XLY vs. MO
XLY (Consumer Discretionary Select Sector SPDR Fund) is Consumer Discretionary Equities fund tracking the Consumer Discretionary Select Sector Index, while MO (Altria Group, Inc.) is a stock. Over the past 10 years, XLY returned 12.78%/yr vs 7.93%/yr for MO. At a 0.29 correlation, their price movements are largely independent.
Performance
XLY vs. MO - 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 MO's 26.86% return. Over the past 10 years, XLY has outperformed MO with an annualized return of 12.78%, while MO has yielded a comparatively lower 7.93% 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%
MO
- 1D
- 0.74%
- 1M
- -0.65%
- YTD
- 26.86%
- 6M
- 26.78%
- 1Y
- 28.74%
- 3Y*
- 25.73%
- 5Y*
- 16.36%
- 10Y*
- 7.93%
XLY vs. MO - 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% |
MO Altria Group, Inc. | 26.86% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
Correlation
The correlation between XLY and MO is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.29 |
The correlation between XLY and MO shifts across timeframes, from -0.16 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XLY vs. MO — Risk / Return Rank
XLY
MO
XLY vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector SPDR Fund (XLY) and Altria Group, Inc. (MO). 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 | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.24 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.75 | -1.08 |
| Martin ratioReturn relative to average drawdown | 2.05 | 4.39 | -2.34 |
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Drawdowns
XLY vs. MO - Drawdown Comparison
The maximum XLY drawdown since its inception was -59.05%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for XLY and MO.
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Drawdown Indicators
| XLY | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -65.43% | +6.38% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -16.40% | +1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -26.01% | -16.40% | -9.61% |
Max Drawdown (5Y)Largest decline over 5 years | -39.67% | -25.83% | -13.84% |
Max Drawdown (10Y)Largest decline over 10 years | -39.67% | -53.69% | +14.02% |
Current DrawdownCurrent decline from peak | -6.17% | -3.50% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -9.55% | -11.92% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 6.50% | -1.62% |
Volatility
XLY vs. MO - Volatility Comparison
The current volatility for Consumer Discretionary Select Sector SPDR Fund (XLY) is 6.19%, while Altria Group, Inc. (MO) has a volatility of 6.71%. This indicates that XLY experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLY | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 6.71% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 17.60% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 22.59% | -4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.83% | 20.68% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 22.97% | -0.89% |
Dividends
XLY vs. MO - Dividend Comparison
XLY's dividend yield for the trailing twelve months is around 0.77%, less than MO's 5.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 5.84% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
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 MO have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (6.71%) compared to XLY (6.19%). In terms of maximum drawdown, XLY dropped -59.05% vs MO's -65.43%.
MO currently has the higher Sharpe Ratio (1.27 vs 0.55), 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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