XLP vs. EMR
XLP (State Street Consumer Staples Select Sector SPDR ETF) is Consumer Staples Equities fund tracking the Consumer Staples Select Sector Index, while EMR (Emerson Electric Co.) is a stock. Over the past 10 years, XLP returned 7.60%/yr vs 13.44%/yr for EMR. At a 0.43 correlation, their price movements are largely independent.
Performance
XLP vs. EMR - Performance Comparison
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Returns By Period
In the year-to-date period, XLP achieves a 11.10% return, which is significantly higher than EMR's 8.65% return. Over the past 10 years, XLP has underperformed EMR with an annualized return of 7.60%, while EMR has yielded a comparatively higher 13.44% 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%
EMR
- 1D
- 0.69%
- 1M
- 4.18%
- YTD
- 8.65%
- 6M
- 5.53%
- 1Y
- 15.82%
- 3Y*
- 20.61%
- 5Y*
- 10.27%
- 10Y*
- 13.44%
XLP vs. EMR - 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% |
EMR Emerson Electric Co. | 8.65% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
Correlation
The correlation between XLP and EMR is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.43 |
Over the past year, the correlation between XLP and EMR has dropped to 0.06 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
XLP vs. EMR — Risk / Return Rank
XLP
EMR
XLP vs. EMR - 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 Emerson Electric Co. (EMR). 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 | EMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.63 | +0.16 |
| Martin ratioReturn relative to average drawdown | 1.52 | 1.37 | +0.15 |
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Drawdowns
XLP vs. EMR - Drawdown Comparison
The maximum XLP drawdown since its inception was -35.90%, smaller than the maximum EMR drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for XLP and EMR.
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Drawdown Indicators
| XLP | EMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -59.05% | +23.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -23.45% | +13.76% |
Max Drawdown (3Y)Largest decline over 3 years | -12.39% | -29.62% | +17.23% |
Max Drawdown (5Y)Largest decline over 5 years | -16.30% | -29.62% | +13.32% |
Max Drawdown (10Y)Largest decline over 10 years | -24.51% | -50.77% | +26.26% |
Current DrawdownCurrent decline from peak | -4.12% | -10.82% | +6.70% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -14.11% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 10.79% | -5.78% |
Volatility
XLP vs. EMR - Volatility Comparison
The current volatility for State Street Consumer Staples Select Sector SPDR ETF (XLP) is 4.53%, while Emerson Electric Co. (EMR) has a volatility of 9.08%. This indicates that XLP experiences smaller price fluctuations and is considered to be less risky than EMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLP | EMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 9.08% | -4.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 25.24% | -15.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.90% | 30.47% | -17.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 27.36% | -14.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.75% | 29.14% | -14.39% |
Dividends
XLP vs. EMR - Dividend Comparison
XLP's dividend yield for the trailing twelve months is around 2.53%, more than EMR's 1.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.53% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
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
XLP and EMR have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (9.08%) compared to XLP (4.53%). In terms of maximum drawdown, XLP dropped -35.90% vs EMR's -59.05%.
XLP currently has the higher Sharpe Ratio (0.59 vs 0.49), 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.
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