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XLP vs. FXG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XLP vs. FXG

Last updated Apr 1, 2026

Compare and contrast key facts about State Street Consumer Staples Select Sector SPDR ETF (XLP) and First Trust Consumer Staples AlphaDEX Fund (FXG).

XLP and FXG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLP is a passively managed fund by State Street that tracks the performance of the S&P Consumer Staples Select Sector. It was launched on Dec 16, 1998. FXG is a passively managed fund by First Trust that tracks the performance of the StrataQuant Consumer Staples Index. It was launched on May 8, 2007. Both XLP and FXG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XLP vs. FXG - 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 First Trust Consumer Staples AlphaDEX Fund (FXG). The values are adjusted to include any dividend payments, if applicable.

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XLP vs. FXG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XLP
State Street Consumer Staples Select Sector SPDR ETF		6.13%1.52%12.20%-0.82%-0.81%17.20%10.11%27.43%-8.07%12.98%
FXG
First Trust Consumer Staples AlphaDEX Fund		5.51%-2.66%3.21%1.97%3.28%21.73%4.85%20.65%-11.49%7.87%

Returns By Period

In the year-to-date period, XLP achieves a 6.13% return, which is significantly higher than FXG's 5.51% return. Over the past 10 years, XLP has outperformed FXG with an annualized return of 7.17%, while FXG has yielded a comparatively lower 5.01% annualized return.

XLP

1D
0.12%
1M
-8.41%
YTD
6.13%
6M
6.04%
1Y
3.16%
3Y*
5.99%
5Y*
6.59%
10Y*
7.17%

FXG

1D
0.74%
1M
-7.72%
YTD
5.51%
6M
2.72%
1Y
0.28%
3Y*
2.90%
5Y*
4.05%
10Y*
5.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

State Street Consumer Staples Select Sector SPDR ETF

First Trust Consumer Staples AlphaDEX Fund

Often compared with XLP:
XLP vs. XLYXLP vs. VDCXLP vs. XLUXLP vs. SPYXLP vs. VOOXLP vs. IYKXLP vs. XLF
Often compared with FXG:
FXG vs. KXIFXG vs. CLIXFXG vs. VDCFXG vs. RSPFXG vs. IYKFXG vs. IHDGFXG vs. AGNC

XLP vs. FXG - Expense Ratio Comparison

XLP has a 0.08% expense ratio, which is lower than FXG's 0.63% expense ratio.

FXG
First Trust Consumer Staples AlphaDEX Fund
XLP
State Street Consumer Staples Select Sector SPDR ETF

Return for Risk

XLP vs. FXG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XLP
XLP Risk / Return Rank: 2020
Overall Rank
XLP Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XLP Sortino Ratio Rank: 1818
Sortino Ratio Rank
XLP Omega Ratio Rank: 1717
Omega Ratio Rank
XLP Calmar Ratio Rank: 2525
Calmar Ratio Rank
XLP Martin Ratio Rank: 2222
Martin Ratio Rank
FXG
FXG Risk / Return Rank: 1313
Overall Rank
FXG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FXG Sortino Ratio Rank: 1212
Sortino Ratio Rank
FXG Omega Ratio Rank: 1111
Omega Ratio Rank
FXG Calmar Ratio Rank: 1515
Calmar Ratio Rank
FXG Martin Ratio Rank: 1414
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. FXG - 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 First Trust Consumer Staples AlphaDEX Fund (FXG). 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.

XLPFXGDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.02

+0.21

Sortino ratio

Return per unit of downside risk

0.42

0.13

+0.30

Omega ratio

Gain probability vs. loss probability

1.05

1.02

+0.04

Calmar ratio

Return relative to maximum drawdown

0.49

0.13

+0.37

Martin ratio

Return relative to average drawdown

1.19

0.33

+0.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLP vs. FXG - Sharpe Ratio Comparison

The current XLP Sharpe Ratio is 0.23, which is higher than the FXG Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of XLP and FXG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

XLPFXGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.02

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.30

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.34

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.50

-0.06

Correlation

The correlation between XLP and FXG is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

XLP vs. FXG - Dividend Comparison

XLP's dividend yield for the trailing twelve months is around 2.65%, less than FXG's 2.75% yield.

TTM20252024202320222021202020192018201720162015
XLP
State Street Consumer Staples Select Sector SPDR ETF		2.65%2.75%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%
FXG
First Trust Consumer Staples AlphaDEX Fund		2.75%2.83%1.70%1.41%1.83%1.38%1.41%1.63%2.31%1.34%1.72%1.67%

Drawdowns

XLP vs. FXG - Drawdown Comparison

The maximum XLP drawdown since its inception was -35.90%, smaller than the maximum FXG drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for XLP and FXG.

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Drawdown Indicators

XLPFXGDifference

Max Drawdown

Largest peak-to-trough decline

-35.90%

-38.69%

+2.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-10.74%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-15.70%

-0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-24.51%

-27.54%

+3.03%

Current Drawdown

Current decline from peak

-8.41%

-7.72%

-0.69%

Average Drawdown

Average peak-to-trough decline

-7.06%

-6.00%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

4.18%

-0.15%

Volatility

XLP vs. FXG - Volatility Comparison

State Street Consumer Staples Select Sector SPDR ETF (XLP) and First Trust Consumer Staples AlphaDEX Fund (FXG) have volatilities of 3.93% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XLPFXGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

3.80%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

9.22%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

14.29%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

13.44%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

14.92%

-0.23%