SPDR Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR Portfolio, 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 every 3 months.
The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -6.06% | -2.95% | -4.87% | 8.34% | 13.98% | 10.15% |
| SPDR Portfolio | -2.75% | -3.24% | -3.65% | 8.02% | 13.54% | N/A |
| Portfolio components: | ||||||
XLB Materials Select Sector SPDR ETF | -1.34% | -4.64% | -11.19% | -5.92% | 12.30% | 7.17% |
XLC Communication Services Select Sector SPDR Fund | -2.24% | -4.35% | 4.44% | 19.12% | 15.08% | N/A |
XLE Energy Select Sector SPDR Fund | -3.07% | -11.28% | -6.73% | -11.11% | 23.49% | 3.96% |
XLF Financial Select Sector SPDR Fund | -0.28% | -4.30% | 3.80% | 19.47% | 18.65% | 13.87% |
XLI Industrial Select Sector SPDR Fund | -1.79% | -2.92% | -3.95% | 6.74% | 17.26% | 10.72% |
XLK Technology Select Sector SPDR Fund | -10.19% | -1.44% | -9.17% | 5.05% | 19.52% | 18.55% |
XLP Consumer Staples Select Sector SPDR Fund | 3.38% | 0.04% | 1.02% | 9.73% | 9.42% | 8.09% |
XLRE Real Estate Select Sector SPDR Fund | 0.29% | -2.17% | -6.45% | 15.03% | 7.10% | N/A |
XLU Utilities Select Sector SPDR Fund | 4.06% | 1.03% | -1.20% | 21.77% | 9.22% | 9.28% |
XLV Health Care Select Sector SPDR Fund | 0.74% | -4.77% | -6.31% | 0.23% | 8.04% | 8.41% |
XLY Consumer Discretionary Select Sector SPDR Fund | -11.68% | -2.83% | -1.14% | 13.33% | 12.51% | 11.28% |
Monthly Returns
The table below presents the monthly returns of SPDR Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.36% | 0.18% | -3.55% | -2.63% | -2.75% | ||||||||
| 2024 | -0.09% | 4.35% | 3.69% | -3.88% | 3.86% | 1.06% | 2.68% | 2.74% | 2.35% | -1.40% | 5.83% | -5.16% | 16.53% |
| 2023 | 5.41% | -3.27% | 2.24% | 1.42% | -2.38% | 6.53% | 3.18% | -2.24% | -4.40% | -2.39% | 8.02% | 4.46% | 16.78% |
| 2022 | -4.36% | -2.40% | 4.69% | -6.55% | 0.68% | -8.52% | 8.04% | -3.15% | -9.48% | 8.22% | 6.03% | -4.71% | -12.88% |
| 2021 | -1.09% | 2.84% | 5.72% | 4.96% | 1.29% | 0.94% | 2.04% | 2.55% | -4.56% | 6.59% | -1.55% | 5.83% | 27.98% |
| 2020 | -0.46% | -8.55% | -13.36% | 11.78% | 4.58% | 0.73% | 5.57% | 5.04% | -2.71% | -1.81% | 10.33% | 2.96% | 11.73% |
| 2019 | 7.98% | 2.70% | 2.05% | 3.12% | -5.40% | 6.47% | 1.06% | -0.76% | 2.19% | 1.06% | 2.38% | 2.67% | 27.96% |
| 2018 | -0.30% | 2.87% | 1.70% | 0.16% | -5.85% | 2.49% | -8.57% | -7.83% |
Expense Ratio
SPDR Portfolio has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SPDR Portfolio is 38, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
XLB Materials Select Sector SPDR ETF | -0.24 | -0.21 | 0.97 | -0.20 | -0.61 |
XLC Communication Services Select Sector SPDR Fund | 0.91 | 1.32 | 1.19 | 1.01 | 3.97 |
XLE Energy Select Sector SPDR Fund | -0.46 | -0.45 | 0.93 | -0.57 | -1.52 |
XLF Financial Select Sector SPDR Fund | 0.92 | 1.37 | 1.20 | 1.20 | 4.72 |
XLI Industrial Select Sector SPDR Fund | 0.33 | 0.61 | 1.08 | 0.35 | 1.26 |
XLK Technology Select Sector SPDR Fund | 0.22 | 0.51 | 1.07 | 0.25 | 0.83 |
XLP Consumer Staples Select Sector SPDR Fund | 0.76 | 1.15 | 1.14 | 1.20 | 3.24 |
XLRE Real Estate Select Sector SPDR Fund | 0.82 | 1.21 | 1.16 | 0.61 | 2.88 |
XLU Utilities Select Sector SPDR Fund | 1.24 | 1.72 | 1.23 | 2.05 | 5.26 |
XLV Health Care Select Sector SPDR Fund | -0.05 | 0.03 | 1.00 | -0.05 | -0.12 |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.62 | 1.03 | 1.13 | 0.60 | 1.91 |
Dividends
Dividend yield
SPDR Portfolio provided a 1.98% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.98% | 1.94% | 2.01% | 2.12% | 1.79% | 2.15% | 2.32% | 2.30% | 1.93% | 2.10% | 2.01% | 1.65% |
| Portfolio components: | ||||||||||||
XLB Materials Select Sector SPDR ETF | 2.05% | 1.92% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% |
XLC Communication Services Select Sector SPDR Fund | 1.10% | 0.99% | 0.82% | 1.11% | 0.74% | 0.68% | 0.81% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.47% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% |
XLF Financial Select Sector SPDR Fund | 1.48% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% |
XLI Industrial Select Sector SPDR Fund | 1.49% | 1.44% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% |
XLK Technology Select Sector SPDR Fund | 0.75% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
XLP Consumer Staples Select Sector SPDR Fund | 2.52% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% |
XLRE Real Estate Select Sector SPDR Fund | 3.44% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.91% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% |
XLV Health Care Select Sector SPDR Fund | 1.69% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.90% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% |
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 SPDR Portfolio. 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 SPDR Portfolio was 35.20%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current SPDR Portfolio drawdown is 7.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.2% | Feb 18, 2020 | 25 | Mar 23, 2020 | 114 | Sep 2, 2020 | 139 |
| -20.98% | Jan 5, 2022 | 194 | Oct 12, 2022 | 295 | Dec 14, 2023 | 489 |
| -17.5% | Sep 24, 2018 | 64 | Dec 24, 2018 | 69 | Apr 4, 2019 | 133 |
| -15.89% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -8.15% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The current SPDR Portfolio volatility is 12.52%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | XLE | XLU | XLP | XLRE | XLV | XLC | XLK | XLF | XLY | XLB | XLI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.48 | 0.42 | 0.56 | 0.60 | 0.71 | 0.84 | 0.91 | 0.75 | 0.87 | 0.76 | 0.82 | 0.96 |
| XLE | 0.48 | 1.00 | 0.23 | 0.27 | 0.28 | 0.33 | 0.34 | 0.31 | 0.60 | 0.37 | 0.58 | 0.59 | 0.56 |
| XLU | 0.42 | 0.23 | 1.00 | 0.63 | 0.66 | 0.48 | 0.30 | 0.26 | 0.37 | 0.30 | 0.41 | 0.43 | 0.55 |
| XLP | 0.56 | 0.27 | 0.63 | 1.00 | 0.62 | 0.61 | 0.42 | 0.39 | 0.50 | 0.45 | 0.54 | 0.54 | 0.66 |
| XLRE | 0.60 | 0.28 | 0.66 | 0.62 | 1.00 | 0.57 | 0.47 | 0.46 | 0.51 | 0.52 | 0.56 | 0.57 | 0.71 |
| XLV | 0.71 | 0.33 | 0.48 | 0.61 | 0.57 | 1.00 | 0.54 | 0.56 | 0.56 | 0.53 | 0.59 | 0.61 | 0.73 |
| XLC | 0.84 | 0.34 | 0.30 | 0.42 | 0.47 | 0.54 | 1.00 | 0.79 | 0.57 | 0.77 | 0.58 | 0.60 | 0.78 |
| XLK | 0.91 | 0.31 | 0.26 | 0.39 | 0.46 | 0.56 | 0.79 | 1.00 | 0.54 | 0.78 | 0.59 | 0.63 | 0.80 |
| XLF | 0.75 | 0.60 | 0.37 | 0.50 | 0.51 | 0.56 | 0.57 | 0.54 | 1.00 | 0.64 | 0.75 | 0.82 | 0.80 |
| XLY | 0.87 | 0.37 | 0.30 | 0.45 | 0.52 | 0.53 | 0.77 | 0.78 | 0.64 | 1.00 | 0.65 | 0.70 | 0.83 |
| XLB | 0.76 | 0.58 | 0.41 | 0.54 | 0.56 | 0.59 | 0.58 | 0.59 | 0.75 | 0.65 | 1.00 | 0.84 | 0.84 |
| XLI | 0.82 | 0.59 | 0.43 | 0.54 | 0.57 | 0.61 | 0.60 | 0.63 | 0.82 | 0.70 | 0.84 | 1.00 | 0.87 |
| Portfolio | 0.96 | 0.56 | 0.55 | 0.66 | 0.71 | 0.73 | 0.78 | 0.80 | 0.80 | 0.83 | 0.84 | 0.87 | 1.00 |