{"schemaVersion":1,"ticker":"XLSI","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xlsi/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, XLSI against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/xlsi/"},"benchmark":{"ticker":"XLP","name":"State Street Consumer Staples Select Sector SPDR ETF (XLP)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":57.11,"date":"2026-10-05","url":"https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/xlsi-19a-1-notice.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":57.1,"from":"2026-10-05","to":"2026-10-05","notices":1,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":47.57,"fiscalYearEnd":"2025-12-31","filed":"2026-03-06","url":"https://www.sec.gov/Archives/edgar/data/1064641/000119312526096539/d75600dncsr.htm"}},"kind":"benchmark","a":"XLSI","b":"XLP","window":{"from":"2025-08-08","to":"2026-10-30","firstReturn":"2025-08-15","weeklyReturns":64,"years":1.23,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03836461,"perWeek":0.000737781,"days":308,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.09059052,"b":0.12170896,"edge":"XLP","lead":"XLP"},"annualised":{"a":0.07300105,"b":0.09781119,"edge":"XLP","lead":"XLP"},"price":{"a":-0.05900125,"b":0.08414161,"edge":"XLP","lead":"XLP"},"volatility":{"a":0.09793847,"b":0.13415004,"edge":"XLSI","lead":"XLSI"},"downsideDeviation":{"a":0.06941402,"b":0.08834328,"edge":"XLSI","lead":"XLSI"},"maxDrawdown":{"a":-0.07866338,"b":-0.09687812,"edge":"XLSI","lead":"XLSI","aPeak":"2026-02-27","aTrough":"2026-03-20","bPeak":"2026-02-27","bTrough":"2026-03-20"},"excess":{"a":0.03687312,"b":0.0638698,"edge":"XLP","lead":"XLP"},"sharpe":{"a":0.37649272,"b":0.47610718,"edge":"XLP","lead":"XLP"},"sortino":{"a":0.53120569,"b":0.72297294,"edge":"XLP","lead":"XLP"},"calmar":{"a":0.9280182,"b":1.00963134,"edge":"XLP (slight)","lead":"XLP"}},"relative":{"XLSI":{"on":"XLP","beta":0.69232055,"r2":0.89926854,"alpha":-0.00734525,"alphaT":-0.25949268,"alphaLow":-0.06392853,"alphaHigh":0.04923803,"upsideCapture":0.67110553,"downsideCapture":0.80526887,"treynor":0.05326019,"trackingError":0.05167063,"informationRatio":-0.52247624,"upWeeks":39,"downWeeks":25,"treynorReference":0.0638698,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"XLP","lead":"XLP"},"downsideCapture":{"edge":"XLSI","lead":"XLSI"},"treynor":{"edge":"XLP","lead":"XLP"},"informationRatio":{"edge":null,"lead":"XLP","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XLSI":{"kept":"2026-11-01","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":64,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.09059052}},"XLP":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":64,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.12170896}}}}