Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XLP (Consumer Staples Select Sector SPDR Fund) | 3.72% | 7.37% | 6.29% | 9.54% | 8.23% | 10.74% | 9.35% | 6.84% |
Data as of 06/27/2025, AR inception is 12/22/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XLP (Consumer Staples Select Sector SPDR Fund) | 12/22/1998 | 06/27/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 7.37 | 6.29 | 9.54 | 8.23 | 10.74 | 9.35 | 6.84 | 3.72 | 12.20 | -0.81 | -0.83 | 17.18 | 10.15 | 27.43 | -8.07 | 12.98 | 4.98 | 6.89 | 15.72 | 26.30 | 10.74 | 14.07 | 13.78 | 14.28 | -15.02 | 12.67 | 14.49 | 2.84 | 7.65 | 11.16 | -20.10 | -9.92 | 25.55 | -15.19 | 2.48 |
| Sharpe Ratio | NA | 0.31 | 0.23 | 0.60 | 0.45 | NA | NA | 0.35 | 0.29 | 0.87 | -0.40 | -0.13 | 1.55 | 0.35 | 2.42 | -0.65 | 1.62 | 0.40 | 0.50 | 1.63 | 2.32 | 1.15 | 0.95 | 1.13 | 0.82 | -0.66 | 0.88 | 1.28 | 0.06 | 0.67 | 0.77 | -1.09 | -0.67 | 0.85 | -0.89 | 7.54 |
| Standard Deviation(%) | NA | 13.46 | 12.70 | 13.24 | 14.90 | NA | NA | 15.30 | 16.48 | 9.82 | 11.38 | 17.65 | 11.10 | 27.86 | 10.73 | 14.52 | 7.64 | 11.81 | 13.81 | 9.64 | 11.34 | 9.38 | 14.83 | 12.12 | 17.26 | 24.20 | 10.85 | 8.70 | 9.04 | 9.88 | 13.56 | 19.47 | 18.84 | 25.03 | 20.91 | 23.30 |
| Draw Down(%) | NA | 8.36 | 13.35 | 16.31 | 24.50 | NA | NA | 35.89 | 8.19 | 5.79 | 13.35 | 16.31 | 6.15 | 24.50 | 4.90 | 16.10 | 7.01 | 9.24 | 10.07 | 7.21 | 7.03 | 6.35 | 11.94 | 8.88 | 20.16 | 24.22 | 5.57 | 4.26 | 4.87 | 8.97 | 13.58 | 28.40 | 18.67 | 23.21 | 19.96 | 1.36 |
| Yield(%) | 0.68 | 2.61 | 2.77 | 3.29 | 3.56 | 5.66 | 5.54 | 3.94 | 1.24 | 2.99 | 2.55 | 2.39 | 2.63 | 2.70 | 3.21 | 2.73 | 2.87 | 2.62 | 2.64 | 2.74 | 2.87 | 3.29 | 3.02 | 2.86 | 3.01 | 2.30 | 2.28 | 2.19 | 1.92 | 1.66 | 1.77 | 1.52 | 1.14 | 1.30 | 0.00 | 0.00 |
Data as of 06/27/2025, AR inception is 12/22/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XLP (Consumer Staples Select Sector SPDR Fund) |
-7.16%
Dec 2000 - Dec 2003 |
-2.89%
Jan 1999 - Jan 2004 |
-1.01%
Feb 1999 - Feb 2009 |
4.94%
Jan 1999 - Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XLP (Consumer Staples Select Sector SPDR Fund) |
21.16%
Feb 2009 - Feb 2012 |
19.10%
Feb 2009 - Feb 2014 |
13.38%
Feb 2009 - Feb 2019 |
12.02%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart