XLY vs. WUGI

Last updated Jun 5, 2026

XLY (Consumer Discretionary Select Sector SPDR Fund) and WUGI (Esoterica NextG Economy ETF) are both exchange-traded funds - XLY is a Consumer Discretionary Equities fund tracking the Consumer Discretionary Select Sector Index, while WUGI is a Large Cap Growth Equities fund actively managed by Esoterica. XLY is passively managed, while WUGI is actively managed. Over the past 5 years, XLY returned 7.39%/yr vs 17.46%/yr for WUGI. A 0.71 correlation means they provide meaningful diversification when combined. XLY charges 0.13%/yr vs 0.75%/yr for WUGI.

Performance

XLY vs. WUGI - Performance Comparison

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

Returns By Period

In the year-to-date period, XLY achieves a -1.60% return, which is significantly lower than WUGI's 27.53% return.

XLY

• 1D: 0.45%
• 1M: -0.69%
• YTD: -1.60%
• 6M: -1.13%
• 1Y: 10.01%
• 3Y*: 15.13%
• 5Y*: 7.39%
• 10Y*: 12.63%

WUGI

• 1D: -0.72%
• 1M: 14.77%
• YTD: 27.53%
• 6M: 26.94%
• 1Y: 45.31%
• 3Y*: 36.86%
• 5Y*: 17.46%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XLY vs. WUGI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XLY Consumer Discretionary Select Sector SPDR Fund	-1.60%	7.37%	26.51%	39.64%	-36.27%	27.93%	64.96%
WUGI Esoterica NextG Economy ETF	27.53%	22.66%	47.14%	61.30%	-49.55%	25.18%	95.37%

Correlation

The correlation between XLY and WUGI is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (All Time) Calculated using the full available price history since Apr 1, 2020	0.71

The correlation between XLY and WUGI shifts across timeframes, from 0.53 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

XLY vs. WUGI - Sectors Allocation Comparison

Sectors	XLY	WUGI
Consumer Cyclical	97.5%	6.3%
Communication Services	1.4%	12.1%
Technology	0.9%	70.5%
Industrials	0.1%	9.3%
Basic Materials	-	0.0%
Consumer Defensive	-	0.1%
Energy	-	0.0%
Financial Services	-	1.8%
Healthcare	-	0.2%
Real Estate	-	0.1%
Utilities	-	-

Return for Risk

XLY vs. WUGI — Risk / Return Rank

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

XLY

XLY Risk / Return Rank: 18
XLY Sharpe Ratio Rank: 19
XLY Sortino Ratio Rank: 18
XLY Omega Ratio Rank: 18
XLY Calmar Ratio Rank: 18
XLY Martin Ratio Rank: 20

WUGI

WUGI Risk / Return Rank: 54
WUGI Sharpe Ratio Rank: 59
WUGI Sortino Ratio Rank: 55
WUGI Omega Ratio Rank: 55
WUGI Calmar Ratio Rank: 52
WUGI Martin Ratio Rank: 50

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. WUGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector SPDR Fund (XLY) and Esoterica NextG Economy ETF (WUGI). 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.

	XLY	WUGI	Difference
Sharpe ratio: Return per unit of total volatility	0.55	1.96	-1.41
Sortino ratio: Return per unit of downside risk	0.89	2.62	-1.73
Omega ratio: Gain probability vs. loss probability	1.10	1.34	-0.23
Calmar ratio: Return relative to maximum drawdown	0.67	2.53	-1.86
Martin ratio: Return relative to average drawdown	2.11	8.34	-6.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLY vs. WUGI - Sharpe Ratio Comparison

The current XLY Sharpe Ratio is 0.55, which is lower than the WUGI Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of XLY and WUGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XLY	WUGI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	1.96	-1.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.57	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.91	-0.48

Drawdowns

XLY vs. WUGI - Drawdown Comparison

The maximum XLY drawdown since its inception was -59.05%, roughly equal to the maximum WUGI drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for XLY and WUGI.

Drawdown Indicators

	XLY	WUGI	Difference
Max Drawdown Largest peak-to-trough decline	-59.05%	-56.41%	-2.64%
Max Drawdown (1Y) Largest decline over 1 year	-14.98%	-17.99%	+3.01%
Max Drawdown (3Y) Largest decline over 3 years	-26.01%	-27.49%	+1.48%
Max Drawdown (5Y) Largest decline over 5 years	-39.67%	-56.41%	+16.74%
Max Drawdown (10Y) Largest decline over 10 years	-39.67%	—	—
Current Drawdown Current decline from peak	-5.64%	-0.72%	-4.92%
Average Drawdown Average peak-to-trough decline	-9.56%	-16.66%	+7.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.76%	5.45%	-0.69%

Volatility

XLY vs. WUGI - Volatility Comparison

The current volatility for Consumer Discretionary Select Sector SPDR Fund (XLY) is 5.17%, while Esoterica NextG Economy ETF (WUGI) has a volatility of 9.19%. This indicates that XLY experiences smaller price fluctuations and is considered to be less risky than WUGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLY	WUGI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.17%	9.19%	-4.02%
Volatility (6M) Calculated over the trailing 6-month period	13.10%	19.54%	-6.44%
Volatility (1Y) Calculated over the trailing 1-year period	18.16%	23.21%	-5.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.78%	30.75%	-6.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.05%	30.88%	-8.83%

XLY vs. WUGI - Expense Ratio Comparison

XLY has a 0.13% expense ratio, which is lower than WUGI's 0.75% expense ratio.

Dividends

XLY vs. WUGI - Dividend Comparison

XLY's dividend yield for the trailing twelve months is around 0.76%, less than WUGI's 17.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WUGI Esoterica NextG Economy ETF	17.90%	22.83%	4.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLY Consumer Discretionary Select Sector SPDR Fund	0.76%	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

Can I hold both XLY and WUGI in my portfolio?

XLY and WUGI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XLY or WUGI?

WUGI has higher volatility (9.19%) compared to XLY (5.17%). In terms of maximum drawdown, XLY dropped -59.05% vs WUGI's -56.41%.

Which ETF is better, XLY or WUGI?

On 5-year performance, WUGI leads with 17.46% vs 7.39% for XLY. On fees, XLY is cheaper at 0.13% per year. On volatility, XLY has been the lower-risk option at 5.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XLY or WUGI?

Over the 5-year period, WUGI has performed better with a 17.46% return vs 7.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XLY or WUGI?

XLY is cheaper with a 0.13% expense ratio, compared with 0.75% for WUGI.

Which ETF pays a higher dividend yield, XLY or WUGI?

WUGI has the higher dividend yield at 17.90%, compared with 0.76% for XLY.

What is the main difference between XLY and WUGI?

XLY is categorized as Consumer Discretionary Equities, while WUGI is Large Cap Growth Equities. They also come from different issuers: State Street and Esoterica. Their fees differ too: 0.13% for XLY and 0.75% for WUGI.

Which has better risk-adjusted returns?

WUGI currently has the higher Sharpe Ratio (1.96 vs 0.55), 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.