XLY vs. EMR
XLY (Consumer Discretionary Select Sector SPDR Fund) is Consumer Discretionary Equities fund tracking the Consumer Discretionary Select Sector Index, while EMR (Emerson Electric Co.) is a stock. Over the past 10 years, XLY returned 12.78%/yr vs 13.44%/yr for EMR. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
XLY vs. EMR - Performance Comparison
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Returns By Period
In the year-to-date period, XLY achieves a -2.16% return, which is significantly lower than EMR's 8.65% return. Over the past 10 years, XLY has underperformed EMR with an annualized return of 12.78%, while EMR has yielded a comparatively higher 13.44% annualized return.
XLY
- 1D
- 0.26%
- 1M
- -1.74%
- YTD
- -2.16%
- 6M
- -3.01%
- 1Y
- 11.01%
- 3Y*
- 12.99%
- 5Y*
- 7.00%
- 10Y*
- 12.78%
EMR
- 1D
- 0.69%
- 1M
- 4.18%
- YTD
- 8.65%
- 6M
- 5.53%
- 1Y
- 15.82%
- 3Y*
- 20.61%
- 5Y*
- 10.27%
- 10Y*
- 13.44%
XLY vs. EMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLY Consumer Discretionary Select Sector SPDR Fund | -2.16% | 7.37% | 26.51% | 39.64% | -36.27% | 27.93% | 29.63% | 28.39% | 1.58% | 22.82% |
EMR Emerson Electric Co. | 8.65% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
Correlation
The correlation between XLY and EMR is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.57 |
The correlation between XLY and EMR has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.
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Return for Risk
XLY vs. EMR — Risk / Return Rank
XLY
EMR
XLY vs. EMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector SPDR Fund (XLY) and Emerson Electric Co. (EMR). 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 | EMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.63 | +0.04 |
| Martin ratioReturn relative to average drawdown | 2.05 | 1.37 | +0.68 |
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Drawdowns
XLY vs. EMR - Drawdown Comparison
The maximum XLY drawdown since its inception was -59.05%, roughly equal to the maximum EMR drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for XLY and EMR.
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Drawdown Indicators
| XLY | EMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -59.05% | 0.00% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -23.45% | +8.47% |
Max Drawdown (3Y)Largest decline over 3 years | -26.01% | -29.62% | +3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -39.67% | -29.62% | -10.05% |
Max Drawdown (10Y)Largest decline over 10 years | -39.67% | -50.77% | +11.10% |
Current DrawdownCurrent decline from peak | -6.17% | -10.82% | +4.65% |
Average DrawdownAverage peak-to-trough decline | -9.55% | -14.11% | +4.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 10.79% | -5.91% |
Volatility
XLY vs. EMR - Volatility Comparison
The current volatility for Consumer Discretionary Select Sector SPDR Fund (XLY) is 6.19%, while Emerson Electric Co. (EMR) has a volatility of 9.08%. This indicates that XLY experiences smaller price fluctuations and is considered to be less risky than EMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLY | EMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 9.08% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 25.24% | -11.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 30.47% | -12.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.83% | 27.36% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 29.14% | -7.06% |
Dividends
XLY vs. EMR - Dividend Comparison
XLY's dividend yield for the trailing twelve months is around 0.77%, less than EMR's 1.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.53% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
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
XLY and EMR have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (9.08%) compared to XLY (6.19%). In terms of maximum drawdown, XLY dropped -59.05% vs EMR's -59.05%.
XLY currently has the higher Sharpe Ratio (0.55 vs 0.49), 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.
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