State Street Consumer Discretionary Select Sector SPDR ETF (XLY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
State Street Consumer Discretionary Select Sector SPDR ETF (XLY): 1Y return -1.0%, Sharpe ratio 0.04, volatility 18.9%, max drawdown -15.0%. A ETF in the Equity asset class. Compare XLY with other assets and invest through your own broker with pfolio.
State Street Consumer Discretionary Select Sector SPDR ETF (XLY) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
XLY Performance
- MTD
- Return: 3.2%, Sharpe: 9.36, Volatility: 10.5%, Max Drawdown: -0.5%
- YTD
- Return: -5.4%, Sharpe: -0.26, Volatility: 19.1%, Max Drawdown: -15.0%
- 1Y
- Return: -1.0%, Sharpe: 0.04, Volatility: 18.9%, Max Drawdown: -15.0%
- 5Y
- Return: 27.7%, Sharpe: 0.32, Volatility: 23.6%, Max Drawdown: -39.7%
- 10Y
- Return: 213.8%, Sharpe: 0.62, Volatility: 21.8%, Max Drawdown: -39.7%
Frequently Asked Questions
- What is State Street Consumer Discretionary Select Sector SPDR ETF (XLY)?
- State Street Consumer Discretionary Select Sector SPDR ETF (XLY) 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 XLY compare to other assets?
- You can compare XLY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in XLY through pfolio?
- pfolio helps you build diversified portfolios that may include XLY. You invest through your own broker — pfolio provides the analytics.