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XRT vs. FDIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XRT and FDIS is 0.68, 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: 0.7

Performance

XRT vs. FDIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Retail ETF (XRT) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
92.92%
275.47%
XRT
FDIS

Key characteristics

Sharpe Ratio

XRT:

-0.19

FDIS:

0.41

Sortino Ratio

XRT:

-0.11

FDIS:

0.75

Omega Ratio

XRT:

0.99

FDIS:

1.10

Calmar Ratio

XRT:

-0.13

FDIS:

0.38

Martin Ratio

XRT:

-0.57

FDIS:

1.21

Ulcer Index

XRT:

8.35%

FDIS:

8.55%

Daily Std Dev

XRT:

24.89%

FDIS:

25.61%

Max Drawdown

XRT:

-65.82%

FDIS:

-39.16%

Current Drawdown

XRT:

-29.81%

FDIS:

-18.42%

Returns By Period

In the year-to-date period, XRT achieves a -13.73% return, which is significantly lower than FDIS's -12.90% return. Over the past 10 years, XRT has underperformed FDIS with an annualized return of 4.85%, while FDIS has yielded a comparatively higher 11.79% annualized return.


XRT

YTD

-13.73%

1M

-2.62%

6M

-8.42%

1Y

-3.62%

5Y*

16.54%

10Y*

4.85%

FDIS

YTD

-12.90%

1M

-3.00%

6M

-3.41%

1Y

10.10%

5Y*

14.87%

10Y*

11.79%

*Annualized

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XRT vs. FDIS - Expense Ratio Comparison

XRT has a 0.35% expense ratio, which is higher than FDIS's 0.08% expense ratio.


Expense ratio chart for XRT: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XRT: 0.35%
Expense ratio chart for FDIS: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDIS: 0.08%

Risk-Adjusted Performance

XRT vs. FDIS — Risk-Adjusted Performance Rank

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

XRT
The Risk-Adjusted Performance Rank of XRT is 1111
Overall Rank
The Sharpe Ratio Rank of XRT is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of XRT is 1212
Sortino Ratio Rank
The Omega Ratio Rank of XRT is 1212
Omega Ratio Rank
The Calmar Ratio Rank of XRT is 1212
Calmar Ratio Rank
The Martin Ratio Rank of XRT is 1010
Martin Ratio Rank

FDIS
The Risk-Adjusted Performance Rank of FDIS is 5050
Overall Rank
The Sharpe Ratio Rank of FDIS is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIS is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FDIS is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FDIS is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FDIS is 4444
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.

XRT vs. FDIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Retail ETF (XRT) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). 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 XRT, currently valued at -0.19, compared to the broader market-1.000.001.002.003.004.00
XRT: -0.19
FDIS: 0.41
The chart of Sortino ratio for XRT, currently valued at -0.10, compared to the broader market-2.000.002.004.006.008.00
XRT: -0.11
FDIS: 0.75
The chart of Omega ratio for XRT, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
XRT: 0.99
FDIS: 1.10
The chart of Calmar ratio for XRT, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.0012.00
XRT: -0.13
FDIS: 0.38
The chart of Martin ratio for XRT, currently valued at -0.56, compared to the broader market0.0020.0040.0060.00
XRT: -0.57
FDIS: 1.21

The current XRT Sharpe Ratio is -0.19, which is lower than the FDIS Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of XRT and FDIS, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.19
0.41
XRT
FDIS

Dividends

XRT vs. FDIS - Dividend Comparison

XRT's dividend yield for the trailing twelve months is around 1.82%, more than FDIS's 0.85% yield.


TTM20242023202220212020201920182017201620152014
XRT
SPDR S&P Retail ETF
1.82%1.52%1.40%2.15%1.55%1.01%1.57%1.51%1.52%1.36%1.29%0.74%
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.85%0.69%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.62%1.25%1.01%

Drawdowns

XRT vs. FDIS - Drawdown Comparison

The maximum XRT drawdown since its inception was -65.82%, which is greater than FDIS's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for XRT and FDIS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.81%
-18.42%
XRT
FDIS

Volatility

XRT vs. FDIS - Volatility Comparison

The current volatility for SPDR S&P Retail ETF (XRT) is 14.76%, while Fidelity MSCI Consumer Discretionary Index ETF (FDIS) has a volatility of 16.30%. This indicates that XRT experiences smaller price fluctuations and is considered to be less risky than FDIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.76%
16.30%
XRT
FDIS