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XLP vs. EXS1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLP vs. EXS1.DE - 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 iShares Core DAX UCITS ETF (DE) (EXS1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XLP is traded in USD, while EXS1.DE is traded in EUR. To make them comparable, the EXS1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XLP achieves a 7.54% return, which is significantly higher than EXS1.DE's 0.15% return. Over the past 10 years, XLP has underperformed EXS1.DE with an annualized return of 7.21%, while EXS1.DE has yielded a comparatively higher 9.13% annualized return.


XLP

1D
-0.44%
1M
-1.32%
YTD
7.54%
6M
8.22%
1Y
4.50%
3Y*
7.23%
5Y*
6.10%
10Y*
7.21%

EXS1.DE

1D
0.69%
1M
0.93%
YTD
0.15%
6M
3.12%
1Y
4.04%
3Y*
18.59%
5Y*
8.07%
10Y*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLP vs. EXS1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLP
State Street Consumer Staples Select Sector SPDR ETF
7.54%1.52%12.20%-0.82%-0.81%17.20%10.11%27.43%-8.07%12.98%
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.15%38.44%11.32%23.23%-17.60%6.08%13.04%22.03%-22.32%28.18%

Correlation

The correlation between XLP and EXS1.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

0.36

Over the past year, the correlation between XLP and EXS1.DE has dropped to 0.14 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

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Return for Risk

XLP vs. EXS1.DE — Risk / Return Rank

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

XLP
XLP Risk / Return Rank: 1515
Overall Rank
XLP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XLP Sortino Ratio Rank: 1515
Sortino Ratio Rank
XLP Omega Ratio Rank: 1414
Omega Ratio Rank
XLP Calmar Ratio Rank: 1515
Calmar Ratio Rank
XLP Martin Ratio Rank: 1414
Martin Ratio Rank

EXS1.DE
EXS1.DE Risk / Return Rank: 1111
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1212
Martin Ratio Rank
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. EXS1.DE - 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 iShares Core DAX UCITS ETF (DE) (EXS1.DE). 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.


XLPEXS1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.07

1.05

+0.02

Calmar ratioReturn relative to maximum drawdown

0.47

0.28

+0.19

Martin ratioReturn relative to average drawdown

0.91

0.87

+0.04

XLP vs. EXS1.DE - Sharpe Ratio Comparison

The current XLP Sharpe Ratio is 0.36, which is higher than the EXS1.DE Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of XLP and EXS1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XLPEXS1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.23

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.39

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.44

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.20

+0.24

Drawdowns

XLP vs. EXS1.DE - Drawdown Comparison

The maximum XLP drawdown since its inception was -35.90%, smaller than the maximum EXS1.DE drawdown of -61.43%. Use the drawdown chart below to compare losses from any high point for XLP and EXS1.DE.


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Drawdown Indicators


XLPEXS1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.90%

-61.43%

+25.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-14.41%

+4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-12.39%

-15.92%

+3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-39.42%

+23.12%

Max Drawdown (10Y)

Largest decline over 10 years

-24.51%

-45.47%

+20.96%

Current Drawdown

Current decline from peak

-7.19%

-3.71%

-3.48%

Average Drawdown

Average peak-to-trough decline

-7.06%

-15.82%

+8.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

4.59%

+0.38%

Volatility

XLP vs. EXS1.DE - Volatility Comparison

The current volatility for State Street Consumer Staples Select Sector SPDR ETF (XLP) is 4.30%, while iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a volatility of 5.66%. This indicates that XLP experiences smaller price fluctuations and is considered to be less risky than EXS1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLPEXS1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

5.66%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

14.44%

-4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

17.62%

-4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.31%

20.44%

-7.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

20.57%

-5.83%

XLP vs. EXS1.DE - Expense Ratio Comparison

XLP has a 0.08% expense ratio, which is lower than EXS1.DE's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XLP vs. EXS1.DE - Dividend Comparison

XLP's dividend yield for the trailing twelve months is around 2.62%, while EXS1.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%0.48%0.73%0.66%
XLP
State Street Consumer Staples Select Sector SPDR ETF
2.62%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 EXS1.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLP is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLP is cheaper with a 0.08% expense ratio, compared with 0.16% for EXS1.DE.

XLP is categorized as Consumer Staples Equities, while EXS1.DE is Europe Equities. XLP tracks Consumer Staples Select Sector Index, while EXS1.DE tracks DAX®. They also come from different issuers: State Street and iShares. Their fees differ too: 0.08% for XLP and 0.16% for EXS1.DE.

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