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XLSR vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLSR and SPY is 0.98, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

XLSR vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA US Sector Rotation ETF (XLSR) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%130.00%December2025FebruaryMarchAprilMay
90.43%
117.17%
XLSR
SPY

Key characteristics

Sharpe Ratio

XLSR:

0.36

SPY:

0.72

Sortino Ratio

XLSR:

0.64

SPY:

1.13

Omega Ratio

XLSR:

1.09

SPY:

1.17

Calmar Ratio

XLSR:

0.37

SPY:

0.76

Martin Ratio

XLSR:

1.37

SPY:

3.04

Ulcer Index

XLSR:

5.50%

SPY:

4.72%

Daily Std Dev

XLSR:

21.18%

SPY:

20.06%

Max Drawdown

XLSR:

-32.94%

SPY:

-55.19%

Current Drawdown

XLSR:

-9.55%

SPY:

-7.25%

Returns By Period

In the year-to-date period, XLSR achieves a -4.85% return, which is significantly lower than SPY's -3.01% return.


XLSR

YTD

-4.85%

1M

-1.17%

6M

-1.67%

1Y

7.11%

5Y*

13.42%

10Y*

N/A

SPY

YTD

-3.01%

1M

0.40%

6M

-0.12%

1Y

13.65%

5Y*

16.65%

10Y*

12.45%

*Annualized

Compare stocks, funds, or ETFs

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


XLSR vs. SPY - Expense Ratio Comparison

XLSR has a 0.70% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for XLSR: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLSR: 0.70%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

XLSR vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XLSR
The Risk-Adjusted Performance Rank of XLSR is 4444
Overall Rank
The Sharpe Ratio Rank of XLSR is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of XLSR is 4343
Sortino Ratio Rank
The Omega Ratio Rank of XLSR is 4545
Omega Ratio Rank
The Calmar Ratio Rank of XLSR is 4848
Calmar Ratio Rank
The Martin Ratio Rank of XLSR is 4646
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7272
Overall Rank
The Sharpe Ratio Rank of SPY is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7373
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.

XLSR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Sector Rotation ETF (XLSR) 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.


The chart of Sharpe ratio for XLSR, currently valued at 0.36, compared to the broader market-1.000.001.002.003.004.00
XLSR: 0.36
SPY: 0.72
The chart of Sortino ratio for XLSR, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
XLSR: 0.64
SPY: 1.13
The chart of Omega ratio for XLSR, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
XLSR: 1.09
SPY: 1.17
The chart of Calmar ratio for XLSR, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.0012.00
XLSR: 0.37
SPY: 0.76
The chart of Martin ratio for XLSR, currently valued at 1.37, compared to the broader market0.0020.0040.0060.00
XLSR: 1.37
SPY: 3.04

The current XLSR Sharpe Ratio is 0.36, which is lower than the SPY Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of XLSR and SPY, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.36
0.72
XLSR
SPY

Dividends

XLSR vs. SPY - Dividend Comparison

XLSR's dividend yield for the trailing twelve months is around 0.70%, less than SPY's 1.26% yield.


TTM20242023202220212020201920182017201620152014
XLSR
SPDR SSGA US Sector Rotation ETF
0.70%0.66%1.04%1.79%6.06%1.25%0.94%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.26%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

XLSR vs. SPY - Drawdown Comparison

The maximum XLSR drawdown since its inception was -32.94%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for XLSR and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.55%
-7.25%
XLSR
SPY

Volatility

XLSR vs. SPY - Volatility Comparison

SPDR SSGA US Sector Rotation ETF (XLSR) and SPDR S&P 500 ETF (SPY) have volatilities of 15.22% and 15.07%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
15.22%
15.07%
XLSR
SPY