XLP vs. WMT
Compare and contrast key facts about State Street Consumer Staples Select Sector SPDR ETF (XLP) and Walmart Inc. (WMT).
XLP is a passively managed fund by State Street that tracks the performance of the S&P Consumer Staples Select Sector. It was launched on Dec 16, 1998.
Performance
XLP vs. WMT - Performance Comparison
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XLP vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLP State Street Consumer Staples Select Sector SPDR ETF | 6.13% | 1.52% | 12.20% | -0.82% | -0.81% | 17.20% | 10.11% | 27.43% | -8.07% | 12.98% |
WMT Walmart Inc. | 11.78% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Returns By Period
In the year-to-date period, XLP achieves a 6.13% return, which is significantly lower than WMT's 11.78% return. Over the past 10 years, XLP has underperformed WMT with an annualized return of 7.17%, while WMT has yielded a comparatively higher 20.48% annualized return.
XLP
- 1D
- 0.12%
- 1M
- -8.41%
- YTD
- 6.13%
- 6M
- 6.04%
- 1Y
- 3.16%
- 3Y*
- 5.99%
- 5Y*
- 6.59%
- 10Y*
- 7.17%
WMT
- 1D
- 0.63%
- 1M
- -2.67%
- YTD
- 11.78%
- 6M
- 21.08%
- 1Y
- 42.82%
- 3Y*
- 37.81%
- 5Y*
- 24.04%
- 10Y*
- 20.48%
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Return for Risk
XLP vs. WMT — Risk / Return Rank
XLP
WMT
XLP vs. WMT - 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 Walmart Inc. (WMT). 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 | WMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 1.78 | -1.55 |
Sortino ratioReturn per unit of downside risk | 0.42 | 2.72 | -2.29 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.34 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 4.33 | -3.83 |
Martin ratioReturn relative to average drawdown | 1.19 | 11.97 | -10.78 |
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 | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 1.78 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.15 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.95 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.64 | -0.21 |
Correlation
The correlation between XLP and WMT is 0.55, 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.
Dividends
XLP vs. WMT - Dividend Comparison
XLP's dividend yield for the trailing twelve months is around 2.65%, more than WMT's 0.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLP State Street Consumer Staples Select Sector SPDR ETF | 2.65% | 2.75% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% |
WMT Walmart Inc. | 0.77% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Drawdowns
XLP vs. WMT - Drawdown Comparison
The maximum XLP drawdown since its inception was -35.90%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for XLP and WMT.
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Drawdown Indicators
| XLP | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -77.14% | +41.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -10.92% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -16.30% | -25.74% | +9.44% |
Max Drawdown (10Y)Largest decline over 10 years | -24.51% | -25.74% | +1.23% |
Current DrawdownCurrent decline from peak | -8.41% | -6.99% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -14.66% | +7.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 3.95% | +0.08% |
Volatility
XLP vs. WMT - Volatility Comparison
The current volatility for State Street Consumer Staples Select Sector SPDR ETF (XLP) is 3.93%, while Walmart Inc. (WMT) has a volatility of 5.96%. This indicates that XLP experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLP | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 5.96% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 17.03% | -7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.90% | 24.35% | -10.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 21.09% | -7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 21.70% | -7.01% |