XRT vs. XLYI

Last updated Jul 14, 2026

XRT (SPDR S&P Retail ETF) and XLYI (State Street Consumer Discretionary Select Sector SPDR Premium Income ETF) are both exchange-traded funds - XRT is a Consumer Discretionary Equities fund tracking the S&P Retail Select Industry, while XLYI is a Derivative Income fund actively managed by State Street. XRT is passively managed, while XLYI is actively managed. A 0.65 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.

Performance

XRT vs. XLYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Retail ETF (XRT) and State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XRT achieves a 3.06% return, which is significantly higher than XLYI's -0.73% return.

XRT

• 1D: -0.69%
• 1M: -0.08%
• 6M: -2.21%
• YTD: 3.06%
• 1Y: 9.86%
• 3Y*: 11.62%
• 5Y*: -0.14%
• 10Y*: 8.79%

XLYI

• 1D: -1.08%
• 1M: 0.69%
• 6M: -4.22%
• YTD: -0.73%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XRT vs. XLYI - Yearly Performance Comparison

	2026 (YTD)	2025
XRT SPDR S&P Retail ETF	3.06%	6.64%
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF	-0.73%	5.63%

Correlation

The correlation between XRT and XLYI is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.65

XRT vs. XLYI - Sectors Allocation Comparison

Sectors	XRT	XLYI
Consumer Cyclical	76.5%	-
Consumer Defensive	19.2%	-
Communication Services	1.5%	-
Technology	1.4%	-
Energy	1.3%	-
Healthcare	1.3%	-
Basic Materials	-	-
Financial Services	-	99.2%
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

XRT vs. XLYI — Risk / Return Rank

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

XRT

XRT Risk / Return Rank: 19
XRT Sharpe Ratio Rank: 18
XRT Sortino Ratio Rank: 19
XRT Omega Ratio Rank: 17
XRT Calmar Ratio Rank: 21
XRT Martin Ratio Rank: 19

XLYI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

XRT vs. XLYI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Retail ETF (XRT) and State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI). 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	XLYI	Difference
Sharpe ratio: Return per unit of total volatility	0.48	—	—
Sortino ratio: Return per unit of downside risk	0.86	—	—
Omega ratio: Gain probability vs. loss probability	1.10	—	—
Calmar ratio: Return relative to maximum drawdown	0.73	—	—
Martin ratio: Return relative to average drawdown	1.64	—	—

Drawdowns

XRT vs. XLYI - Drawdown Comparison

The maximum XRT drawdown since its inception was -65.81%, which is greater than XLYI's maximum drawdown of -12.32%. Use the drawdown chart below to compare losses from any high point for XRT and XLYI.

Drawdown Indicators

	XRT	XLYI	Difference
Max Drawdown Largest peak-to-trough decline	-65.81%	-12.32%	-53.49%
Max Drawdown (1Y) Largest decline over 1 year	-13.53%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-25.62%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-47.02%	—	—
Current Drawdown Current decline from peak	-9.39%	-4.27%	-5.12%
Average Drawdown Average peak-to-trough decline	-14.97%	-3.14%	-11.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.01%	—	—

Volatility

Volatility by Period

	XRT	XLYI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.38%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.70%	15.73%	+4.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.90%	15.73%	+11.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.17%	15.73%	+11.44%

XRT vs. XLYI - Expense Ratio Comparison

Both XRT and XLYI have an expense ratio of 0.35%.

Dividends

XRT vs. XLYI - Dividend Comparison

XRT's dividend yield for the trailing twelve months is around 0.77%, less than XLYI's 14.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF	14.86%	6.76%	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	0.77%	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

Can I hold both XRT and XLYI in my portfolio?

XRT and XLYI have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XRT or XLYI?

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XRT or XLYI?

XRT and XLYI have the same expense ratio: 0.35% per year.

Which ETF pays a higher dividend yield, XRT or XLYI?

XLYI has the higher dividend yield at 14.86%, compared with 0.77% for XRT.

What is the main difference between XRT and XLYI?

XRT is categorized as Consumer Discretionary Equities, while XLYI is Derivative Income.