XLY vs. BUYZ

Last updated Jul 17, 2026

XLY (Consumer Discretionary Select Sector SPDR Fund) and BUYZ (Franklin Disruptive Commerce ETF) are both exchange-traded funds - XLY is a Consumer Discretionary Equities fund tracking the Consumer Discretionary Select Sector Index, while BUYZ is a Large Cap Growth Equities fund actively managed by Franklin Templeton. XLY is passively managed, while BUYZ is actively managed. Over the past 5 years, XLY returned 6.56%/yr vs -7.03%/yr for BUYZ. A 0.75 correlation means they provide meaningful diversification when combined. XLY charges 0.13%/yr vs 0.50%/yr for BUYZ.

Performance

XLY vs. BUYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Discretionary Select Sector SPDR Fund (XLY) and Franklin Disruptive Commerce ETF (BUYZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XLY achieves a -1.34% return, which is significantly higher than BUYZ's -11.76% return.

XLY

• 1D: 0.29%
• 1M: -0.75%
• 6M: -3.99%
• YTD: -1.34%
• 1Y: 7.76%
• 3Y*: 11.05%
• 5Y*: 6.56%
• 10Y*: 12.35%

BUYZ

• 1D: -0.39%
• 1M: 2.92%
• 6M: -11.08%
• YTD: -11.76%
• 1Y: -12.72%
• 3Y*: 9.03%
• 5Y*: -7.03%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XLY vs. BUYZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XLY Consumer Discretionary Select Sector SPDR Fund	-1.34%	7.37%	26.51%	39.64%	-36.27%	27.93%	39.46%
BUYZ Franklin Disruptive Commerce ETF	-11.76%	8.70%	28.25%	39.13%	-49.81%	-19.38%	117.10%

Correlation

The correlation between XLY and BUYZ is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020	0.75

The correlation between XLY and BUYZ has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.

XLY vs. BUYZ - Sectors Allocation Comparison

Sectors	XLY	BUYZ
Consumer Cyclical	99.0%	33.9%
Communication Services	1.5%	17.0%
Technology	0.9%	27.0%
Industrials	0.1%	5.1%
Basic Materials	-	-
Consumer Defensive	-	5.4%
Energy	-	-
Financial Services	-	6.7%
Healthcare	-	0.7%
Real Estate	-	2.8%
Utilities	-	-

Return for Risk

XLY vs. BUYZ — Risk / Return Rank

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

XLY

XLY Risk / Return Rank: 17
XLY Sharpe Ratio Rank: 17
XLY Sortino Ratio Rank: 16
XLY Omega Ratio Rank: 16
XLY Calmar Ratio Rank: 17
XLY Martin Ratio Rank: 18

BUYZ

BUYZ Risk / Return Rank: 5
BUYZ Sharpe Ratio Rank: 5
BUYZ Sortino Ratio Rank: 5
BUYZ Omega Ratio Rank: 5
BUYZ Calmar Ratio Rank: 6
BUYZ Martin Ratio Rank: 6

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLY vs. BUYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector SPDR Fund (XLY) and Franklin Disruptive Commerce ETF (BUYZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XLY	BUYZ	Difference
Sharpe ratio: Return per unit of total volatility	0.42	-0.56	+0.98
Sortino ratio: Return per unit of downside risk	0.71	-0.63	+1.35
Omega ratio: Gain probability vs. loss probability	1.08	0.92	+0.16
Calmar ratio: Return relative to maximum drawdown	0.52	-0.41	+0.93
Martin ratio: Return relative to average drawdown	1.49	-0.74	+2.24

XLY vs. BUYZ - Sharpe Ratio Comparison

The current XLY Sharpe Ratio is 0.42, which is higher than the BUYZ Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of XLY and BUYZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XLY vs. BUYZ - Drawdown Comparison

The maximum XLY drawdown since its inception was -59.05%, smaller than the maximum BUYZ drawdown of -68.04%. Use the drawdown chart below to compare losses from any high point for XLY and BUYZ.

Drawdown Indicators

	XLY	BUYZ	Difference
Max Drawdown Largest peak-to-trough decline	-59.05%	-68.04%	+8.99%
Max Drawdown (1Y) Largest decline over 1 year	-14.98%	-30.85%	+15.87%
Max Drawdown (3Y) Largest decline over 3 years	-26.01%	-30.85%	+4.84%
Max Drawdown (5Y) Largest decline over 5 years	-39.67%	-63.21%	+23.54%
Max Drawdown (10Y) Largest decline over 10 years	-39.67%	—	—
Current Drawdown Current decline from peak	-5.39%	-43.05%	+37.66%
Average Drawdown Average peak-to-trough decline	-9.54%	-38.85%	+29.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.21%	17.11%	-11.90%

Volatility

XLY vs. BUYZ - Volatility Comparison

The current volatility for Consumer Discretionary Select Sector SPDR Fund (XLY) is 5.77%, while Franklin Disruptive Commerce ETF (BUYZ) has a volatility of 6.64%. This indicates that XLY experiences smaller price fluctuations and is considered to be less risky than BUYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLY	BUYZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.77%	6.64%	-0.87%
Volatility (6M) Calculated over the trailing 6-month period	14.13%	18.06%	-3.93%
Volatility (1Y) Calculated over the trailing 1-year period	18.63%	22.79%	-4.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.96%	27.25%	-3.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.08%	29.81%	-7.73%

XLY vs. BUYZ - Expense Ratio Comparison

XLY has a 0.13% expense ratio, which is lower than BUYZ's 0.50% expense ratio.

Dividends

XLY vs. BUYZ - Dividend Comparison

XLY's dividend yield for the trailing twelve months is around 0.77%, while BUYZ has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BUYZ Franklin Disruptive Commerce ETF	0.00%	0.00%	0.07%	0.00%	0.00%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLY Consumer Discretionary Select Sector SPDR Fund	0.77%	0.79%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%

Frequently Asked Questions

Can I hold both XLY and BUYZ in my portfolio?

XLY and BUYZ have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XLY or BUYZ?

BUYZ has higher volatility (6.64%) compared to XLY (5.77%). In terms of maximum drawdown, XLY dropped -59.05% vs BUYZ's -68.04%.

Which ETF is better, XLY or BUYZ?

On 5-year performance, XLY leads with 6.56% vs -7.03% for BUYZ. On fees, XLY is cheaper at 0.13% per year. On volatility, XLY has been the lower-risk option at 5.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XLY or BUYZ?

Over the 5-year period, XLY has performed better with a 6.56% return vs -7.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XLY or BUYZ?

XLY is cheaper with a 0.13% expense ratio, compared with 0.50% for BUYZ.

Which ETF pays a higher dividend yield, XLY or BUYZ?

XLY has the higher dividend yield at 0.77%, compared with 0.00% for BUYZ.

What is the main difference between XLY and BUYZ?

XLY is categorized as Consumer Discretionary Equities, while BUYZ is Large Cap Growth Equities. They also come from different issuers: State Street and Franklin Templeton. Their fees differ too: 0.13% for XLY and 0.50% for BUYZ.

Which has better risk-adjusted returns?

XLY currently has the higher Sharpe Ratio (0.42 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.