGY

Last updated Jun 25, 2026

XLP (State Street Consumer Staples Select Sector SPDR ETF) and EGGY (NestYield Dynamic Income ETF) are both exchange-traded funds - XLP is a Consumer Staples Equities fund tracking the Consumer Staples Select Sector Index, while EGGY is a Derivative Income fund actively managed by NestYield. XLP is passively managed, while EGGY is actively managed. Over the past year, XLP returned 6.70% vs 48.11% for EGGY. At a correlation of -0.20, they often move in opposite directions. XLP charges 0.08%/yr vs 0.95%/yr for EGGY.

Performance

XLP vs. EGGY - 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 NestYield Dynamic Income ETF (EGGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XLP achieves a 10.07% return, which is significantly lower than EGGY's 40.81% return.

XLP

• 1D: 0.86%
• 1M: 0.27%
• YTD: 10.07%
• 6M: 9.45%
• 1Y: 6.70%
• 3Y*: 7.48%
• 5Y*: 6.70%
• 10Y*: 7.60%

EGGY

• 1D: -0.60%
• 1M: 9.49%
• YTD: 40.81%
• 6M: 37.46%
• 1Y: 48.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XLP vs. EGGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XLP State Street Consumer Staples Select Sector SPDR ETF	10.07%	1.52%	-1.36%
EGGY NestYield Dynamic Income ETF	40.81%	16.46%	-0.91%

Correlation

The correlation between XLP and EGGY is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.32
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	-0.20

The correlation between XLP and EGGY shifts across timeframes, from -0.32 (1 year) to -0.20 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XLP vs. EGGY — Risk / Return Rank

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

XLP

XLP Risk / Return Rank: 16
XLP Sharpe Ratio Rank: 17
XLP Sortino Ratio Rank: 16
XLP Omega Ratio Rank: 15
XLP Calmar Ratio Rank: 18
XLP Martin Ratio Rank: 15

EGGY

EGGY Risk / Return Rank: 48
EGGY Sharpe Ratio Rank: 48
EGGY Sortino Ratio Rank: 41
EGGY Omega Ratio Rank: 48
EGGY Calmar Ratio Rank: 60
EGGY Martin Ratio Rank: 44

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. EGGY - 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 NestYield Dynamic Income ETF (EGGY). 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	EGGY	Difference
Sharpe ratio: Return per unit of total volatility	0.51	1.51	-0.99
Sortino ratio: Return per unit of downside risk	0.82	1.93	-1.11
Omega ratio: Gain probability vs. loss probability	1.09	1.28	-0.18
Calmar ratio: Return relative to maximum drawdown	0.69	2.64	-1.94
Martin ratio: Return relative to average drawdown	1.32	6.52	-5.21

XLP vs. EGGY - Sharpe Ratio Comparison

The current XLP Sharpe Ratio is 0.51, which is lower than the EGGY Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of XLP and EGGY, 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. EGGY - Drawdown Comparison

The maximum XLP drawdown since its inception was -35.90%, which is greater than EGGY's maximum drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for XLP and EGGY.

Drawdown Indicators

	XLP	EGGY	Difference
Max Drawdown Largest peak-to-trough decline	-35.90%	-18.34%	-17.56%
Max Drawdown (1Y) Largest decline over 1 year	-9.69%	-18.34%	+8.65%
Max Drawdown (3Y) Largest decline over 3 years	-12.39%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-24.51%	—	—
Current Drawdown Current decline from peak	-5.01%	-6.43%	+1.42%
Average Drawdown Average peak-to-trough decline	-7.06%	-5.22%	-1.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.10%	7.40%	-2.30%

Volatility

XLP vs. EGGY - Volatility Comparison

The current volatility for State Street Consumer Staples Select Sector SPDR ETF (XLP) is 5.20%, while NestYield Dynamic Income ETF (EGGY) has a volatility of 15.55%. This indicates that XLP experiences smaller price fluctuations and is considered to be less risky than EGGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLP	EGGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.20%	15.55%	-10.35%
Volatility (6M) Calculated over the trailing 6-month period	10.54%	26.99%	-16.45%
Volatility (1Y) Calculated over the trailing 1-year period	13.11%	32.16%	-19.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.37%	30.37%	-17.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.77%	30.37%	-15.60%

XLP vs. EGGY - Expense Ratio Comparison

XLP has a 0.08% expense ratio, which is lower than EGGY's 0.95% expense ratio.

Dividends

XLP vs. EGGY - Dividend Comparison

XLP's dividend yield for the trailing twelve months is around 2.60%, less than EGGY's 25.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGGY NestYield Dynamic Income ETF	25.34%	28.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.60%	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 EGGY in my portfolio?

XLP and EGGY have a correlation of -0.32, 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 EGGY?

EGGY has higher volatility (15.55%) compared to XLP (5.20%). In terms of maximum drawdown, XLP dropped -35.90% vs EGGY's -18.34%.

Which ETF is better, XLP or EGGY?

On 1-year performance, EGGY leads with 48.11% vs 6.70% for XLP. On fees, XLP is cheaper at 0.08% per year. On volatility, XLP has been the lower-risk option at 5.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XLP or EGGY?

Over the 1-year period, EGGY has performed better with a 48.11% return vs 6.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XLP or EGGY?

XLP is cheaper with a 0.08% expense ratio, compared with 0.95% for EGGY.

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

EGGY has the higher dividend yield at 25.34%, compared with 2.60% for XLP.

What is the main difference between XLP and EGGY?

XLP is categorized as Consumer Staples Equities, while EGGY is Derivative Income. They also come from different issuers: State Street and NestYield. Their fees differ too: 0.08% for XLP and 0.95% for EGGY.

Which has better risk-adjusted returns?

EGGY currently has the higher Sharpe Ratio (1.51 vs 0.51), 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.