(XLY) Consumer Discretionary - Ratings and Ratios
Retail, Automotive, Leisure, Media
| Risk via 10d forecast | |
|---|---|
| Volatility | 23.1% |
| Value at Risk 5%th | 39.3% |
| Relative Tail Risk | 3.12% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.15 |
| Alpha | -9.83 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.406 |
| Beta | 1.137 |
| Beta Downside | 1.078 |
| Drawdowns 3y | |
|---|---|
| Max DD | 26.01% |
| Mean DD | 5.24% |
| Median DD | 4.10% |
Description: XLY Consumer Discretionary October 14, 2025
The Consumer Discretionary Select Sector SPDR® Fund (XLY) employs a full-replication approach, holding at least 95 % of its assets in the securities that compose the GICS-defined Consumer Discretionary index. Because it mirrors the index composition, the fund is classified as non-diversified, meaning its performance is tightly linked to the sector’s top holdings.
Key quantitative points (as of the most recent public data) include an expense ratio of roughly 0.12 %, a dividend yield near 0.7 %, and a year-to-date total return that has tracked the sector’s 12-month price appreciation of about 15 %. The fund’s largest constituents are Amazon.com, Tesla, and Home Depot, which together account for roughly 30 % of assets, making consumer spending trends, discretionary income growth, and interest-rate dynamics critical drivers of performance.
For a deeper, data-driven analysis of XLY’s risk-adjusted metrics and sector exposure, consider exploring the analytics tools available on ValueRay.
XLY ETF Overview
| Market Cap in USD | 24,349m |
| Category | Consumer Cyclical |
| TER | 0.09% |
| IPO / Inception | 1998-12-16 |
| Return 12m vs S&P 500 | -7.55% |
| Analyst Rating | - |
XLY Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 0.82% |
| Yield on Cost 5y | 1.24% |
| Yield CAGR 5y | 5.16% |
| Payout Consistency | 95.3% |
| Payout Ratio | - |
XLY Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 17.55% |
| CAGR/Max DD Calmar Ratio | 0.67 |
| CAGR/Mean DD Pain Ratio | 3.35 |
| Current Volume | 7943.5k |
| Average Volume | 5858.2k |
What is the price of XLY shares?
Over the past week, the price has changed by -5.64%, over one month by -4.98%, over three months by -2.15% and over the past year by +5.04%.
Is XLY a buy, sell or hold?
What are the forecasts/targets for the XLY price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 245.7 | 9.4% |
XLY Fundamental Data Overview November 15, 2025
Beta = 1.28
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 24.35b USD (24.35b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 24.35b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 24.35b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 10.21% (E(24.35b)/V(24.35b) * Re(10.21%) + (debt-free company))
Discount Rate = 10.21% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for XLY ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle