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XLP vs. SPDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLP vs. SPDN - 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 Direxion Daily S&P 500 Bear 1x Shares (SPDN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLP achieves a 11.10% return, which is significantly higher than SPDN's -6.10% return. Over the past 10 years, XLP has outperformed SPDN with an annualized return of 7.60%, while SPDN has yielded a comparatively lower -12.53% 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%

SPDN

1D
-0.45%
1M
0.11%
YTD
-6.10%
6M
-6.14%
1Y
-15.56%
3Y*
-11.73%
5Y*
-8.47%
10Y*
-12.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLP vs. SPDN - 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%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-6.10%-11.09%-12.88%-15.04%18.63%-23.72%-24.56%-21.94%5.41%-17.16%

Correlation

The correlation between XLP and SPDN is -0.00, 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

-0.00

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

-0.25

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

-0.41

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

-0.50

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2016

-0.50

Over the past year, the inverse relationship between XLP and SPDN has weakened: their correlation has moved from -0.50 to -0.00, meaning they move in opposite directions less often than they have historically.

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Return for Risk

XLP vs. SPDN — 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

SPDN
SPDN Risk / Return Rank: 11
Overall Rank
SPDN Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 11
Sortino Ratio Rank
SPDN Omega Ratio Rank: 11
Omega Ratio Rank
SPDN Calmar Ratio Rank: 22
Calmar Ratio Rank
SPDN Martin Ratio Rank: 11
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. SPDN - 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 Direxion Daily S&P 500 Bear 1x Shares (SPDN). 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.


XLPSPDNDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.60

Omega ratioGain probability vs. loss probability

1.11

0.82

+0.29

Calmar ratioReturn relative to maximum drawdown

0.79

-0.82

+1.61

Martin ratioReturn relative to average drawdown

1.52

-1.46

+2.99

XLP vs. SPDN - Sharpe Ratio Comparison

The current XLP Sharpe Ratio is 0.59, which is higher than the SPDN Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of XLP and SPDN, 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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Drawdowns

XLP vs. SPDN - Drawdown Comparison

The maximum XLP drawdown since its inception was -35.90%, smaller than the maximum SPDN drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for XLP and SPDN.


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Drawdown Indicators


XLPSPDNDifference

Max Drawdown

Largest peak-to-trough decline

-35.90%

-75.31%

+39.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-17.73%

+8.04%

Max Drawdown (3Y)

Largest decline over 3 years

-12.39%

-38.24%

+25.85%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-43.85%

+27.55%

Max Drawdown (10Y)

Largest decline over 10 years

-24.51%

-75.31%

+50.80%

Current Drawdown

Current decline from peak

-4.12%

-74.71%

+70.59%

Average Drawdown

Average peak-to-trough decline

-7.06%

-48.59%

+41.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

9.89%

-4.88%

Volatility

XLP vs. SPDN - Volatility Comparison

State Street Consumer Staples Select Sector SPDR ETF (XLP) has a higher volatility of 4.53% compared to Direxion Daily S&P 500 Bear 1x Shares (SPDN) at 4.18%. This indicates that XLP's price experiences larger fluctuations and is considered to be riskier than SPDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLPSPDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

4.18%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

9.71%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

12.52%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

16.92%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

18.05%

-3.30%

XLP vs. SPDN - Expense Ratio Comparison

XLP has a 0.08% expense ratio, which is lower than SPDN's 0.50% expense ratio.


Dividends

XLP vs. SPDN - Dividend Comparison

XLP's dividend yield for the trailing twelve months is around 2.53%, less than SPDN's 4.02% yield.


PositionTTM20252024202320222021202020192018201720162015
SPDN
Direxion Daily S&P 500 Bear 1x Shares
4.02%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%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 SPDN have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLP has higher volatility (4.53%) compared to SPDN (4.18%). In terms of maximum drawdown, XLP dropped -35.90% vs SPDN's -75.31%.

On 10-year performance, XLP leads with 7.60% vs -12.53% for SPDN. On fees, XLP is cheaper at 0.08% per year. On volatility, SPDN has been the lower-risk option at 4.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLP has performed better with a 7.60% return vs -12.53%. 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 0.50% for SPDN.

SPDN has the higher dividend yield at 4.02%, compared with 2.53% for XLP.

XLP is categorized as Consumer Staples Equities, while SPDN is Inverse Equities. XLP tracks Consumer Staples Select Sector Index, while SPDN tracks S&P 500 Index. They also come from different issuers: State Street and Direxion. Their fees differ too: 0.08% for XLP and 0.50% for SPDN.

XLP currently has the higher Sharpe Ratio (0.59 vs -1.16), 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 SPDN

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