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XLY vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLY vs. TIP - Performance Comparison

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

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Returns By Period

In the year-to-date period, XLY achieves a -2.41% return, which is significantly lower than TIP's 1.39% return. Over the past 10 years, XLY has outperformed TIP with an annualized return of 12.72%, while TIP has yielded a comparatively lower 2.50% annualized return.


XLY

1D
2.48%
1M
-1.68%
YTD
-2.41%
6M
-2.84%
1Y
9.18%
3Y*
13.28%
5Y*
6.94%
10Y*
12.72%

TIP

1D
0.36%
1M
-0.22%
YTD
1.39%
6M
1.25%
1Y
4.90%
3Y*
3.82%
5Y*
0.91%
10Y*
2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLY vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLY
Consumer Discretionary Select Sector SPDR Fund
-2.41%7.37%26.51%39.64%-36.27%27.93%29.63%28.39%1.58%22.82%
TIP
iShares TIPS Bond ETF
1.39%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between XLY and TIP is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2003

-0.09

The correlation between XLY and TIP shifts across timeframes, from -0.09 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XLY vs. TIP — Risk / Return Rank

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

XLY
XLY Risk / Return Rank: 1919
Overall Rank
XLY Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XLY Sortino Ratio Rank: 1919
Sortino Ratio Rank
XLY Omega Ratio Rank: 1818
Omega Ratio Rank
XLY Calmar Ratio Rank: 1919
Calmar Ratio Rank
XLY Martin Ratio Rank: 2020
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 5454
Overall Rank
TIP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5757
Sortino Ratio Rank
TIP Omega Ratio Rank: 4949
Omega Ratio Rank
TIP Calmar Ratio Rank: 6060
Calmar Ratio Rank
TIP Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLY vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector SPDR Fund (XLY) and iShares TIPS Bond ETF (TIP). 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.


XLYTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.10

1.26

-0.16

Calmar ratioReturn relative to maximum drawdown

0.62

2.49

-1.87

Martin ratioReturn relative to average drawdown

1.89

7.44

-5.55

XLY vs. TIP - Sharpe Ratio Comparison

The current XLY Sharpe Ratio is 0.50, which is lower than the TIP Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of XLY and TIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XLY vs. TIP - Drawdown Comparison

The maximum XLY drawdown since its inception was -59.05%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for XLY and TIP.


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Drawdown Indicators


XLYTIPDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-14.57%

-44.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

-1.98%

-13.00%

Max Drawdown (3Y)

Largest decline over 3 years

-26.01%

-4.54%

-21.47%

Max Drawdown (5Y)

Largest decline over 5 years

-39.67%

-14.51%

-25.16%

Max Drawdown (10Y)

Largest decline over 10 years

-39.67%

-14.51%

-25.16%

Current Drawdown

Current decline from peak

-6.41%

-0.47%

-5.94%

Average Drawdown

Average peak-to-trough decline

-9.55%

-3.43%

-6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

0.66%

+4.20%

Volatility

XLY vs. TIP - Volatility Comparison

Consumer Discretionary Select Sector SPDR Fund (XLY) has a higher volatility of 6.20% compared to iShares TIPS Bond ETF (TIP) at 1.03%. This indicates that XLY's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLYTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

1.03%

+5.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.52%

2.35%

+11.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

3.39%

+14.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.84%

6.21%

+17.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.08%

5.74%

+16.34%

XLY vs. TIP - Expense Ratio Comparison

XLY has a 0.13% expense ratio, which is lower than TIP's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XLY vs. TIP - Dividend Comparison

XLY's dividend yield for the trailing twelve months is around 0.77%, less than TIP's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%
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 TIP have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLY has higher volatility (6.20%) compared to TIP (1.03%). In terms of maximum drawdown, XLY dropped -59.05% vs TIP's -14.57%.

On 10-year performance, XLY leads with 12.72% vs 2.50% for TIP. On fees, XLY is cheaper at 0.13% per year. On volatility, TIP has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLY has performed better with a 12.72% return vs 2.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLY is cheaper with a 0.13% expense ratio, compared with 0.18% for TIP.

TIP has the higher dividend yield at 3.76%, compared with 0.77% for XLY.

XLY is categorized as Consumer Discretionary Equities, while TIP is Inflation-Protected Bonds. XLY tracks Consumer Discretionary Select Sector Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.13% for XLY and 0.18% for TIP.

TIP currently has the higher Sharpe Ratio (1.45 vs 0.50), 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.

Portfolio Optimizer

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