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

Correlation

The correlation between XLP and VDC is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

XLP vs. VDC - Performance Comparison

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

500.00%520.00%540.00%560.00%580.00%600.00%620.00%AugustSeptemberOctoberNovemberDecember2025
505.63%
569.68%
XLP
VDC

Key characteristics

Sharpe Ratio

XLP:

0.99

VDC:

1.24

Sortino Ratio

XLP:

1.46

VDC:

1.81

Omega Ratio

XLP:

1.17

VDC:

1.21

Calmar Ratio

XLP:

1.17

VDC:

1.67

Martin Ratio

XLP:

3.89

VDC:

5.53

Ulcer Index

XLP:

2.51%

VDC:

2.15%

Daily Std Dev

XLP:

9.89%

VDC:

9.62%

Max Drawdown

XLP:

-35.89%

VDC:

-34.24%

Current Drawdown

XLP:

-7.14%

VDC:

-5.83%

Returns By Period

In the year-to-date period, XLP achieves a -1.74% return, which is significantly lower than VDC's -0.92% return. Over the past 10 years, XLP has underperformed VDC with an annualized return of 7.39%, while VDC has yielded a comparatively higher 7.83% annualized return.


XLP

YTD

-1.74%

1M

-3.00%

6M

0.19%

1Y

9.90%

5Y*

6.69%

10Y*

7.39%

VDC

YTD

-0.92%

1M

-2.57%

6M

2.45%

1Y

11.97%

5Y*

7.81%

10Y*

7.83%

*Annualized

Compare stocks, funds, or ETFs

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


XLP vs. VDC - Expense Ratio Comparison

XLP has a 0.13% expense ratio, which is higher than VDC's 0.10% 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%.


XLP
Consumer Staples Select Sector SPDR Fund
Expense ratio chart for XLP: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VDC: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

XLP vs. VDC — 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 3838
Overall Rank
The Sharpe Ratio Rank of XLP is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of XLP is 3636
Sortino Ratio Rank
The Omega Ratio Rank of XLP is 3333
Omega Ratio Rank
The Calmar Ratio Rank of XLP is 4545
Calmar Ratio Rank
The Martin Ratio Rank of XLP is 3838
Martin Ratio Rank

VDC
The Risk-Adjusted Performance Rank of VDC is 4949
Overall Rank
The Sharpe Ratio Rank of VDC is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 4444
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 5050
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. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector SPDR Fund (XLP) and Vanguard Consumer Staples ETF (VDC). 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.


Sharpe ratio
The chart of Sharpe ratio for XLP, currently valued at 0.99, compared to the broader market0.002.004.000.991.24
The chart of Sortino ratio for XLP, currently valued at 1.46, compared to the broader market0.005.0010.001.461.81
The chart of Omega ratio for XLP, currently valued at 1.17, compared to the broader market1.002.003.001.171.21
The chart of Calmar ratio for XLP, currently valued at 1.17, compared to the broader market0.005.0010.0015.0020.001.171.67
The chart of Martin ratio for XLP, currently valued at 3.89, compared to the broader market0.0020.0040.0060.0080.00100.003.895.53
XLP
VDC

The current XLP Sharpe Ratio is 0.99, which is comparable to the VDC Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of XLP and VDC, 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.99
1.24
XLP
VDC

Dividends

XLP vs. VDC - Dividend Comparison

XLP's dividend yield for the trailing twelve months is around 2.82%, more than VDC's 2.35% yield.


TTM20242023202220212020201920182017201620152014
XLP
Consumer Staples Select Sector SPDR Fund
2.82%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.53%2.40%
VDC
Vanguard Consumer Staples ETF
2.35%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%

Drawdowns

XLP vs. VDC - Drawdown Comparison

The maximum XLP drawdown since its inception was -35.89%, roughly equal to the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for XLP and VDC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.14%
-5.83%
XLP
VDC

Volatility

XLP vs. VDC - Volatility Comparison

Consumer Staples Select Sector SPDR Fund (XLP) and Vanguard Consumer Staples ETF (VDC) have volatilities of 3.02% and 3.14%, 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%2.50%3.00%3.50%AugustSeptemberOctoberNovemberDecember2025
3.02%
3.14%
XLP
VDC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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