XRT vs. XLYI

Last updated Aug 4, 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 Index, while XLYI is a Derivative Income fund actively managed by State Street. XRT is passively managed, while XLYI is actively managed. Over the past year, XRT returned 18.43% vs 10.54% for XLYI. Their 0.65 correlation means they have sometimes moved together and sometimes differently. 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 7.76% return, which is significantly higher than XLYI's 1.38% return.

XRT

• 1D: 1.87%
• 1M: 3.86%
• 6M: 4.50%
• YTD: 7.76%
• 1Y: 18.43%
• 3Y*: 12.43%
• 5Y*: 1.12%
• 10Y*: 9.00%
• ALL TIME*: 9.68%

XLYI

• 1D: 1.69%
• 1M: 1.30%
• 6M: -1.42%
• YTD: 1.38%
• 1Y: 10.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.01%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF	$80.11K	$62.91K	$60.52K
XRT SPDR S&P Retail ETF	$433.01M	$377.95M	$454.29M

XRT vs. XLYI - Yearly Performance Comparison

	2026 (YTD)	2025
XRT SPDR S&P Retail ETF	7.76%	6.64%
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF	1.38%	5.63%

Correlation

The correlation between XRT and XLYI is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.64
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.65

The correlation between XRT and XLYI has been stable across timeframes, ranging from 0.64 to 0.65 - a consistent structural relationship.

XRT vs. XLYI - Sectors Allocation Comparison

Sectors	XRT	XLYI
Consumer Cyclical	75.2%	99.0%
Consumer Defensive	18.7%	-
Technology	2.7%	1.0%
Communication Services	1.8%	-
Healthcare	1.6%	-
Energy	1.3%	-
Basic Materials	-	-
Financial Services	-	99.8%
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

XRT vs. XLYI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XRT

XRT Risk / Return Rank: 35
XRT Sharpe Ratio Rank: 35
XRT Sortino Ratio Rank: 37
XRT Omega Ratio Rank: 33
XRT Calmar Ratio Rank: 38
XRT Martin Ratio Rank: 33

XLYI

XLYI Risk / Return Rank: 26
XLYI Sharpe Ratio Rank: 26
XLYI Sortino Ratio Rank: 25
XLYI Omega Ratio Rank: 25
XLYI Calmar Ratio Rank: 26
XLYI Martin Ratio Rank: 27

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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	0.89	0.65	+0.24
Sortino ratio: Return per unit of downside risk	1.43	0.99	+0.44
Omega ratio: Gain probability vs. loss probability	1.16	1.12	+0.04
Calmar ratio: Return relative to maximum drawdown	1.37	0.86	+0.51
Martin ratio: Return relative to average drawdown	3.09	2.44	+0.65

XRT vs. XLYI - Sharpe Ratio Comparison

The current XRT Sharpe Ratio is 0.89, which is higher than the XLYI Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of XRT and XLYI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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%	-12.32%	-1.21%
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	-5.26%	-2.24%	-3.02%
Average Drawdown Average peak-to-trough decline	-14.95%	-3.29%	-11.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.97%	4.33%	+1.64%

Volatility

XRT vs. XLYI - Volatility Comparison

SPDR S&P Retail ETF (XRT) and State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI) have volatilities of 6.29% and 6.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XRT	XLYI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	6.61%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	15.03%	13.08%	+1.95%
Volatility (1Y) Calculated over the trailing 1-year period	20.91%	16.31%	+4.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.91%	16.37%	+10.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.20%	16.37%	+10.83%

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 0.74%, less than XLYI's 15.73% 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	15.73%	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	0.74%	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 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XRT or XLYI?

XLYI has higher volatility (6.61%) compared to XRT (6.29%). In terms of maximum drawdown, XRT dropped -65.81% vs XLYI's -12.32%.

Which ETF is better, XRT or XLYI?

On 1-year performance, XRT leads with 18.43% vs 10.54% for XLYI. Both ETFs have the same 0.35% expense ratio. On volatility, XRT has been the lower-risk option at 6.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XRT or XLYI?

Over the 1-year period, XRT has performed better with a 18.43% return vs 10.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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 15.73%, compared with 0.74% for XRT.

What is the main difference between XRT and XLYI?

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

Which has better risk-adjusted returns?

XRT currently has the higher Sharpe Ratio (0.89 vs 0.65), 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.