XLP (Consumer Staples SPDR) — over the past 10 years it returned about 7.8% annualized on a total-return basis, yields roughly 2.61%, and had a worst drawdown near -24.5%. Here is the full picture — and you can backtest it yourself for free.
$10,000, 10 years on
A $10,000 investment 10 years ago, dividends reinvested, would be worth about $22,721 today.
Sortino
0.76
Volatility
14.8%
$10k → today
$22,721
Dividend history
| Year | Dividend / share | YoY growth |
|---|---|---|
| 2020 | $1.69 | — |
| 2021 | $1.75 | 3.9% |
| 2022 | $1.84 | 5.0% |
| 2023 | $1.89 | 2.7% |
| 2024 | $2.17 | 15.0% |
| 2025 | $2.14 | -1.7% |
Risk & return vs the S&P 500
| Metric | XLP | SPY |
|---|---|---|
| CAGR | 7.8% | 14.2% |
| Volatility | 14.8% | 17.9% |
| Sharpe | 0.58 | 0.83 |
| Sortino | 0.76 | 1.01 |
| Max drawdown | -24.5% | -33.7% |
| Dividend yield | 2.61% | 1.02% |