Sector ETF
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sector ETF, 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 | -5.45% | -0.36% | -4.66% | 8.69% | 13.87% | 10.21% |
| Sector ETF | -5.20% | -1.24% | -4.81% | 10.60% | 20.95% | N/A |
| Portfolio components: | ||||||
ENFR Alerian Energy Infrastructure ETF | 2.34% | -3.96% | 10.18% | 28.54% | 25.66% | 6.38% |
SMH VanEck Vectors Semiconductor ETF | -13.16% | -0.89% | -17.79% | -3.28% | 26.73% | 23.56% |
IYF iShares U.S. Financials ETF | 0.32% | -1.00% | 2.94% | 21.67% | 17.65% | 11.40% |
RTH VanEck Vectors Retail ETF | 0.89% | 1.33% | 5.35% | 13.43% | 14.42% | 12.93% |
XLC Communication Services Select Sector SPDR Fund | -1.15% | -0.34% | 3.96% | 21.86% | 14.78% | N/A |
PRN Invesco DWA Industrials Momentum ETF | -11.30% | -1.03% | -13.98% | 1.22% | 17.75% | 11.66% |
Monthly Returns
The table below presents the monthly returns of Sector ETF, 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 | 3.41% | -1.88% | -5.18% | -1.47% | -5.20% | ||||||||
| 2024 | 3.08% | 8.99% | 5.36% | -4.31% | 6.93% | 3.99% | 0.14% | 1.09% | 1.62% | 0.60% | 7.42% | -3.94% | 34.50% |
| 2023 | 9.93% | -1.81% | 1.92% | -0.60% | 3.65% | 6.80% | 4.84% | -1.98% | -4.43% | -2.52% | 10.87% | 6.27% | 36.52% |
| 2022 | -5.47% | -1.63% | 2.07% | -9.58% | 3.17% | -12.19% | 11.51% | -3.87% | -10.16% | 7.07% | 9.07% | -7.43% | -19.06% |
| 2021 | 2.03% | 5.16% | 3.83% | 3.60% | 1.89% | 2.66% | 0.11% | 2.26% | -2.92% | 6.52% | 1.56% | 2.16% | 32.60% |
| 2020 | -1.44% | -7.67% | -18.86% | 16.04% | 6.16% | 2.21% | 5.31% | 5.91% | -3.82% | -1.16% | 15.54% | 3.82% | 18.25% |
| 2019 | 11.15% | 3.29% | 2.04% | 4.51% | -6.71% | 6.65% | 2.02% | -1.56% | 1.99% | 1.30% | 2.61% | 4.33% | 35.30% |
| 2018 | -1.36% | 2.82% | 2.31% | -1.22% | -8.20% | 0.99% | -9.15% | -13.67% |
Expense Ratio
Sector ETF has an expense ratio of 0.37%, placing it in the medium range. 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 Sector ETF is 35, 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 | |
|---|---|---|---|---|---|
ENFR Alerian Energy Infrastructure ETF | 1.47 | 1.86 | 1.28 | 1.85 | 7.03 |
SMH VanEck Vectors Semiconductor ETF | -0.01 | 0.28 | 1.04 | -0.01 | -0.03 |
IYF iShares U.S. Financials ETF | 1.00 | 1.46 | 1.21 | 1.28 | 4.78 |
RTH VanEck Vectors Retail ETF | 0.91 | 1.39 | 1.17 | 1.07 | 3.83 |
XLC Communication Services Select Sector SPDR Fund | 1.21 | 1.70 | 1.25 | 1.32 | 5.14 |
PRN Invesco DWA Industrials Momentum ETF | 0.05 | 0.26 | 1.03 | 0.04 | 0.12 |
Dividends
Dividend yield
Sector ETF provided a 1.73% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.73% | 1.70% | 2.12% | 2.28% | 2.52% | 2.55% | 2.34% | 2.00% | 1.62% | 1.66% | 1.98% | 1.14% |
| Portfolio components: | ||||||||||||
ENFR Alerian Energy Infrastructure ETF | 4.39% | 4.41% | 5.48% | 5.23% | 7.86% | 7.57% | 5.81% | 3.98% | 2.98% | 3.31% | 3.34% | 2.15% |
SMH VanEck Vectors Semiconductor ETF | 0.51% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
IYF iShares U.S. Financials ETF | 1.35% | 1.29% | 1.67% | 1.86% | 1.27% | 1.72% | 1.64% | 1.90% | 1.46% | 1.67% | 1.66% | 1.38% |
RTH VanEck Vectors Retail ETF | 0.77% | 0.77% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% | 0.41% |
XLC Communication Services Select Sector SPDR Fund | 1.08% | 0.99% | 0.82% | 1.11% | 0.74% | 0.68% | 0.81% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% |
PRN Invesco DWA Industrials Momentum ETF | 0.39% | 0.39% | 0.52% | 0.82% | 0.11% | 0.10% | 0.41% | 0.29% | 0.60% | 0.57% | 0.44% | 0.35% |
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 Sector ETF. 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 Sector ETF was 37.85%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current Sector ETF drawdown is 12.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 113 | Sep 1, 2020 | 136 |
| -27.07% | Nov 26, 2021 | 223 | Oct 14, 2022 | 196 | Jul 28, 2023 | 419 |
| -22.48% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
| -21.78% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -12.5% | Jul 17, 2024 | 14 | Aug 5, 2024 | 45 | Oct 8, 2024 | 59 |
Volatility
Volatility Chart
The current Sector ETF volatility is 15.52%, 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 6 assets, with an effective number of assets of 5.41, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | ENFR | SMH | XLC | IYF | RTH | PRN | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.54 | 0.79 | 0.84 | 0.79 | 0.82 | 0.81 | 0.93 |
| ENFR | 0.54 | 1.00 | 0.38 | 0.41 | 0.61 | 0.43 | 0.54 | 0.65 |
| SMH | 0.79 | 0.38 | 1.00 | 0.67 | 0.54 | 0.63 | 0.67 | 0.89 |
| XLC | 0.84 | 0.41 | 0.67 | 1.00 | 0.61 | 0.72 | 0.61 | 0.77 |
| IYF | 0.79 | 0.61 | 0.54 | 0.61 | 1.00 | 0.65 | 0.73 | 0.77 |
| RTH | 0.82 | 0.43 | 0.63 | 0.72 | 0.65 | 1.00 | 0.69 | 0.77 |
| PRN | 0.81 | 0.54 | 0.67 | 0.61 | 0.73 | 0.69 | 1.00 | 0.84 |
| Portfolio | 0.93 | 0.65 | 0.89 | 0.77 | 0.77 | 0.77 | 0.84 | 1.00 |