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XLY vs. RCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLY and RCD is 0.85, 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.


-0.50.00.51.00.9

Performance

XLY vs. RCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Discretionary Select Sector SPDR Fund (XLY) and Invesco S&P 500® Equal Weight Consumer Discretionary ETF (RCD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
22.53%
-48.50%
XLY
RCD

Key characteristics

Sharpe Ratio

XLY:

1.82

RCD:

-0.81

Sortino Ratio

XLY:

2.43

RCD:

-0.66

Omega Ratio

XLY:

1.31

RCD:

0.74

Calmar Ratio

XLY:

1.90

RCD:

-0.80

Martin Ratio

XLY:

9.02

RCD:

-2.83

Ulcer Index

XLY:

3.79%

RCD:

15.78%

Daily Std Dev

XLY:

18.84%

RCD:

55.30%

Max Drawdown

XLY:

-59.05%

RCD:

-69.25%

Current Drawdown

XLY:

-4.08%

RCD:

-55.32%

Returns By Period

In the year-to-date period, XLY achieves a 2.17% return, which is significantly higher than RCD's -0.48% return. Over the past 10 years, XLY has outperformed RCD with an annualized return of 14.03%, while RCD has yielded a comparatively lower -0.49% annualized return.


XLY

YTD

2.17%

1M

0.44%

6M

22.53%

1Y

33.43%

5Y*

13.36%

10Y*

14.03%

RCD

YTD

-0.48%

1M

-52.73%

6M

-48.50%

1Y

-45.28%

5Y*

-6.95%

10Y*

-0.49%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XLY vs. RCD - Expense Ratio Comparison

XLY has a 0.13% expense ratio, which is lower than RCD's 0.40% expense ratio.


RCD
Invesco S&P 500® Equal Weight Consumer Discretionary ETF
Expense ratio chart for RCD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for XLY: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

XLY vs. RCD — Risk-Adjusted Performance Rank

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

XLY
The Risk-Adjusted Performance Rank of XLY is 6666
Overall Rank
The Sharpe Ratio Rank of XLY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of XLY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of XLY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of XLY is 6060
Calmar Ratio Rank
The Martin Ratio Rank of XLY is 6868
Martin Ratio Rank

RCD
The Risk-Adjusted Performance Rank of RCD is 11
Overall Rank
The Sharpe Ratio Rank of RCD is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of RCD is 33
Sortino Ratio Rank
The Omega Ratio Rank of RCD is 00
Omega Ratio Rank
The Calmar Ratio Rank of RCD is 00
Calmar Ratio Rank
The Martin Ratio Rank of RCD is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for XLY, currently valued at 1.82, compared to the broader market0.002.004.001.82-0.81
The chart of Sortino ratio for XLY, currently valued at 2.43, compared to the broader market0.005.0010.002.43-0.66
The chart of Omega ratio for XLY, currently valued at 1.31, compared to the broader market1.002.003.001.310.74
The chart of Calmar ratio for XLY, currently valued at 1.90, compared to the broader market0.005.0010.0015.001.90-0.80
The chart of Martin ratio for XLY, currently valued at 9.02, compared to the broader market00.0020.0040.0060.0080.00100.009.02
XLY
RCD

The current XLY Sharpe Ratio is 1.82, which is higher than the RCD Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of XLY and RCD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.82
-0.81
XLY
RCD

Dividends

XLY vs. RCD - Dividend Comparison

XLY's dividend yield for the trailing twelve months is around 0.71%, less than RCD's 1.37% yield.


TTM20242023202220212020201920182017201620152014
XLY
Consumer Discretionary Select Sector SPDR Fund
0.71%0.72%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%
RCD
Invesco S&P 500® Equal Weight Consumer Discretionary ETF
1.37%1.37%1.09%0.99%0.53%0.81%1.59%0.29%0.00%0.00%0.00%1.05%

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.08%
-55.32%
XLY
RCD

Volatility

XLY vs. RCD - Volatility Comparison

The current volatility for Consumer Discretionary Select Sector SPDR Fund (XLY) is 7.38%, while Invesco S&P 500® Equal Weight Consumer Discretionary ETF (RCD) has a volatility of 75.43%. This indicates that XLY experiences smaller price fluctuations and is considered to be less risky than RCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
7.38%
75.43%
XLY
RCD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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