Key characteristics
| XLP | VDC | |
|---|---|---|
| YTD Return | 4.35% | 4.74% |
| 1Y Return | 7.98% | 10.93% |
| 3Y Return (Ann) | 7.73% | 8.19% |
| 5Y Return (Ann) | 9.81% | 10.24% |
| 10Y Return (Ann) | 8.66% | 8.93% |
| Sharpe Ratio | 0.65 | 0.93 |
| Daily Std Dev | 10.69% | 10.49% |
| Max Drawdown | -35.89% | -34.24% |
| Current Drawdown | -2.20% | -0.73% |
Correlation
0.96
-1.001.00
The correlation between XLP and VDC is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
XLP vs. VDC - Performance Comparison
In the year-to-date period, XLP achieves a 4.35% return, which is significantly lower than VDC's 4.74% return. Both investments have delivered pretty close results over the past 10 years, with XLP having a 8.66% annualized return and VDC not far ahead at 8.93%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
XLP
VDC
Compare stocks, funds, or ETFs
XLP vs. VDC - Dividend Comparison
XLP's dividend yield for the trailing twelve months is around 2.52%, which matches VDC's 2.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLP Consumer Staples Select Sector SPDR Fund | 2.52% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
VDC Vanguard Consumer Staples ETF | 2.53% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
XLP vs. VDC - Expense Ratio Comparison
XLP has a 0.13% expense ratio, which is higher than VDC's 0.10% expense ratio.
XLP vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector SPDR Fund (XLP) and Vanguard Consumer Staples ETF (VDC). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
XLP Consumer Staples Select Sector SPDR Fund | 0.65 | ||||
VDC Vanguard Consumer Staples ETF | 0.93 |
XLP vs. VDC - Sharpe Ratio Comparison
The current XLP Sharpe Ratio is 0.65, which is lower than the VDC Sharpe Ratio of 0.93. The chart below compares the 12-month rolling Sharpe Ratio of XLP and VDC.
XLP
VDC
XLP vs. VDC - Drawdown Comparison
The maximum XLP drawdown since its inception was -35.89%, roughly equal to the maximum VDC drawdown of -34.24%. The drawdown chart below compares losses from any high point along the way for XLP and VDC
XLP
VDC
XLP vs. VDC - Volatility Comparison
Consumer Staples Select Sector SPDR Fund (XLP) and Vanguard Consumer Staples ETF (VDC) have volatilities of 2.55% and 2.47%, 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.
XLP
VDC
