XLP vs. SPY
Compare and contrast key facts about Consumer Staples Select Sector SPDR Fund (XLP) and SPDR S&P 500 ETF (SPY).
XLP and SPY 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 Consumer Staples Select Sector Index. It was launched on Dec 16, 1998. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both XLP and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLP or SPY.
Performance
XLP vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, XLP achieves a 13.27% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, XLP has underperformed SPY with an annualized return of 8.03%, while SPY has yielded a comparatively higher 13.04% annualized return.
XLP
13.27%
-3.00%
3.56%
18.15%
8.30%
8.03%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| XLP | SPY | |
|---|---|---|
| Sharpe Ratio | 1.64 | 2.64 |
| Sortino Ratio | 2.36 | 3.53 |
| Omega Ratio | 1.28 | 1.49 |
| Calmar Ratio | 1.62 | 3.81 |
| Martin Ratio | 10.06 | 17.21 |
| Ulcer Index | 1.66% | 1.86% |
| Daily Std Dev | 10.18% | 12.15% |
| Max Drawdown | -35.89% | -55.19% |
| Current Drawdown | -4.60% | -2.17% |
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XLP vs. SPY - Expense Ratio Comparison
XLP has a 0.13% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between XLP and SPY is 0.64, 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.
Risk-Adjusted Performance
XLP vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector SPDR Fund (XLP) and SPDR S&P 500 ETF (SPY). 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.
Dividends
XLP vs. SPY - Dividend Comparison
XLP's dividend yield for the trailing twelve months is around 2.64%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLP Consumer Staples Select Sector SPDR Fund | 2.64% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
XLP vs. SPY - Drawdown Comparison
The maximum XLP drawdown since its inception was -35.89%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for XLP and SPY. For additional features, visit the drawdowns tool.
Volatility
XLP vs. SPY - Volatility Comparison
The current volatility for Consumer Staples Select Sector SPDR Fund (XLP) is 2.97%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that XLP experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.