Asset Allocation
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.
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The earliest data available for this chart is Dec 22, 1998, corresponding to the inception date of XLY
Returns By Period
As of Apr 2, 2026, the Best Long Term SPDR Sectors returned -6.60% Year-To-Date and 16.29% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Best Long Term SPDR Sectors | 0.05% | -2.97% | -6.60% | -4.17% | 15.87% | 17.55% | 11.85% | 16.29% |
| Portfolio components: | ||||||||
XLY Consumer Discretionary Select Sector SPDR Fund | -1.50% | -5.24% | -9.25% | -9.29% | 7.23% | 14.37% | 5.86% | 11.80% |
XLK State Street Technology Select Sector SPDR ETF | 0.80% | -0.98% | -5.43% | -4.69% | 30.55% | 22.58% | 15.84% | 21.15% |
XLV State Street Health Care Select Sector SPDR ETF | -0.62% | -5.95% | -4.77% | 3.39% | 3.55% | 5.64% | 6.45% | 9.60% |
XLF Financial Select Sector SPDR Fund | 0.18% | -2.78% | -9.10% | -6.36% | 0.27% | 17.30% | 9.41% | 12.53% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 23, 1998, Best Long Term SPDR Sectors's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, your investment would double in approximately 6.8 years.
Historically, 61% of months were positive and 39% were negative. The best month was Oct 2002 with a return of +15.2%, while the worst month was Oct 2008 at -17.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Best Long Term SPDR Sectors closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +13.0%, while the worst single day was Mar 16, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.27% | -2.24% | -5.18% | 1.04% | -6.60% | ||||||||
| 2025 | 2.78% | -1.57% | -6.11% | -0.38% | 5.81% | 5.98% | 1.41% | 2.25% | 4.40% | 3.25% | -0.36% | 0.78% | 19.08% |
| 2024 | 1.69% | 4.76% | 1.73% | -5.11% | 4.32% | 4.41% | 0.69% | 2.19% | 1.86% | -1.38% | 6.57% | -2.18% | 20.69% |
| 2023 | 7.64% | -1.42% | 4.18% | 0.97% | 2.77% | 6.80% | 2.68% | -1.63% | -4.99% | -1.95% | 10.83% | 4.72% | 33.80% |
| 2022 | -5.95% | -3.30% | 3.25% | -9.79% | -0.27% | -8.47% | 11.08% | -5.05% | -8.83% | 7.81% | 5.40% | -6.84% | -21.29% |
| 2021 | -0.34% | 2.35% | 3.55% | 5.40% | 0.29% | 3.50% | 2.79% | 3.34% | -4.44% | 8.05% | 0.66% | 3.78% | 32.38% |
Benchmark Metrics
Best Long Term SPDR Sectors has an annualized alpha of 2.31%, beta of 1.07, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since December 23, 1998.
- This portfolio captured 121.78% of S&P 500 Index gains and 107.47% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 2.31% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.07 and R² of 0.94, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.31%
- Beta
- 1.07
- R²
- 0.94
- Upside Capture
- 121.78%
- Downside Capture
- 107.47%
Expense Ratio
Best Long Term SPDR Sectors has an expense ratio of 0.10%, 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.
Return for Risk
Risk / Return Rank
Best Long Term SPDR Sectors ranks 21 for risk / return — below 21% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.88 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.37 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.39 | -0.04 |
Martin ratioReturn relative to average drawdown | 4.90 | 6.43 | -1.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
XLY Consumer Discretionary Select Sector SPDR Fund | 21 | 0.31 | 0.63 | 1.08 | 0.62 | 2.01 |
XLK State Street Technology Select Sector SPDR ETF | 61 | 1.13 | 1.71 | 1.24 | 1.98 | 6.27 |
XLV State Street Health Care Select Sector SPDR ETF | 16 | 0.20 | 0.40 | 1.05 | 0.39 | 0.83 |
XLF Financial Select Sector SPDR Fund | 12 | 0.01 | 0.15 | 1.02 | 0.07 | 0.22 |
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Dividends
Dividend yield
Best Long Term SPDR Sectors provided a 1.02% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.02% | 0.93% | 1.01% | 1.10% | 1.31% | 0.95% | 1.23% | 1.50% | 1.65% | 1.38% | 5.45% | 1.69% |
| Portfolio components: | ||||||||||||
XLY Consumer Discretionary Select Sector SPDR Fund | 0.83% | 0.79% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% |
XLK State Street Technology Select Sector SPDR ETF | 0.56% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
XLV State Street Health Care Select Sector SPDR ETF | 1.71% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
XLF Financial Select Sector SPDR Fund | 1.60% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
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.
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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 61.35%, occurring on Mar 9, 2009. Recovery took 983 trading sessions.
The current Best Long Term SPDR Sectors drawdown is 8.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.35% | Mar 27, 2000 | 2250 | Mar 9, 2009 | 983 | Feb 1, 2013 | 3233 |
| -33.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -27.19% | Jan 4, 2022 | 195 | Oct 12, 2022 | 286 | Dec 1, 2023 | 481 |
| -20.73% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -19.89% | Feb 20, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.25, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | XLV | XLF | XLY | XLK | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.73 | 0.81 | 0.83 | 0.87 | 0.96 |
| XLV | 0.73 | 1.00 | 0.60 | 0.61 | 0.58 | 0.74 |
| XLF | 0.81 | 0.60 | 1.00 | 0.69 | 0.60 | 0.78 |
| XLY | 0.83 | 0.61 | 0.69 | 1.00 | 0.70 | 0.83 |
| XLK | 0.87 | 0.58 | 0.60 | 0.70 | 1.00 | 0.93 |
| Portfolio | 0.96 | 0.74 | 0.78 | 0.83 | 0.93 | 1.00 |