XLY vs. VOO
Compare and contrast key facts about Consumer Discretionary Select Sector SPDR Fund (XLY) and Vanguard S&P 500 ETF (VOO).
XLY and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both XLY and VOO 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 VOO.
Performance
XLY vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, XLY achieves a 20.13% return, which is significantly lower than VOO's 24.51% return. Both investments have delivered pretty close results over the past 10 years, with XLY having a 13.23% annualized return and VOO not far behind at 13.12%.
XLY
20.13%
7.30%
19.94%
29.61%
12.97%
13.23%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| XLY | VOO | |
|---|---|---|
| Sharpe Ratio | 1.60 | 2.64 |
| Sortino Ratio | 2.20 | 3.53 |
| Omega Ratio | 1.27 | 1.49 |
| Calmar Ratio | 1.41 | 3.81 |
| Martin Ratio | 7.65 | 17.34 |
| Ulcer Index | 3.70% | 1.86% |
| Daily Std Dev | 17.73% | 12.20% |
| Max Drawdown | -59.05% | -33.99% |
| Current Drawdown | -2.74% | -2.16% |
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XLY vs. VOO - Expense Ratio Comparison
XLY has a 0.13% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between XLY and VOO is 0.87, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector SPDR Fund (XLY) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
XLY's dividend yield for the trailing twelve months is around 0.70%, less than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
XLY vs. VOO - Drawdown Comparison
The maximum XLY drawdown since its inception was -59.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XLY and VOO. For additional features, visit the drawdowns tool.
Volatility
XLY vs. VOO - Volatility Comparison
Consumer Discretionary Select Sector SPDR Fund (XLY) has a higher volatility of 6.65% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that XLY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.