XTL vs. XLP
Compare and contrast key facts about SPDR S&P Telecom ETF (XTL) and Consumer Staples Select Sector SPDR Fund (XLP).
XTL and XLP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTL is a passively managed fund by State Street that tracks the performance of the S&P Telecom Select Industry Index. It was launched on Jan 26, 2011. XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998. Both XTL and XLP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XTL or XLP.
Performance
XTL vs. XLP - Performance Comparison
Returns By Period
In the year-to-date period, XTL achieves a 31.72% return, which is significantly higher than XLP's 14.22% return. Over the past 10 years, XTL has underperformed XLP with an annualized return of 7.60%, while XLP has yielded a comparatively higher 8.08% annualized return.
XTL
31.72%
0.24%
40.47%
49.28%
10.05%
7.60%
XLP
14.22%
-1.96%
4.53%
19.38%
8.47%
8.08%
Key characteristics
| XTL | XLP | |
|---|---|---|
| Sharpe Ratio | 2.38 | 1.91 |
| Sortino Ratio | 3.17 | 2.73 |
| Omega Ratio | 1.40 | 1.33 |
| Calmar Ratio | 1.54 | 1.87 |
| Martin Ratio | 8.49 | 11.38 |
| Ulcer Index | 6.04% | 1.69% |
| Daily Std Dev | 21.53% | 10.11% |
| Max Drawdown | -37.01% | -35.89% |
| Current Drawdown | -4.19% | -3.80% |
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XTL vs. XLP - Expense Ratio Comparison
XTL has a 0.35% expense ratio, which is higher than XLP's 0.13% expense ratio.
Correlation
The correlation between XTL and XLP is 0.42, 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.
Risk-Adjusted Performance
XTL vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Telecom ETF (XTL) 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.
Dividends
XTL vs. XLP - Dividend Comparison
XTL's dividend yield for the trailing twelve months is around 0.59%, less than XLP's 2.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTL SPDR S&P Telecom ETF | 0.59% | 0.80% | 0.74% | 1.25% | 0.88% | 0.92% | 1.89% | 2.08% | 1.11% | 1.38% | 1.03% | 0.45% |
XLP Consumer Staples Select Sector SPDR Fund | 2.62% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
Drawdowns
XTL vs. XLP - Drawdown Comparison
The maximum XTL drawdown since its inception was -37.01%, roughly equal to the maximum XLP drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for XTL and XLP. For additional features, visit the drawdowns tool.
Volatility
XTL vs. XLP - Volatility Comparison
SPDR S&P Telecom ETF (XTL) has a higher volatility of 5.31% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 2.98%. This indicates that XTL'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.