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

Correlation

The correlation between XLY and SPY is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

XLY vs. SPY - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%NovemberDecember2025FebruaryMarchApril
926.58%
620.54%
XLY
SPY

Key characteristics

Sharpe Ratio

XLY:

0.59

SPY:

0.54

Sortino Ratio

XLY:

1.00

SPY:

0.89

Omega Ratio

XLY:

1.13

SPY:

1.13

Calmar Ratio

XLY:

0.57

SPY:

0.58

Martin Ratio

XLY:

1.84

SPY:

2.39

Ulcer Index

XLY:

8.09%

SPY:

4.51%

Daily Std Dev

XLY:

25.19%

SPY:

20.07%

Max Drawdown

XLY:

-59.05%

SPY:

-55.19%

Current Drawdown

XLY:

-18.55%

SPY:

-10.54%

Returns By Period

In the year-to-date period, XLY achieves a -13.24% return, which is significantly lower than SPY's -6.44% return. Over the past 10 years, XLY has underperformed SPY with an annualized return of 10.97%, while SPY has yielded a comparatively higher 11.95% annualized return.


XLY

YTD

-13.24%

1M

-5.74%

6M

-2.58%

1Y

12.43%

5Y*

12.53%

10Y*

10.97%

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

Compare stocks, funds, or ETFs

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XLY vs. SPY - Expense Ratio Comparison

XLY has a 0.13% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for XLY: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLY: 0.13%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

XLY vs. SPY — 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 6565
Overall Rank
The Sharpe Ratio Rank of XLY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of XLY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of XLY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of XLY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of XLY is 5858
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector SPDR Fund (XLY) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for XLY, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
XLY: 0.59
SPY: 0.54
The chart of Sortino ratio for XLY, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
XLY: 1.00
SPY: 0.89
The chart of Omega ratio for XLY, currently valued at 1.13, compared to the broader market0.501.001.502.00
XLY: 1.13
SPY: 1.13
The chart of Calmar ratio for XLY, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.00
XLY: 0.57
SPY: 0.58
The chart of Martin ratio for XLY, currently valued at 1.84, compared to the broader market0.0020.0040.0060.00
XLY: 1.84
SPY: 2.39

The current XLY Sharpe Ratio is 0.59, which is comparable to the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of XLY and SPY, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.59
0.54
XLY
SPY

Dividends

XLY vs. SPY - Dividend Comparison

XLY's dividend yield for the trailing twelve months is around 0.91%, less than SPY's 1.31% yield.


TTM20242023202220212020201920182017201620152014
XLY
Consumer Discretionary Select Sector SPDR Fund
0.91%0.72%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

XLY vs. SPY - Drawdown Comparison

The maximum XLY drawdown since its inception was -59.05%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for XLY and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.55%
-10.54%
XLY
SPY

Volatility

XLY vs. SPY - Volatility Comparison

Consumer Discretionary Select Sector SPDR Fund (XLY) and SPDR S&P 500 ETF (SPY) have volatilities of 15.77% and 15.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.77%
15.13%
XLY
SPY