Consumer discretionary stocks outperformed all others in the Russell Index returns during the year past, according to a new report.

Russell Investments discloses this finding in a recap of Russell Index returns for 12 indexes and index sectors tracked from June 25, 2012 to May 3, 2013. A Seattle, Wash.-based subsidiary of Northwestern Mutual, the company provides multi-asset investment services to individuals and institutions in 47 countries.

The report shows that the Russell 2000 Consumer Discretionary sector yielding a return of 33.6 percent during the period recorded. The next four high-yielding sectors were:

31.1 percent: Russell 200 Materials & Processing sector

28.1 percent: Russell 2000 Energy Sector

27.9 percent: Russell 2000 Producer Durables sector

26.6 percent: Russell 2000 Financial Services Sector

For the period running from April 26 to May 3, the top-performers were the Russell 2000 Technology sector, which returned 3.8 percent and the Russell 2000 Energy Sector (3.7 percent). All but the Russell 2000 Healthcare sector (which dipped by -0.2 percent) yielded positive returns.

From the start of the second quarter to date, the high-yielding sectors included the Russell 2000 Utilities sector, which rose 4.7 percent; and the Russell 2000 Consumer Discretionary sector, which edged up 4.2 percent. The worst performers included the Russell 2000 Materials & Processing (3.0 percent), Russell 2000 Producer Durables sector (-2.5 percent) and Russell 2000 Technology sector (-1.1 percent).