XLY vs. DESP

Last updated Apr 2, 2026

Compare and contrast key facts about Consumer Discretionary Select Sector SPDR Fund (XLY) and Despegar.com, Corp. (DESP).

XLY is a passively managed fund by State Street that tracks the performance of the Consumer Discretionary Select Sector Index. It was launched on Dec 16, 1998.

Performance

XLY vs. DESP - Performance Comparison

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

XLY vs. DESP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XLY Consumer Discretionary Select Sector SPDR Fund	-7.86%	7.37%	26.51%	39.64%	-36.27%	27.93%	29.63%	28.39%	1.58%	10.59%
DESP Despegar.com, Corp.	0.00%	1.30%	103.49%	84.41%	-47.60%	-23.58%	-4.97%	8.62%	-54.84%	-13.53%

Returns By Period

XLY

• 1D: 0.75%
• 1M: -4.68%
• YTD: -7.86%
• 6M: -8.57%
• 1Y: 10.93%
• 3Y*: 14.60%
• 5Y*: 6.19%
• 10Y*: 11.88%

DESP

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

XLY vs. DESP — Risk / Return Rank

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

XLY

XLY Risk / Return Rank: 28
XLY Sharpe Ratio Rank: 25
XLY Sortino Ratio Rank: 27
XLY Omega Ratio Rank: 25
XLY Calmar Ratio Rank: 31
XLY Martin Ratio Rank: 30

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. DESP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector SPDR Fund (XLY) and Despegar.com, Corp. (DESP). 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.

	XLY	DESP	Difference
Sharpe ratio Return per unit of total volatility	0.46	—	—
Sortino ratio Return per unit of downside risk	0.85	—	—
Omega ratio Gain probability vs. loss probability	1.11	—	—
Calmar ratio Return relative to maximum drawdown	0.81	—	—
Martin ratio Return relative to average drawdown	2.66	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XLY	DESP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	—	—

Correlation

The correlation between XLY and DESP is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XLY vs. DESP - Dividend Comparison

XLY's dividend yield for the trailing twelve months is around 0.81%, while DESP has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XLY Consumer Discretionary Select Sector SPDR Fund	0.81%	0.79%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%
DESP Despegar.com, Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	XLY	DESP	Difference
Max Drawdown Largest peak-to-trough decline	-59.05%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-14.98%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.67%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.67%	—	—
Current Drawdown Current decline from peak	-11.64%	—	—
Average Drawdown Average peak-to-trough decline	-9.58%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.54%	—	—

Volatility

Volatility by Period

	XLY	DESP	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.65%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.73%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.97%	—	—