PortfoliosLab logoPortfoliosLab logo
XLP vs. SIVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLP vs. SIVR - 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 abrdn Physical Silver Shares ETF (SIVR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XLP achieves a 11.10% return, which is significantly higher than SIVR's -4.75% return. Over the past 10 years, XLP has underperformed SIVR with an annualized return of 7.60%, while SIVR has yielded a comparatively higher 14.22% annualized return.


XLP

1D
0.65%
1M
1.39%
YTD
11.10%
6M
9.54%
1Y
8.93%
3Y*
8.26%
5Y*
6.65%
10Y*
7.60%

SIVR

1D
0.78%
1M
-11.18%
YTD
-4.75%
6M
9.46%
1Y
86.32%
3Y*
41.59%
5Y*
19.07%
10Y*
14.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLP vs. SIVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SIVR
abrdn Physical Silver Shares ETF
-4.75%145.34%21.08%-0.91%2.59%-12.33%47.52%15.17%-8.96%5.97%

Correlation

The correlation between XLP and SIVR is 0.10, 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

0.10

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

0.07

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

0.12

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2009

0.12

Compare stocks, funds, or ETFs

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


Return for Risk

XLP vs. SIVR — Risk / Return Rank

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

XLP
XLP Risk / Return Rank: 1919
Overall Rank
XLP Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XLP Sortino Ratio Rank: 2020
Sortino Ratio Rank
XLP Omega Ratio Rank: 1818
Omega Ratio Rank
XLP Calmar Ratio Rank: 2020
Calmar Ratio Rank
XLP Martin Ratio Rank: 1717
Martin Ratio Rank

SIVR
SIVR Risk / Return Rank: 4343
Overall Rank
SIVR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SIVR Sortino Ratio Rank: 3838
Sortino Ratio Rank
SIVR Omega Ratio Rank: 5454
Omega Ratio Rank
SIVR Calmar Ratio Rank: 4343
Calmar Ratio Rank
SIVR Martin Ratio Rank: 3232
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. SIVR - 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 abrdn Physical Silver Shares ETF (SIVR). 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.


XLPSIVRDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.11

1.29

-0.18

Calmar ratioReturn relative to maximum drawdown

0.79

1.90

-1.11

Martin ratioReturn relative to average drawdown

1.52

4.12

-2.60

XLP vs. SIVR - Sharpe Ratio Comparison

The current XLP Sharpe Ratio is 0.59, which is lower than the SIVR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of XLP and SIVR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XLP vs. SIVR - Drawdown Comparison

The maximum XLP drawdown since its inception was -35.90%, smaller than the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for XLP and SIVR.


Loading charts...

Drawdown Indicators


XLPSIVRDifference

Max Drawdown

Largest peak-to-trough decline

-35.90%

-75.85%

+39.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-45.33%

+35.64%

Max Drawdown (3Y)

Largest decline over 3 years

-12.39%

-45.33%

+32.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-45.33%

+29.03%

Max Drawdown (10Y)

Largest decline over 10 years

-24.51%

-45.33%

+20.82%

Current Drawdown

Current decline from peak

-4.12%

-41.89%

+37.77%

Average Drawdown

Average peak-to-trough decline

-7.06%

-47.83%

+40.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

20.85%

-15.84%

Volatility

XLP vs. SIVR - Volatility Comparison

The current volatility for State Street Consumer Staples Select Sector SPDR ETF (XLP) is 4.53%, while abrdn Physical Silver Shares ETF (SIVR) has a volatility of 16.37%. This indicates that XLP experiences smaller price fluctuations and is considered to be less risky than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XLPSIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

16.37%

-11.84%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

59.11%

-48.97%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

59.76%

-46.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

36.48%

-23.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

32.03%

-17.28%

XLP vs. SIVR - Expense Ratio Comparison

XLP has a 0.08% expense ratio, which is lower than SIVR's 0.30% expense ratio.


Dividends

XLP vs. SIVR - Dividend Comparison

XLP's dividend yield for the trailing twelve months is around 2.53%, while SIVR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SIVR
abrdn Physical Silver Shares ETF
0.00%0.00%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
2.53%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 SIVR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIVR has higher volatility (16.37%) compared to XLP (4.53%). In terms of maximum drawdown, XLP dropped -35.90% vs SIVR's -75.85%.

On 10-year performance, SIVR leads with 14.22% vs 7.60% for XLP. On fees, XLP is cheaper at 0.08% per year. On volatility, XLP has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SIVR has performed better with a 14.22% return vs 7.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLP is cheaper with a 0.08% expense ratio, compared with 0.30% for SIVR.

XLP has the higher dividend yield at 2.53%, compared with 0.00% for SIVR.

XLP is categorized as Consumer Staples Equities, while SIVR is Silver. XLP tracks Consumer Staples Select Sector Index, while SIVR tracks LBMA Silver Price ($/ozt). They also come from different issuers: State Street and abrdn. Their fees differ too: 0.08% for XLP and 0.30% for SIVR.

SIVR currently has the higher Sharpe Ratio (1.44 vs 0.59), 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.

Portfolio Optimizer

Find the right allocation for XLP and SIVR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer