XLP (Consumer Staples SPDR) — over the past 10 years it returned about 8.0% annualized on a total-return basis, yields roughly 2.49%, 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 $23,373 today.
Sortino
0.79
Volatility
14.7%
$10k → today
$23,373
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 | 8.0% | 14.4% |
| Volatility | 14.7% | 17.6% |
| Sharpe | 0.60 | 0.85 |
| Sortino | 0.79 | 1.04 |
| Max drawdown | -24.5% | -33.7% |
| Dividend yield | 2.49% | 1.00% |