Best Long Term SPDR Sectors
Weighted in proportion of actual S&P 500 weighting
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
XLF Financial Select Sector SPDR Fund | Financials Equities | 19.30% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 45.70% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 19% |
XLY Consumer Discretionary Select Sector SPDR Fund | Consumer Discretionary Equities | 16% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Best Long Term SPDR 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 every 3 months.
The earliest data available for this chart is Dec 22, 1998, corresponding to the inception date of XLY
Returns By Period
As of Apr 21, 2025, the Best Long Term SPDR Sectors returned -11.27% Year-To-Date and 14.40% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Best Long Term SPDR Sectors | -12.57% | -7.89% | -11.52% | 4.26% | 15.24% | 13.03% |
| Portfolio components: | ||||||
XLY Consumer Discretionary Select Sector SPDR Fund | -17.13% | -5.84% | -6.64% | 10.18% | 12.36% | 10.52% |
XLK Technology Select Sector SPDR Fund | -16.91% | -9.70% | -16.19% | 0.87% | 19.12% | 17.75% |
XLV Health Care Select Sector SPDR Fund | -1.13% | -7.22% | -10.78% | -0.92% | 8.65% | 7.93% |
XLF Financial Select Sector SPDR Fund | -3.13% | -5.34% | -1.26% | 17.33% | 19.28% | 13.55% |
Monthly Returns
The table below presents the monthly returns of Best Long Term SPDR 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.33% | -2.17% | -6.51% | -6.58% | -12.57% | ||||||||
| 2024 | 1.36% | 4.92% | 1.40% | -5.18% | 4.34% | 4.89% | 0.05% | 1.85% | 2.25% | -1.71% | 6.41% | -1.76% | 19.79% |
| 2023 | 7.18% | -1.67% | 4.56% | 0.79% | 3.07% | 6.94% | 2.45% | -1.52% | -5.18% | -2.07% | 10.73% | 4.72% | 32.99% |
| 2022 | -6.68% | -3.46% | 3.65% | -9.78% | -0.75% | -8.26% | 11.19% | -5.23% | -8.47% | 7.21% | 4.99% | -6.89% | -22.45% |
| 2021 | -0.08% | 1.29% | 3.41% | 5.39% | -0.22% | 3.79% | 2.91% | 3.08% | -4.45% | 8.33% | 0.98% | 3.65% | 31.26% |
| 2020 | 0.48% | -7.75% | -10.63% | 14.07% | 5.54% | 2.92% | 5.80% | 8.38% | -3.62% | -3.72% | 10.86% | 4.49% | 26.51% |
| 2019 | 7.37% | 3.30% | 2.32% | 4.24% | -6.67% | 7.75% | 1.54% | -1.63% | 1.52% | 3.04% | 4.26% | 3.50% | 34.14% |
| 2018 | 7.36% | -2.58% | -3.28% | 0.78% | 2.73% | 0.90% | 3.55% | 4.86% | 0.52% | -7.73% | 2.35% | -8.95% | -0.84% |
| 2017 | 2.82% | 4.45% | 0.61% | 1.51% | 1.60% | 0.92% | 2.43% | 0.74% | 1.54% | 2.98% | 2.97% | 0.94% | 26.12% |
| 2016 | -5.95% | -0.56% | 6.29% | -0.35% | 2.45% | -0.88% | 5.34% | -0.44% | 3.02% | -2.33% | 3.96% | 1.56% | 12.08% |
| 2015 | -2.44% | 6.71% | -1.09% | 0.52% | 2.53% | -1.33% | 3.47% | -6.73% | -2.66% | 8.75% | 0.33% | -1.20% | 6.03% |
| 2014 | -2.67% | 5.24% | -0.51% | -0.68% | 2.97% | 2.05% | 0.06% | 4.15% | -0.77% | 2.98% | 4.23% | -0.63% | 17.30% |
Expense Ratio
Best Long Term SPDR Sectors 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 Best Long Term SPDR Sectors is 22, meaning it’s performing worse than 78% of other 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 | |
|---|---|---|---|---|---|
XLY Consumer Discretionary Select Sector SPDR Fund | 0.32 | 0.64 | 1.08 | 0.31 | 1.05 |
XLK Technology Select Sector SPDR Fund | -0.13 | 0.03 | 1.00 | -0.15 | -0.51 |
XLV Health Care Select Sector SPDR Fund | -0.05 | 0.02 | 1.00 | -0.05 | -0.13 |
XLF Financial Select Sector SPDR Fund | 1.00 | 1.44 | 1.22 | 1.27 | 5.28 |
Dividends
Dividend yield
Best Long Term SPDR Sectors provided a 1.15% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.15% | 1.01% | 1.10% | 1.31% | 0.95% | 1.23% | 1.50% | 1.65% | 1.38% | 1.69% | 1.78% | 1.65% |
| Portfolio components: | ||||||||||||
XLY Consumer Discretionary Select Sector SPDR Fund | 0.96% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% |
XLK Technology Select Sector SPDR Fund | 0.81% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
XLV Health Care Select Sector SPDR Fund | 1.72% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% |
XLF Financial Select Sector SPDR Fund | 1.53% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% |
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 Best Long Term SPDR 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 Best Long Term SPDR Sectors was 63.41%, occurring on Mar 9, 2009. Recovery took 1029 trading sessions.
The current Best Long Term SPDR Sectors drawdown is 15.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.41% | Mar 27, 2000 | 2250 | Mar 9, 2009 | 1029 | Apr 10, 2013 | 3279 |
| -32.56% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -27.62% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -20.66% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -20.15% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
Volatility
Volatility Chart
The current Best Long Term SPDR Sectors volatility is 14.54%, 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
| XLV | XLK | XLF | XLY | |
|---|---|---|---|---|
| XLV | 1.00 | 0.59 | 0.61 | 0.62 |
| XLK | 0.59 | 1.00 | 0.60 | 0.70 |
| XLF | 0.61 | 0.60 | 1.00 | 0.70 |
| XLY | 0.62 | 0.70 | 0.70 | 1.00 |