XRT vs. ELF
XRT (SPDR S&P Retail ETF) is Consumer Discretionary Equities fund tracking the S&P Retail Select Industry, while ELF (e.l.f. Beauty, Inc.) is a stock. Over the past 5 years, XRT returned -0.91%/yr vs 17.79%/yr for ELF. At a 0.41 correlation, their price movements are largely independent.
Performance
XRT vs. ELF - Performance Comparison
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Returns By Period
In the year-to-date period, XRT achieves a 1.06% return, which is significantly higher than ELF's -16.50% return.
XRT
- 1D
- 0.32%
- 1M
- 4.15%
- YTD
- 1.06%
- 6M
- -0.21%
- 1Y
- 12.05%
- 3Y*
- 12.88%
- 5Y*
- -0.91%
- 10Y*
- 9.25%
ELF
- 1D
- 0.49%
- 1M
- 20.02%
- YTD
- -16.50%
- 6M
- -19.08%
- 1Y
- -48.43%
- 3Y*
- -16.34%
- 5Y*
- 17.79%
- 10Y*
- —
XRT vs. ELF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRT SPDR S&P Retail ETF | 1.06% | 8.07% | 11.78% | 21.53% | -31.64% | 42.60% | 41.91% | 14.12% | -8.04% | 4.22% |
ELF e.l.f. Beauty, Inc. | -16.50% | -39.43% | -13.02% | 161.01% | 66.52% | 31.84% | 56.17% | 86.26% | -61.18% | -22.91% |
Correlation
The correlation between XRT and ELF is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2016 | 0.41 |
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Return for Risk
XRT vs. ELF — Risk / Return Rank
XRT
ELF
XRT vs. ELF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Retail ETF (XRT) and e.l.f. Beauty, Inc. (ELF). 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.
| XRT | ELF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.89 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | -0.73 | +1.63 |
| Martin ratioReturn relative to average drawdown | 2.02 | -1.19 | +3.21 |
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Drawdowns
XRT vs. ELF - Drawdown Comparison
The maximum XRT drawdown since its inception was -65.81%, smaller than the maximum ELF drawdown of -77.26%. Use the drawdown chart below to compare losses from any high point for XRT and ELF.
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Drawdown Indicators
| XRT | ELF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -77.26% | +11.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -66.20% | +52.67% |
Max Drawdown (3Y)Largest decline over 3 years | -25.62% | -77.26% | +51.64% |
Max Drawdown (5Y)Largest decline over 5 years | -44.57% | -77.26% | +32.69% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | — | — |
Current DrawdownCurrent decline from peak | -11.14% | -70.88% | +59.74% |
Average DrawdownAverage peak-to-trough decline | -14.99% | -32.52% | +17.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.97% | 40.83% | -34.86% |
Volatility
XRT vs. ELF - Volatility Comparison
The current volatility for SPDR S&P Retail ETF (XRT) is 6.36%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 17.28%. This indicates that XRT experiences smaller price fluctuations and is considered to be less risky than ELF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRT | ELF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 17.28% | -10.92% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 43.47% | -29.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 67.04% | -46.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.93% | 57.51% | -30.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.19% | 55.29% | -28.10% |
Dividends
XRT vs. ELF - Dividend Comparison
XRT's dividend yield for the trailing twelve months is around 0.79%, while ELF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELF e.l.f. Beauty, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XRT SPDR S&P Retail ETF | 0.79% | 0.77% | 1.52% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.30% |
Frequently Asked Questions
XRT and ELF have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ELF has higher volatility (17.28%) compared to XRT (6.36%). In terms of maximum drawdown, XRT dropped -65.81% vs ELF's -77.26%.
XRT currently has the higher Sharpe Ratio (0.59 vs -0.73), 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.
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