XLP vs. USD=X
XLP (State Street Consumer Staples Select Sector SPDR ETF) is Consumer Staples Equities fund tracking the Consumer Staples Select Sector Index, while USD=X (USD Cash) is a currency. Over the past 10 years, XLP returned 7.21%/yr vs 0.00%/yr for USD=X.
Performance
XLP vs. USD=X - Performance Comparison
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Returns By Period
XLP
- 1D
- -0.44%
- 1M
- -1.32%
- YTD
- 7.54%
- 6M
- 8.22%
- 1Y
- 4.50%
- 3Y*
- 7.23%
- 5Y*
- 6.10%
- 10Y*
- 7.21%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
XLP vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLP State Street Consumer Staples Select Sector SPDR ETF | 7.54% | 1.52% | 12.20% | -0.82% | -0.81% | 17.20% | 10.11% | 27.43% | -8.07% | 12.98% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
XLP vs. USD=X — Risk / Return Rank
XLP
USD=X
XLP vs. USD=X - 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 USD Cash (USD=X). 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.
| XLP | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.07 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | — | — |
| Martin ratioReturn relative to average drawdown | 0.91 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLP | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | — | — |
Drawdowns
XLP vs. USD=X - Drawdown Comparison
The maximum XLP drawdown since its inception was -35.90%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XLP and USD=X.
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Drawdown Indicators
| XLP | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | 0.00% | -35.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | 0.00% | -9.69% |
Max Drawdown (3Y)Largest decline over 3 years | -12.39% | 0.00% | -12.39% |
Max Drawdown (5Y)Largest decline over 5 years | -16.30% | 0.00% | -16.30% |
Max Drawdown (10Y)Largest decline over 10 years | -24.51% | 0.00% | -24.51% |
Current DrawdownCurrent decline from peak | -7.19% | 0.00% | -7.19% |
Average DrawdownAverage peak-to-trough decline | -7.06% | 0.00% | -7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 0.00% | +4.97% |
Volatility
XLP vs. USD=X - Volatility Comparison
State Street Consumer Staples Select Sector SPDR ETF (XLP) has a higher volatility of 4.30% compared to USD Cash (USD=X) at 0.00%. This indicates that XLP's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLP | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 0.00% | +4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 0.00% | +9.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 0.00% | +12.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.31% | 0.00% | +13.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 0.00% | +14.74% |
Frequently Asked Questions
XLP has higher volatility (4.30%) compared to USD=X (0.00%). In terms of maximum drawdown, XLP dropped -35.90% vs USD=X's 0.00%.
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