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XLP vs. IYK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLP and IYK is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

XLP vs. IYK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Staples Select Sector SPDR Fund (XLP) and iShares U.S. Consumer Goods ETF (IYK). The values are adjusted to include any dividend payments, if applicable.

450.00%500.00%550.00%600.00%650.00%700.00%750.00%800.00%December2025FebruaryMarchAprilMay
510.77%
746.01%
XLP
IYK

Key characteristics

Sharpe Ratio

XLP:

0.82

IYK:

0.61

Sortino Ratio

XLP:

1.22

IYK:

0.91

Omega Ratio

XLP:

1.15

IYK:

1.11

Calmar Ratio

XLP:

1.30

IYK:

0.74

Martin Ratio

XLP:

3.47

IYK:

2.12

Ulcer Index

XLP:

3.12%

IYK:

3.84%

Daily Std Dev

XLP:

13.27%

IYK:

13.38%

Max Drawdown

XLP:

-35.89%

IYK:

-42.64%

Current Drawdown

XLP:

-1.92%

IYK:

-2.64%

Returns By Period

In the year-to-date period, XLP achieves a 4.30% return, which is significantly lower than IYK's 7.94% return. Over the past 10 years, XLP has underperformed IYK with an annualized return of 8.19%, while IYK has yielded a comparatively higher 9.65% annualized return.


XLP

YTD

4.30%

1M

0.01%

6M

3.07%

1Y

10.62%

5Y*

10.08%

10Y*

8.19%

IYK

YTD

7.94%

1M

-1.11%

6M

4.46%

1Y

8.80%

5Y*

15.09%

10Y*

9.65%

*Annualized

Compare stocks, funds, or ETFs

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XLP vs. IYK - Expense Ratio Comparison

XLP has a 0.13% expense ratio, which is lower than IYK's 0.42% expense ratio.


Expense ratio chart for IYK: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYK: 0.42%
Expense ratio chart for XLP: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLP: 0.13%

Risk-Adjusted Performance

XLP vs. IYK — Risk-Adjusted Performance Rank

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

XLP
The Risk-Adjusted Performance Rank of XLP is 7676
Overall Rank
The Sharpe Ratio Rank of XLP is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of XLP is 7373
Sortino Ratio Rank
The Omega Ratio Rank of XLP is 6969
Omega Ratio Rank
The Calmar Ratio Rank of XLP is 8787
Calmar Ratio Rank
The Martin Ratio Rank of XLP is 7676
Martin Ratio Rank

IYK
The Risk-Adjusted Performance Rank of IYK is 6262
Overall Rank
The Sharpe Ratio Rank of IYK is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IYK is 5959
Sortino Ratio Rank
The Omega Ratio Rank of IYK is 5454
Omega Ratio Rank
The Calmar Ratio Rank of IYK is 7474
Calmar Ratio Rank
The Martin Ratio Rank of IYK is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XLP vs. IYK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector SPDR Fund (XLP) and iShares U.S. Consumer Goods ETF (IYK). 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.


The chart of Sharpe ratio for XLP, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.00
XLP: 0.82
IYK: 0.61
The chart of Sortino ratio for XLP, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.00
XLP: 1.22
IYK: 0.91
The chart of Omega ratio for XLP, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
XLP: 1.15
IYK: 1.11
The chart of Calmar ratio for XLP, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.0012.00
XLP: 1.30
IYK: 0.74
The chart of Martin ratio for XLP, currently valued at 3.47, compared to the broader market0.0020.0040.0060.00
XLP: 3.47
IYK: 2.12

The current XLP Sharpe Ratio is 0.82, which is higher than the IYK Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of XLP and IYK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.82
0.61
XLP
IYK

Dividends

XLP vs. IYK - Dividend Comparison

XLP's dividend yield for the trailing twelve months is around 2.50%, more than IYK's 2.45% yield.


TTM20242023202220212020201920182017201620152014
XLP
Consumer Staples Select Sector SPDR Fund
2.50%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.53%2.40%
IYK
iShares U.S. Consumer Goods ETF
2.45%2.63%2.74%2.16%1.49%1.42%2.21%2.81%1.74%2.63%2.11%1.82%

Drawdowns

XLP vs. IYK - Drawdown Comparison

The maximum XLP drawdown since its inception was -35.89%, smaller than the maximum IYK drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for XLP and IYK. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-1.92%
-2.64%
XLP
IYK

Volatility

XLP vs. IYK - Volatility Comparison

Consumer Staples Select Sector SPDR Fund (XLP) and iShares U.S. Consumer Goods ETF (IYK) have volatilities of 7.63% and 7.39%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2025FebruaryMarchAprilMay
7.63%
7.39%
XLP
IYK