Already off to rough starts this year, consumer staples exchange funds are less than two weeks away from confronting another harsh reality: Unfavorable seasonal trends.

The Consumer Staples Select Sector SPDR (NYSEArca: XLP), already the worst performer among the nine sector SPDR ETFs this year, and rival staples ETFs are poised to head into March on downbeat notes.

Shares of Dow components Procter & Gamble (NYSE: PG), Coca-Cola (NYSE: KO) and Wal-Mart (NYSE: WMT) are down 3%, 8.8% and 5.2%, respectively, year-to-date. Those stocks combine for over 30% of XLP’s weight and hold similarly dominant positions in comparable ETFs such as the Vanguard Consumer Staples ETF (NYSEArca: VDC) and the Fidelity MSCI Consumer Staples Index ETF (NYSEArca: FSTA). Not to mention, tobacco stocks have been smoked this year. Phillip Morris (NYSE: PM) and Altria (NYSE: MO) combine for over 12% of XLP’s lineup. [Staples ETFs Still Have Problems]

The problem with March as far as XLP is concerned is that the ETF is historically the worst of the nine sector SPDRs during the third month of the year, according to CXO Advisory. Those woes are compounded by the fact that XLP is also the worst SPDR in the month of April.

Year-to-date, XLP also has the dubious honor of being the worst of the nine SPDRs, though to be fair, only the Utilities Select Sector SPDR (NYSEArca: XLU) and the Health Care Select Sector SPDR (NYSEArca: XLV) have been remotely impressive to this point in 2014. [Health Care ETFs Dominate]