Consumer Staples Select Sector SPDR Fund (XLP) to CAD: Historical Returns

Simulation Settings

Category: Stocks

Period: July 1993 - January 2026 (~33 years)
Consolidated Returns as of 31 January 2026

Initial Amount: 1$

Currency: CAD

XLP is not denominated in CAD. Returns are simulated using exchange rates or interest rate differentials in case of currency hedging.

Inflation: Canada

(Change Settings)

Results

30 Years
(1996/02 - 2026/01)

All Data
(1993/07 - 2026/01)

Inflation Adjusted:

Consumer Staples Select Sector SPDR Fund (XLP)

1.00$
Invested Capital
February 1996
10.12$
Final Capital
January 2026
8.02%
Yearly Return
12.86%
Std Deviation
-34.32%
Max Drawdown
135months
Recovery Period

1.00$
Invested Capital
February 1996
5.40$
Final Capital
January 2026
5.78%
Yearly Return
12.86%
Std Deviation
-42.22%
Max Drawdown
174months
Recovery Period

1.00$
Invested Capital
July 1993
17.04$
Final Capital
January 2026
9.09%
Yearly Return
12.68%
Std Deviation
-34.32%
Max Drawdown
135months
Recovery Period

1.00$
Invested Capital
July 1993
8.82$
Final Capital
January 2026
6.91%
Yearly Return
12.68%
Std Deviation
-42.22%
Max Drawdown
174months
Recovery Period

This portfolio includes ETFs not denominated in CAD. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

The Consumer Staples Select Sector SPDR Fund (XLP) to CAD ETF covers to the following investment themes:

Asset Class: Equity
Size: Large Cap
Style: Blend
Region: North America
Country: U.S.
Sector: Consumer Staples
Industry: Broad Consumer Staples

As of January 2026, in the previous 30 Years, the Consumer Staples Select Sector SPDR Fund (XLP) to CAD ETF obtained a 8.02% compound annual return, with a 12.86% standard deviation. It suffered a maximum drawdown of -34.32% that required 135 months to be recovered.

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Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

Resources & Extras

The Consumer Staples Select Sector SPDR Fund (XLP) ETF is part of the following Lazy Portfolios:

Portfolio Name	Author	XLP Weight▾	Currency
Cockroach Portfolio To CAD	Tony Dong	20.00%	CAD
Cockroach Portfolio To CAD Bond Hedged	Tony Dong	20.00%	CAD

Investment Returns as of Jan 31, 2026

Returns are calculated in CAD, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
for non-CAD assets, the adjustment for actual currency exchange rates.
the actual Canada Inflation rates.

CONSUMER STAPLES SELECT SECTOR SPDR FUND (XLP) TO CAD ETF

Capital Growth

30 Years
(1996/02 - 2026/01)

All Data
(1993/07 - 2026/01)

Inflation Adjusted:

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		Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
	Consumer Staples Select Sector SPDR Fund (XLP)	1 $	10.12 $	911.96%	8.02%
		Feb 1996	Jan 2026

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		Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
	Consumer Staples Select Sector SPDR Fund (XLP)	1 $	5.40 $	439.71%	5.78%
		Feb 1996	Jan 2026

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		Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
	Consumer Staples Select Sector SPDR Fund (XLP)	1 $	17.04 $	1 604.20%	9.09%
		Jul 1993	Jan 2026

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		Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
	Consumer Staples Select Sector SPDR Fund (XLP)	1 $	8.82 $	782.05%	6.91%
		Jul 1993	Jan 2026

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	Chg (%)		Return (%)	Return (%) as of Jan 31, 2026
	1 Day	Time ET^(*)	---	YTD (1M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~33Y)
Investment Return	---		---	6.27	6.27	4.01	1.71	9.40	7.56	8.02	9.09
Canada Inflation Adjusted Return				6.27	6.27	3.95	-0.57	5.59	4.77	5.78	6.91
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
Canada Inflation is updated to Dec 2025. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.29% , 5Y: 3.61% , 10Y: 2.67% , 30Y: 2.12%

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Investment Metrics as of Jan 31, 2026

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
for non-CAD assets, the adjustment for actual currency exchange rates.
the actual Canada Inflation rates.

CONSUMER STAPLES SELECT SECTOR SPDR FUND (XLP) TO CAD ETF

Advanced Metrics

1 July 1993 - 31 January 2026 (~33 years)

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	Metrics as of Jan 31, 2026
	YTD (1M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~33Y)
Investment Return (%)	6.27	6.27	6.86	4.01	1.71	7.55	9.40	7.56	10.36	8.02	9.09
Growth of 1$	1.06	1.06	1.07	1.04	1.02	1.24	1.57	2.07	7.18	10.12	17.04
Infl. Adjusted Return (%)	6.27	6.27	7.05	3.95	-0.57	5.08	5.59	4.77	8.05	5.78	6.91
Canada Inflation (%)	0.00	0.00	-0.18	0.06	2.29	2.35	3.61	2.67	2.13	2.12	2.04
Pending updates, the monthly inflation of Jan 2026 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				-2.98	-9.21	-9.72	-9.72	-13.55	-15.19	-34.32	-34.32
Start to Recovery (# months)				11*	11*	11	11	18	44	135	135
Start (yyyy mm)					2025 03	2023 05	2023 05	2017 06	2007 02	2001 01	2001 01
Start to Bottom (# months)					8	5	5	12	28	47	47
Bottom (yyyy mm)					2025 10	2023 09	2023 09	2018 05	2009 05	2004 11	2004 11
Bottom to End (# months)					3	6	6	6	16	88	88
End (yyyy mm)					-	2024 03	2024 03	2018 11	2010 09	2012 03	2012 03
Longest Drawdown Depth (%)					same	-9.21	-9.21	same	same	same	same
Start to Recovery (# months)					same	11*	11*	same	same	same	same
Start (yyyy mm)					2025 03	2025 03	2025 03	2017 06	2007 02	2001 01	2001 01
Start to Bottom (# months)					8	8	8	12	28	47	47
Bottom (yyyy mm)					2025 10	2025 10	2025 10	2018 05	2009 05	2004 11	2004 11
Bottom to End (# months)					3	3	3	6	16	88	88
End (yyyy mm)					-	-	-	2018 11	2010 09	2012 03	2012 03
Longest negative period (# months)					11	16	20	28	43	158	158
Start (yyyy mm)					2025 02	2024 09	2022 05	2016 02	2007 01	1998 07	1998 07
End (yyyy mm)					2025 12	2025 12	2023 12	2018 05	2010 07	2011 08	2011 08
Annualized Return (%)					-4.68	-0.33	-0.08	-1.72	-0.09	-0.06	-0.06
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%)				-4.16	-10.47	-10.92	-10.92	-15.43	-19.11	-42.22	-42.22
Start to Recovery (# months)				11*	11*	15	15	23	52	174	174
Start (yyyy mm)					2025 03	2023 05	2023 05	2017 06	2007 02	1999 01	1999 01
Start to Bottom (# months)					8	5	5	12	28	125	125
Bottom (yyyy mm)					2025 10	2023 09	2023 09	2018 05	2009 05	2009 05	2009 05
Bottom to End (# months)					3	10	10	11	24	49	49
End (yyyy mm)					-	2024 07	2024 07	2019 04	2011 05	2013 06	2013 06
Longest Drawdown Depth (%)					same	same	same	same	same	same	same
Start to Recovery (# months)					same	same	same	same	same	same	same
Start (yyyy mm)					2025 03	2023 05	2023 05	2017 06	2007 02	1999 01	1999 01
Start to Bottom (# months)					8	5	5	12	28	125	125
Bottom (yyyy mm)					2025 10	2023 09	2023 09	2018 05	2009 05	2009 05	2009 05
Bottom to End (# months)					3	10	10	11	24	49	49
End (yyyy mm)					-	2024 07	2024 07	2019 04	2011 05	2013 06	2013 06
Longest negative period (# months)					12*	16	27	32	55	178	178
Start (yyyy mm)					2025 02	2024 09	2021 09	2016 02	2007 01	1998 03	1998 03
End (yyyy mm)					2026 01	2025 12	2023 11	2018 09	2011 07	2012 12	2012 12
Annualized Return (%)					-0.57	-1.78	-0.02	-0.01	-0.20	-0.10	-0.10
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					11.28	9.75	10.96	11.20	11.15	12.86	12.68
Sharpe Ratio					-0.21	0.29	0.57	0.49	0.79	0.45	0.53
Sortino Ratio					-0.34	0.39	0.83	0.69	1.14	0.63	0.74
Ulcer Index					5.79	4.87	4.23	4.66	4.68	15.19	14.58
Ratio: Return / Standard Deviation					0.15	0.77	0.86	0.68	0.93	0.62	0.72
Ratio: Return / Deepest Drawdown					0.19	0.78	0.97	0.56	0.68	0.23	0.26
Positive Months (%)					50.00	61.11	58.33	55.83	59.16	56.66	57.54
Positive Months					6	22	35	67	142	204	225
Negative Months					6	14	25	53	98	156	166
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								7.56	14.84	14.84	14.84
Worst 10 Years Return (%) - Annualized								7.56	7.07	-2.57	-2.57
Best 10 Years Return (%) - Annualized								4.77	13.01	13.01	13.01
Worst 10 Years Return (%) - Annualized								4.77	4.26	-4.66	-4.66
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Jan 2026 - Over the previous 30Y
Best Rolling Return (%) - Annualized					43.60	29.65	22.96	14.84	10.47	8.02
Worst Rolling Return (%) - Annualized					-33.20	-12.02	-7.23	-2.57	4.91	8.02
Positive Periods (%)					74.2	84.0	79.0	82.9	100.0	100.0
Best Rolling Return (%) - Annualized					41.79	27.81	21.16	13.01	8.14	5.78
Worst Rolling Return (%) - Annualized					-35.92	-14.42	-9.19	-4.66	2.94	5.78
Positive Periods (%)					69.9	73.8	73.4	74.2	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		5.39	8.43	10.67	13.35	21.10	21.88	14.34	0.00
95% CVaR - Conditional Value at Risk (%)		6.93	11.10	14.44	22.13	26.81	26.45	17.66	0.00
99% VaR - Value at Risk (%) - Cumulative		7.92	12.81	16.86	29.02	30.77	29.00	20.30	0.00
99% CVaR - Conditional Value at Risk (%)		9.53	15.60	20.81	32.43	31.50	30.87	22.90	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					78.87	23.68	13.80	6.76	4.17	6.11
Perpetual Withdrawal Rate (%)					---	---	---	---	1.83	4.98
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Jul 1993 - Jan 2026)
Best Rolling Return (%) - Annualized					43.60	32.53	26.00	14.84	10.47	9.35
Worst Rolling Return (%) - Annualized					-33.20	-12.02	-7.23	-2.57	4.91	7.93
Positive Periods (%)					76.3	85.3	81.0	84.9	100.0	100.0
Best Rolling Return (%) - Annualized					41.79	29.99	24.36	13.01	8.14	7.14
Worst Rolling Return (%) - Annualized					-35.92	-14.42	-9.19	-4.66	2.94	5.68
Positive Periods (%)					72.3	76.1	75.9	77.2	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		5.23	8.05	9.98	11.66	19.97	21.72	13.18	0.00
95% CVaR - Conditional Value at Risk (%)		6.75	10.68	13.71	21.14	26.10	25.88	17.14	0.00
99% VaR - Value at Risk (%) - Cumulative		7.72	12.37	16.10	26.57	29.56	29.00	20.15	0.00
99% CVaR - Conditional Value at Risk (%)		9.31	15.12	19.99	31.30	31.26	30.87	21.61	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					78.87	23.68	13.80	6.76	4.17	6.11
Perpetual Withdrawal Rate (%)					---	---	---	---	1.83	4.98
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
Longest negative period: it's the maximum period for which an overall negative return has been observed.
Standard Deviation: it's a measure of the dispersion of returns around the mean.
Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

CONSUMER STAPLES SELECT SECTOR SPDR FUND (XLP) TO CAD ETF

Drawdown periods

Drawdown periods - Inflation Adjusted

1 February 1996 - 31 January 2026 (30 Years)

1 July 1993 - 31 January 2026 (~33 years)

30 Years
(1996/02 - 2026/01)

All Data
(1993/07 - 2026/01)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

For a detailed rolling return analysis, click here
Consumer Staples Select Sector SPDR Fund (XLP) to CAD ETF: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

CONSUMER STAPLES SELECT SECTOR SPDR FUND (XLP) TO CAD ETF

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

1 February 1996 - 31 January 2026 (30 Years)

1 July 1993 - 31 January 2026 (~33 years)

30 Years
(1996/02 - 2026/01)

All Data
(1993/07 - 2026/01)

Inflation Adjusted:

Return Chart Capital Chart Table

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in Consumer Staples Select Sector SPDR Fund (XLP) to CAD ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from July 1993 to January 2026.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Consumer Staples Select Sector SPDR Fund (XLP) to CAD ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

CONSUMER STAPLES SELECT SECTOR SPDR FUND (XLP) TO CAD ETF

Monthly Returns Distribution

1 February 1996 - 31 January 2026 (30 Years)

1 July 1993 - 31 January 2026 (~33 years)

204 Positive Months (57%) - 156 Negative Months (43%)

225 Positive Months (58%) - 166 Negative Months (42%)

30 Years
(1996/02 - 2026/01)

All Data
(1993/07 - 2026/01)

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Methodology

Returns, up to December 1998, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

For non-CAD assets, returns are calculated based on the performance of the original asset, adjusted for actual currency exchange rates.

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	Intra Year Stats		Monthly Return (%)
Year	Return	Drawdown	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec

Table of contents

Resources & Extras

Investment Returns as of Jan 31, 2026

Investment Metrics as of Jan 31, 2026

Drawdowns

Rolling Returns

Seasonality

Monthly Returns