XLP vs. ^GSPC
Compare and contrast key facts about Consumer Staples Select Sector SPDR Fund (XLP) and S&P 500 (^GSPC).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLP or ^GSPC.
Performance
XLP vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, XLP achieves a 13.27% return, which is significantly lower than ^GSPC's 23.08% return. Over the past 10 years, XLP has underperformed ^GSPC with an annualized return of 8.03%, while ^GSPC has yielded a comparatively higher 11.11% annualized return.
XLP
13.27%
-3.00%
3.56%
18.15%
8.30%
8.03%
^GSPC
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
Key characteristics
| XLP | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 1.64 | 2.48 |
| Sortino Ratio | 2.36 | 3.33 |
| Omega Ratio | 1.28 | 1.46 |
| Calmar Ratio | 1.62 | 3.58 |
| Martin Ratio | 10.06 | 15.96 |
| Ulcer Index | 1.66% | 1.90% |
| Daily Std Dev | 10.18% | 12.24% |
| Max Drawdown | -35.89% | -56.78% |
| Current Drawdown | -4.60% | -2.18% |
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Correlation
The correlation between XLP and ^GSPC is 0.65, 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. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector SPDR Fund (XLP) and S&P 500 (^GSPC). 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.
Drawdowns
XLP vs. ^GSPC - Drawdown Comparison
The maximum XLP drawdown since its inception was -35.89%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for XLP and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
XLP vs. ^GSPC - Volatility Comparison
The current volatility for Consumer Staples Select Sector SPDR Fund (XLP) is 2.97%, while S&P 500 (^GSPC) has a volatility of 4.06%. This indicates that XLP experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.