XL Portfolio
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Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in XL 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 Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Apr 18, 2025, the XL Portfolio returned 2.28% Year-To-Date and 10.09% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| XL Portfolio | 2.28% | -1.52% | -0.29% | 15.47% | 13.31% | 10.09% |
| Portfolio components: | ||||||
XLU Utilities Select Sector SPDR Fund | 3.48% | -0.42% | -3.08% | 25.07% | 8.51% | 9.21% |
XLP Consumer Staples Select Sector SPDR Fund | 4.70% | 3.20% | 1.06% | 14.47% | 9.10% | 8.06% |
VXUS Vanguard Total International Stock ETF | 4.37% | -4.33% | -1.26% | 9.37% | 10.00% | 4.68% |
IAU iShares Gold Trust | 26.50% | 9.36% | 23.19% | 39.61% | 14.30% | 10.50% |
VTV Vanguard Value ETF | -3.89% | -5.80% | -7.84% | 7.11% | 13.35% | 9.44% |
XLB Materials Select Sector SPDR ETF | -3.57% | -6.65% | -16.13% | -7.51% | 12.19% | 7.08% |
VUG Vanguard Growth ETF | -14.09% | -5.56% | -9.40% | 6.62% | 15.57% | 13.51% |
Monthly Returns
The table below presents the monthly returns of XL 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 | 3.86% | 0.66% | -0.40% | -1.78% | 2.28% | ||||||||
| 2024 | -0.37% | 3.39% | 4.73% | -1.61% | 4.20% | 0.59% | 3.09% | 2.83% | 3.20% | -0.72% | 2.61% | -3.52% | 19.62% |
| 2023 | 5.76% | -3.65% | 4.41% | 1.47% | -1.83% | 4.00% | 3.10% | -2.72% | -4.53% | -0.14% | 6.93% | 3.67% | 16.83% |
| 2022 | -3.86% | -0.77% | 3.07% | -5.86% | -0.19% | -6.46% | 5.04% | -3.27% | -8.31% | 4.59% | 7.82% | -2.78% | -11.72% |
| 2021 | -1.44% | -0.10% | 3.82% | 4.22% | 2.42% | -0.97% | 1.85% | 2.01% | -4.42% | 4.75% | -1.61% | 4.88% | 16.01% |
| 2020 | 0.88% | -6.46% | -9.81% | 9.66% | 4.46% | 1.91% | 6.84% | 3.93% | -2.60% | -1.22% | 7.06% | 4.28% | 18.49% |
| 2019 | 6.26% | 2.27% | 1.19% | 2.48% | -4.01% | 6.69% | 0.43% | 0.90% | 1.22% | 1.98% | 1.14% | 3.30% | 26.12% |
| 2018 | 4.10% | -3.91% | -0.90% | 0.06% | 0.47% | -0.23% | 1.97% | 0.70% | 0.07% | -4.25% | 1.81% | -4.59% | -4.97% |
| 2017 | 3.11% | 3.34% | 0.59% | 1.39% | 1.70% | -0.35% | 2.30% | 1.39% | 0.35% | 1.71% | 2.01% | 0.92% | 20.03% |
| 2016 | -2.18% | 2.52% | 5.33% | 1.47% | -0.53% | 2.64% | 2.98% | -1.07% | 0.38% | -1.77% | -0.95% | 1.49% | 10.52% |
| 2015 | 0.71% | 2.10% | -2.28% | 1.79% | 0.63% | -2.48% | 0.13% | -4.19% | -2.16% | 6.16% | -1.55% | -1.15% | -2.67% |
| 2014 | -1.91% | 5.22% | 0.08% | 1.11% | 0.95% | 2.96% | -2.56% | 2.88% | -2.98% | 1.28% | 1.47% | -0.25% | 8.23% |
Expense Ratio
XL Portfolio has an expense ratio of 0.11%, 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
With an overall rank of 88, XL Portfolio is among the top 12% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
XLU Utilities Select Sector SPDR Fund | 1.62 | 2.17 | 1.29 | 2.09 | 6.87 |
XLP Consumer Staples Select Sector SPDR Fund | 1.14 | 1.64 | 1.21 | 1.78 | 4.82 |
VXUS Vanguard Total International Stock ETF | 0.56 | 0.90 | 1.12 | 0.70 | 2.21 |
IAU iShares Gold Trust | 2.37 | 3.14 | 1.41 | 4.75 | 12.80 |
VTV Vanguard Value ETF | 0.46 | 0.73 | 1.10 | 0.48 | 2.01 |
XLB Materials Select Sector SPDR ETF | -0.38 | -0.43 | 0.94 | -0.32 | -1.01 |
VUG Vanguard Growth ETF | 0.23 | 0.49 | 1.07 | 0.25 | 0.93 |
Dividends
Dividend yield
XL Portfolio provided a 1.70% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.70% | 1.70% | 1.77% | 1.74% | 1.57% | 1.57% | 1.78% | 2.00% | 1.75% | 1.89% | 1.92% | 1.86% |
| Portfolio components: | ||||||||||||
XLU Utilities Select Sector SPDR Fund | 2.93% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% |
XLP Consumer Staples Select Sector SPDR Fund | 2.49% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% |
VXUS Vanguard Total International Stock ETF | 3.18% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.42% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
XLB Materials Select Sector SPDR ETF | 2.10% | 1.92% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% |
VUG Vanguard Growth ETF | 0.55% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
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 XL 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 XL Portfolio was 27.44%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current XL Portfolio drawdown is 4.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -20.26% | Jan 5, 2022 | 196 | Oct 14, 2022 | 193 | Jul 25, 2023 | 389 |
| -13.86% | May 2, 2011 | 108 | Oct 3, 2011 | 83 | Feb 1, 2012 | 191 |
| -13.55% | Jan 29, 2018 | 229 | Dec 24, 2018 | 68 | Apr 3, 2019 | 297 |
| -12.48% | May 19, 2015 | 170 | Jan 20, 2016 | 62 | Apr 19, 2016 | 232 |
Volatility
Volatility Chart
The current XL Portfolio volatility is 9.77%, 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
| IAU | XLU | XLP | VUG | XLB | VXUS | VTV | |
|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.12 | 0.05 | 0.04 | 0.13 | 0.18 | 0.03 |
| XLU | 0.12 | 1.00 | 0.61 | 0.35 | 0.38 | 0.37 | 0.50 |
| XLP | 0.05 | 0.61 | 1.00 | 0.55 | 0.56 | 0.54 | 0.70 |
| VUG | 0.04 | 0.35 | 0.55 | 1.00 | 0.70 | 0.76 | 0.75 |
| XLB | 0.13 | 0.38 | 0.56 | 0.70 | 1.00 | 0.77 | 0.84 |
| VXUS | 0.18 | 0.37 | 0.54 | 0.76 | 0.77 | 1.00 | 0.79 |
| VTV | 0.03 | 0.50 | 0.70 | 0.75 | 0.84 | 0.79 | 1.00 |