XLY (Consumer Discretionary SPDR) — over the past 10 years it returned about 11.7% annualized on a total-return basis, yields roughly 0.80%, and had a worst drawdown near -39.7%. 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 $33,893 today.
Sortino
0.80
Volatility
21.7%
$10k → today
$33,893
Dividend history
| Year | Dividend / share | YoY growth |
|---|---|---|
| 2020 | $0.66 | — |
| 2021 | $0.54 | -17.9% |
| 2022 | $0.64 | 18.7% |
| 2023 | $0.69 | 7.8% |
| 2024 | $0.81 | 16.4% |
| 2025 | $0.95 | 17.3% |
Risk & return vs the S&P 500
| Metric | XLY | SPY |
|---|---|---|
| CAGR | 11.7% | 15.1% |
| Volatility | 21.7% | 17.7% |
| Sharpe | 0.62 | 0.88 |
| Sortino | 0.80 | 1.08 |
| Max drawdown | -39.7% | -33.7% |
| Dividend yield | 0.80% | 0.98% |