History of Market · The Chronicle of the U.S. Stock Market Consumer
Gathering VI · leaf 2 of 16
XLY · 1998 to present

XLY · 1998 to present — Consumer Discretionary Select Sector (XLY): Trajectory Since December 1998

Consumer Discretionary ETF (XLY) History — XLY price trajectory and drawdowns since its December 1998 listing.

The discretionary sector ETF from its December 1998 listing, on a logarithmic scale with the drawdown ribbon beneath. Two full cycles are visible in the shape alone: the 2008 housing collapse that hit homebuilders and retailers first, and the decade in which two stocks came to dominate the fund.

View the interactive chart Download raw JSON

What this page answers

This static page is built to answer searches for XLY · 1998 to present. It summarizes the live dataset behind the Consumer Discretionary Select Sector (XLY): Trajectory Since December 1998 panel and links to the full interactive chart.

The discretionary sector ETF from its December 1998 listing, on a logarithmic scale with the drawdown ribbon beneath. Two full cycles are visible in the shape alone: the 2008 housing collapse that hit homebuilders and retailers first, and the decade in which two stocks came to dominate the fund. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.

The plate

XLY · 1998 to present — Consumer Discretionary Select Sector (XLY): Trajectory Since December 1998102050100200020052010201520202025
Plate VI.2 The discretionary sector ETF from its December 1998 listing, on a logarithmic scale with the drawdown ribbon beneath. Two full cycles are visible in the shape alone: the 2008 housing collapse that hit homebuilders and retailers first, and the decade in which two stocks came to dominate the fund. 2026-09-06

Latest Snapshot

Updated
2026-09-06
Latest close
114.912026-09-04
Observations
6,968
Sample
1998-12-22 – 2026-09-04

Data & Source

GET /api/consumer/xly-price.json — Canonical dataset endpoint.

Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.

FAQ

Where does this data come from?

History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.

How often is it updated?

Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.

Can I use the data?

Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.