XLU vs. XLP
Compare and contrast key facts about Utilities Select Sector SPDR Fund (XLU) and Consumer Staples Select Sector SPDR Fund (XLP).
XLU and XLP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998. 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. Both XLU and XLP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLU or XLP.
Performance
XLU vs. XLP - Performance Comparison
Returns By Period
In the year-to-date period, XLU achieves a 28.05% return, which is significantly higher than XLP's 13.27% return. Over the past 10 years, XLU has outperformed XLP with an annualized return of 9.21%, while XLP has yielded a comparatively lower 8.03% annualized return.
XLU
28.05%
-3.60%
11.18%
31.78%
8.14%
9.21%
XLP
13.27%
-3.00%
3.56%
18.15%
8.30%
8.03%
Key characteristics
| XLU | XLP | |
|---|---|---|
| Sharpe Ratio | 2.08 | 1.64 |
| Sortino Ratio | 2.85 | 2.36 |
| Omega Ratio | 1.36 | 1.28 |
| Calmar Ratio | 1.67 | 1.62 |
| Martin Ratio | 9.92 | 10.06 |
| Ulcer Index | 3.28% | 1.66% |
| Daily Std Dev | 15.58% | 10.18% |
| Max Drawdown | -52.27% | -35.89% |
| Current Drawdown | -3.60% | -4.60% |
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XLU vs. XLP - Expense Ratio Comparison
Both XLU and XLP have an expense ratio of 0.13%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between XLU and XLP is 0.54, 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
XLU vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector SPDR Fund (XLU) and Consumer Staples Select Sector SPDR Fund (XLP). 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.
Dividends
XLU vs. XLP - Dividend Comparison
XLU's dividend yield for the trailing twelve months is around 2.79%, more than XLP's 2.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLU Utilities Select Sector SPDR Fund | 2.79% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
XLP Consumer Staples Select Sector SPDR Fund | 2.64% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
Drawdowns
XLU vs. XLP - Drawdown Comparison
The maximum XLU drawdown since its inception was -52.27%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for XLU and XLP. For additional features, visit the drawdowns tool.
Volatility
XLU vs. XLP - Volatility Comparison
Utilities Select Sector SPDR Fund (XLU) has a higher volatility of 5.37% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 2.97%. This indicates that XLU's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.