XLSR vs. VUG
Compare and contrast key facts about SPDR SSGA US Sector Rotation ETF (XLSR) and Vanguard Growth ETF (VUG).
XLSR and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLSR is an actively managed fund by State Street. It was launched on Apr 2, 2019. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
XLSR vs. VUG - Performance Comparison
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XLSR vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XLSR SPDR SSGA US Sector Rotation ETF | -7.22% | 17.34% | 17.60% | 18.95% | -15.70% | 20.47% | 20.23% | 14.13% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 15.27% |
Returns By Period
In the year-to-date period, XLSR achieves a -7.22% return, which is significantly higher than VUG's -10.37% return.
XLSR
- 1D
- 3.23%
- 1M
- -5.68%
- YTD
- -7.22%
- 6M
- -2.89%
- 1Y
- 14.41%
- 3Y*
- 13.74%
- 5Y*
- 8.42%
- 10Y*
- —
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
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XLSR vs. VUG - Expense Ratio Comparison
XLSR has a 0.70% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
XLSR vs. VUG — Risk / Return Rank
XLSR
VUG
XLSR vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Sector Rotation ETF (XLSR) and Vanguard Growth ETF (VUG). 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.
| XLSR | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.81 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.31 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.11 | +0.01 |
Martin ratioReturn relative to average drawdown | 4.85 | 3.96 | +0.89 |
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
| XLSR | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.81 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.52 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.57 | -0.01 |
Correlation
The correlation between XLSR and VUG is 0.92, 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.
Dividends
XLSR vs. VUG - Dividend Comparison
XLSR's dividend yield for the trailing twelve months is around 0.60%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLSR SPDR SSGA US Sector Rotation ETF | 0.60% | 0.58% | 0.66% | 1.04% | 1.80% | 3.44% | 1.25% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
XLSR vs. VUG - Drawdown Comparison
The maximum XLSR drawdown since its inception was -32.94%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for XLSR and VUG.
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Drawdown Indicators
| XLSR | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.94% | -50.68% | +17.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -16.53% | +3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -35.61% | +12.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -8.19% | -13.20% | +5.01% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -7.13% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 4.66% | -1.60% |
Volatility
XLSR vs. VUG - Volatility Comparison
The current volatility for SPDR SSGA US Sector Rotation ETF (XLSR) is 5.63%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that XLSR experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLSR | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 7.00% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 12.65% | -2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 22.68% | -3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 22.23% | -5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 21.38% | -1.17% |