XLY vs. RCD
Compare and contrast key facts about Consumer Discretionary Select Sector SPDR Fund (XLY) and Invesco S&P 500® Equal Weight Consumer Discretionary ETF (RCD).
XLY and RCD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. RCD is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Consumer Discretionary -SEC. It was launched on Nov 1, 2006. Both XLY and RCD 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: XLY or RCD.
Performance
XLY vs. RCD - Performance Comparison
Returns By Period
In the year-to-date period, XLY achieves a 20.13% return, which is significantly higher than RCD's 13.87% return. Over the past 10 years, XLY has outperformed RCD with an annualized return of 13.23%, while RCD has yielded a comparatively lower 7.43% annualized return.
XLY
20.13%
7.30%
19.94%
29.61%
12.97%
13.23%
RCD
13.87%
1.38%
11.82%
27.73%
9.46%
7.43%
Key characteristics
| XLY | RCD | |
|---|---|---|
| Sharpe Ratio | 1.60 | 1.72 |
| Sortino Ratio | 2.20 | 2.39 |
| Omega Ratio | 1.27 | 1.30 |
| Calmar Ratio | 1.41 | 1.47 |
| Martin Ratio | 7.65 | 6.56 |
| Ulcer Index | 3.70% | 4.22% |
| Daily Std Dev | 17.73% | 16.07% |
| Max Drawdown | -59.05% | -69.25% |
| Current Drawdown | -2.74% | -0.67% |
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XLY vs. RCD - Expense Ratio Comparison
XLY has a 0.13% expense ratio, which is lower than RCD's 0.40% expense ratio.
Correlation
The correlation between XLY and RCD is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
XLY vs. RCD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector SPDR Fund (XLY) and Invesco S&P 500® Equal Weight Consumer Discretionary ETF (RCD). 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
XLY vs. RCD - Dividend Comparison
XLY's dividend yield for the trailing twelve months is around 0.70%, less than RCD's 0.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLY Consumer Discretionary Select Sector SPDR Fund | 0.70% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
RCD Invesco S&P 500® Equal Weight Consumer Discretionary ETF | 0.85% | 1.09% | 0.99% | 0.53% | 0.81% | 1.59% | 0.29% | 0.00% | 0.00% | 0.00% | 1.05% | 0.87% |
Drawdowns
XLY vs. RCD - Drawdown Comparison
The maximum XLY drawdown since its inception was -59.05%, smaller than the maximum RCD drawdown of -69.25%. Use the drawdown chart below to compare losses from any high point for XLY and RCD. For additional features, visit the drawdowns tool.
Volatility
XLY vs. RCD - Volatility Comparison
Consumer Discretionary Select Sector SPDR Fund (XLY) has a higher volatility of 6.65% compared to Invesco S&P 500® Equal Weight Consumer Discretionary ETF (RCD) at 3.94%. This indicates that XLY's price experiences larger fluctuations and is considered to be riskier than RCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.