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

Correlation

The correlation between XLY and XLP is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

XLY vs. XLP - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
945.03%
462.41%
XLY
XLP

Key characteristics

Sharpe Ratio

XLY:

0.62

XLP:

0.76

Sortino Ratio

XLY:

1.03

XLP:

1.15

Omega Ratio

XLY:

1.13

XLP:

1.14

Calmar Ratio

XLY:

0.60

XLP:

1.20

Martin Ratio

XLY:

1.91

XLP:

3.24

Ulcer Index

XLY:

8.16%

XLP:

3.11%

Daily Std Dev

XLY:

25.23%

XLP:

13.21%

Max Drawdown

XLY:

-59.05%

XLP:

-35.89%

Current Drawdown

XLY:

-17.09%

XLP:

-2.79%

Returns By Period

In the year-to-date period, XLY achieves a -11.68% return, which is significantly lower than XLP's 3.38% return. Over the past 10 years, XLY has outperformed XLP with an annualized return of 11.41%, while XLP has yielded a comparatively lower 8.13% annualized return.


XLY

YTD

-11.68%

1M

0.28%

6M

-1.14%

1Y

13.33%

5Y*

12.43%

10Y*

11.41%

XLP

YTD

3.38%

1M

0.53%

6M

1.02%

1Y

9.73%

5Y*

9.31%

10Y*

8.13%

*Annualized

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XLY vs. XLP - Expense Ratio Comparison

Both XLY and XLP have an expense ratio of 0.13%, making them cost-effective options compared to the broader market, where average expense ratios typically 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 XLP: 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%
XLP: 0.13%

Risk-Adjusted Performance

XLY vs. XLP — 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 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of XLY is 6969
Sortino Ratio Rank
The Omega Ratio Rank of XLY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of XLY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of XLY is 5959
Martin Ratio Rank

XLP
The Risk-Adjusted Performance Rank of XLP is 7575
Overall Rank
The Sharpe Ratio Rank of XLP is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of XLP is 7373
Sortino Ratio Rank
The Omega Ratio Rank of XLP is 6969
Omega Ratio Rank
The Calmar Ratio Rank of XLP is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLP is 7676
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. XLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector SPDR Fund (XLY) and Consumer Staples Select Sector SPDR Fund (XLP). 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 0.62, compared to the broader market-1.000.001.002.003.004.00
XLY: 0.62
XLP: 0.76
The chart of Sortino ratio for XLY, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.00
XLY: 1.03
XLP: 1.15
The chart of Omega ratio for XLY, currently valued at 1.13, compared to the broader market0.501.001.502.00
XLY: 1.13
XLP: 1.14
The chart of Calmar ratio for XLY, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.00
XLY: 0.60
XLP: 1.20
The chart of Martin ratio for XLY, currently valued at 1.91, compared to the broader market0.0020.0040.0060.00
XLY: 1.91
XLP: 3.24

The current XLY Sharpe Ratio is 0.62, which is comparable to the XLP Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of XLY and XLP, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.62
0.76
XLY
XLP

Dividends

XLY vs. XLP - Dividend Comparison

XLY's dividend yield for the trailing twelve months is around 0.90%, less than XLP's 2.53% yield.


TTM20242023202220212020201920182017201620152014
XLY
Consumer Discretionary Select Sector SPDR Fund
0.90%0.72%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%
XLP
Consumer Staples Select Sector SPDR Fund
2.53%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%2.40%

Drawdowns

XLY vs. XLP - Drawdown Comparison

The maximum XLY drawdown since its inception was -59.05%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for XLY and XLP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.09%
-2.79%
XLY
XLP

Volatility

XLY vs. XLP - Volatility Comparison

Consumer Discretionary Select Sector SPDR Fund (XLY) has a higher volatility of 15.86% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 7.74%. This indicates that XLY's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.86%
7.74%
XLY
XLP