Key S&P Sectors
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Key S&P Sectors, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Key S&P Sectors | 20.85% | 1.82% | 11.12% | 28.52% | 13.64% | N/A |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 22.90% | 2.91% | 11.25% | 30.07% | 23.18% | 20.50% |
XLY Consumer Discretionary Select Sector SPDR Fund | 22.91% | 10.37% | 23.35% | 31.25% | 13.51% | 13.50% |
XLV Health Care Select Sector SPDR Fund | 8.88% | -3.94% | 1.32% | 16.56% | 10.45% | 9.90% |
XLP Consumer Staples Select Sector SPDR Fund | 14.56% | -1.96% | 4.48% | 18.02% | 8.56% | 8.26% |
XLU Utilities Select Sector SPDR Fund | 26.60% | -2.80% | 10.01% | 30.97% | 7.91% | 9.26% |
XLB Materials Select Sector SPDR ETF | 9.74% | -3.80% | 2.37% | 18.34% | 11.23% | 8.72% |
XLI Industrial Select Sector SPDR Fund | 26.02% | 2.95% | 14.40% | 37.67% | 13.48% | 11.79% |
XLE Energy Select Sector SPDR Fund | 15.50% | 5.27% | 2.57% | 15.56% | 14.95% | 4.96% |
XLF Financial Select Sector SPDR Fund | 33.88% | 6.12% | 18.89% | 45.82% | 13.10% | 11.96% |
XLRE Real Estate Select Sector SPDR Fund | 10.75% | -2.17% | 13.69% | 24.48% | 5.89% | N/A |
XLC Communication Services Select Sector SPDR Fund | 34.90% | 6.75% | 18.53% | 40.83% | 14.41% | N/A |
Monthly Returns
The table below presents the monthly returns of Key S&P Sectors, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.28% | 4.27% | 3.99% | -3.73% | 3.72% | 0.54% | 3.27% | 2.90% | 2.33% | -1.34% | 20.85% | ||
| 2023 | 6.05% | -3.30% | 2.08% | 1.49% | -2.72% | 6.62% | 3.32% | -2.25% | -4.16% | -2.48% | 7.88% | 4.56% | 17.32% |
| 2022 | -3.10% | -1.75% | 4.93% | -6.37% | 1.16% | -8.80% | 8.04% | -2.98% | -9.47% | 8.34% | 6.05% | -4.73% | -10.36% |
| 2021 | -0.88% | 4.13% | 5.77% | 4.77% | 1.58% | 0.86% | 1.53% | 2.35% | -4.03% | 6.67% | -1.95% | 5.89% | 29.42% |
| 2020 | -0.91% | -8.71% | -13.90% | 13.06% | 4.50% | 0.65% | 5.03% | 4.68% | -3.11% | -1.80% | 11.55% | 3.07% | 11.39% |
| 2019 | 8.17% | 2.71% | 2.00% | 3.26% | -5.67% | 6.64% | 1.02% | -1.09% | 2.22% | 1.07% | 2.55% | 2.73% | 28.03% |
| 2018 | -0.30% | 2.89% | 1.72% | 0.17% | -5.86% | 2.43% | -8.55% | -7.81% |
Expense Ratio
Key S&P Sectors has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Key S&P Sectors is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.52 | 2.03 | 1.28 | 1.93 | 6.69 |
XLY Consumer Discretionary Select Sector SPDR Fund | 2.00 | 2.71 | 1.34 | 1.78 | 9.71 |
XLV Health Care Select Sector SPDR Fund | 1.66 | 2.33 | 1.30 | 2.11 | 7.20 |
XLP Consumer Staples Select Sector SPDR Fund | 1.98 | 2.82 | 1.34 | 1.95 | 12.42 |
XLU Utilities Select Sector SPDR Fund | 2.24 | 3.09 | 1.39 | 1.84 | 11.00 |
XLB Materials Select Sector SPDR ETF | 1.65 | 2.29 | 1.29 | 2.43 | 8.04 |
XLI Industrial Select Sector SPDR Fund | 3.05 | 4.31 | 1.54 | 6.88 | 21.59 |
XLE Energy Select Sector SPDR Fund | 0.92 | 1.33 | 1.17 | 1.23 | 2.87 |
XLF Financial Select Sector SPDR Fund | 3.57 | 4.98 | 1.65 | 3.59 | 25.61 |
XLRE Real Estate Select Sector SPDR Fund | 1.85 | 2.64 | 1.33 | 1.19 | 7.56 |
XLC Communication Services Select Sector SPDR Fund | 2.93 | 3.87 | 1.52 | 2.36 | 23.96 |
Dividends
Dividend yield
Key S&P Sectors provided a 1.83% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.83% | 2.01% | 2.12% | 1.79% | 2.15% | 2.32% | 2.30% | 1.93% | 2.10% | 1.97% | 1.62% | 1.60% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.69% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
XLV Health Care Select Sector SPDR Fund | 1.55% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
XLP Consumer Staples Select Sector SPDR Fund | 2.61% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
XLU Utilities Select Sector SPDR Fund | 2.82% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
XLB Materials Select Sector SPDR ETF | 1.90% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% | 2.08% |
XLI Industrial Select Sector SPDR Fund | 1.30% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
XLE Energy Select Sector SPDR Fund | 3.15% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
XLF Financial Select Sector SPDR Fund | 1.34% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
XLRE Real Estate Select Sector SPDR Fund | 3.19% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
XLC Communication Services Select Sector SPDR Fund | 0.91% | 0.82% | 1.11% | 0.74% | 0.68% | 0.81% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Key S&P Sectors. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Key S&P Sectors was 35.77%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Key S&P Sectors drawdown is 0.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.77% | Feb 18, 2020 | 25 | Mar 23, 2020 | 114 | Sep 2, 2020 | 139 |
| -19.28% | Mar 30, 2022 | 136 | Oct 12, 2022 | 194 | Jul 24, 2023 | 330 |
| -17.53% | Sep 24, 2018 | 64 | Dec 24, 2018 | 68 | Apr 3, 2019 | 132 |
| -10.28% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -8.55% | Jan 5, 2022 | 34 | Feb 23, 2022 | 24 | Mar 29, 2022 | 58 |
Volatility
Volatility Chart
The current Key S&P Sectors volatility is 2.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| XLE | XLU | XLP | XLRE | XLK | XLV | XLC | XLY | XLF | XLB | XLI | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| XLE | 1.00 | 0.22 | 0.27 | 0.27 | 0.30 | 0.33 | 0.34 | 0.37 | 0.60 | 0.58 | 0.59 |
| XLU | 0.22 | 1.00 | 0.64 | 0.66 | 0.26 | 0.49 | 0.30 | 0.31 | 0.36 | 0.40 | 0.42 |
| XLP | 0.27 | 0.64 | 1.00 | 0.62 | 0.42 | 0.62 | 0.43 | 0.46 | 0.50 | 0.54 | 0.54 |
| XLRE | 0.27 | 0.66 | 0.62 | 1.00 | 0.47 | 0.56 | 0.48 | 0.52 | 0.49 | 0.54 | 0.56 |
| XLK | 0.30 | 0.26 | 0.42 | 0.47 | 1.00 | 0.58 | 0.79 | 0.79 | 0.54 | 0.59 | 0.63 |
| XLV | 0.33 | 0.49 | 0.62 | 0.56 | 0.58 | 1.00 | 0.55 | 0.54 | 0.55 | 0.59 | 0.60 |
| XLC | 0.34 | 0.30 | 0.43 | 0.48 | 0.79 | 0.55 | 1.00 | 0.77 | 0.57 | 0.59 | 0.60 |
| XLY | 0.37 | 0.31 | 0.46 | 0.52 | 0.79 | 0.54 | 0.77 | 1.00 | 0.64 | 0.66 | 0.70 |
| XLF | 0.60 | 0.36 | 0.50 | 0.49 | 0.54 | 0.55 | 0.57 | 0.64 | 1.00 | 0.75 | 0.82 |
| XLB | 0.58 | 0.40 | 0.54 | 0.54 | 0.59 | 0.59 | 0.59 | 0.66 | 0.75 | 1.00 | 0.84 |
| XLI | 0.59 | 0.42 | 0.54 | 0.56 | 0.63 | 0.60 | 0.60 | 0.70 | 0.82 | 0.84 | 1.00 |