State Street Consumer Staples Select Sector SPDR ETF (XLP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
State Street Consumer Staples Select Sector SPDR ETF (XLP): 1Y return 11.0%, Sharpe ratio 0.78, volatility 14.4%, max drawdown -9.7%. A ETF in the Equity asset class. Compare XLP with other assets and invest through your own broker with pfolio.
State Street Consumer Staples Select Sector SPDR ETF (XLP) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
XLP Performance
- MTD
- Return: 4.7%, Sharpe: 11.43, Volatility: 12.8%, Max Drawdown: -0.3%
- YTD
- Return: 10.8%, Sharpe: 0.92, Volatility: 15.1%, Max Drawdown: -9.7%
- 1Y
- Return: 11.0%, Sharpe: 0.78, Volatility: 14.4%, Max Drawdown: -9.7%
- 5Y
- Return: 37.5%, Sharpe: 0.53, Volatility: 13.5%, Max Drawdown: -16.3%
- 10Y
- Return: 111.0%, Sharpe: 0.57, Volatility: 14.6%, Max Drawdown: -24.5%
Frequently Asked Questions
- What is State Street Consumer Staples Select Sector SPDR ETF (XLP)?
- State Street Consumer Staples Select Sector SPDR ETF (XLP) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does XLP compare to other assets?
- You can compare XLP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in XLP through pfolio?
- pfolio helps you build diversified portfolios that may include XLP. You invest through your own broker — pfolio provides the analytics.