XLE, XLU, XLP, XLF, XLV,XLK
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
XLE Energy Select Sector SPDR Fund | Energy Equities | 16.67% |
XLF Financial Select Sector SPDR Fund | Financials Equities | 16.67% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 16.67% |
XLP Consumer Staples Select Sector SPDR Fund | Consumer Staples Equities | 16.67% |
XLU Utilities Select Sector SPDR Fund | Utilities Equities | 16.67% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 16.67% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 22, 1998, corresponding to the inception date of XLE
Returns By Period
As of May 16, 2025, the XLE, XLU, XLP, XLF, XLV,XLK returned 2.95% Year-To-Date and 11.75% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| XLE, XLU, XLP, XLF, XLV,XLK | 3.83% | 7.62% | 0.84% | 8.22% | 17.15% | 11.86% |
| Portfolio components: | ||||||
XLE Energy Select Sector SPDR Fund | 0.57% | 7.25% | -8.30% | -5.72% | 23.95% | 4.78% |
XLU Utilities Select Sector SPDR Fund | 9.35% | 6.76% | 5.30% | 17.17% | 11.92% | 9.86% |
XLP Consumer Staples Select Sector SPDR Fund | 4.95% | 2.38% | 3.97% | 7.40% | 10.31% | 8.04% |
XLF Financial Select Sector SPDR Fund | 7.13% | 10.87% | 4.27% | 24.21% | 21.95% | 14.38% |
XLV Health Care Select Sector SPDR Fund | -2.88% | -2.35% | -5.38% | -7.39% | 7.49% | 7.67% |
XLK Technology Select Sector SPDR Fund | 1.20% | 21.13% | 3.05% | 11.42% | 21.30% | 19.90% |
Monthly Returns
The table below presents the monthly returns of XLE, XLU, XLP, XLF, XLV,XLK, 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 | 3.04% | 1.89% | -1.84% | -2.97% | 3.85% | 3.83% | |||||||
| 2024 | 1.08% | 3.08% | 4.67% | -2.55% | 3.96% | 0.17% | 2.75% | 3.21% | 0.89% | -1.21% | 5.32% | -5.76% | 16.10% |
| 2023 | 2.35% | -3.55% | 2.11% | 2.42% | -3.66% | 4.72% | 3.47% | -2.19% | -3.27% | -1.90% | 6.38% | 3.15% | 9.76% |
| 2022 | 0.08% | -0.27% | 5.28% | -4.90% | 3.32% | -8.05% | 7.01% | -2.11% | -8.63% | 10.88% | 5.26% | -3.64% | 2.19% |
| 2021 | -0.57% | 4.42% | 5.50% | 3.73% | 1.77% | 1.26% | 1.07% | 2.39% | -2.71% | 6.53% | -2.06% | 6.40% | 30.87% |
| 2020 | -0.88% | -9.64% | -12.95% | 12.95% | 3.48% | -0.30% | 4.13% | 3.34% | -4.23% | -1.90% | 11.87% | 3.83% | 6.70% |
| 2019 | 6.75% | 3.07% | 1.91% | 2.73% | -5.64% | 6.61% | 0.81% | -1.32% | 2.65% | 1.39% | 2.82% | 3.52% | 27.67% |
| 2018 | 3.70% | -5.00% | -1.17% | 1.36% | 1.11% | 1.20% | 3.48% | 1.76% | 0.59% | -4.46% | 2.23% | -8.88% | -4.82% |
| 2017 | 0.97% | 4.07% | -0.52% | 0.27% | 1.18% | 0.46% | 2.12% | -0.03% | 2.16% | 1.68% | 2.94% | 0.52% | 16.90% |
| 2016 | -3.05% | -0.69% | 6.95% | 1.12% | 1.65% | 1.97% | 2.11% | -0.43% | 4.17% | -1.30% | 2.57% | 2.72% | 18.87% |
| 2015 | -2.07% | 3.32% | -1.22% | 1.18% | 0.70% | -2.70% | 2.21% | -5.72% | -2.12% | 7.08% | -0.09% | -1.46% | -1.48% |
| 2014 | -2.22% | 4.36% | 1.68% | 1.69% | 1.73% | 2.71% | -2.21% | 4.01% | -1.54% | 2.98% | 1.57% | 0.17% | 15.67% |
Expense Ratio
XLE, XLU, XLP, XLF, XLV,XLK 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 XLE, XLU, XLP, XLF, XLV,XLK is 27, 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 | |
|---|---|---|---|---|---|
XLE Energy Select Sector SPDR Fund | -0.23 | -0.14 | 0.98 | -0.29 | -0.75 |
XLU Utilities Select Sector SPDR Fund | 1.00 | 1.52 | 1.20 | 1.76 | 4.48 |
XLP Consumer Staples Select Sector SPDR Fund | 0.56 | 1.03 | 1.13 | 1.08 | 2.84 |
XLF Financial Select Sector SPDR Fund | 1.20 | 1.76 | 1.26 | 1.62 | 6.15 |
XLV Health Care Select Sector SPDR Fund | -0.47 | -0.42 | 0.94 | -0.36 | -0.90 |
XLK Technology Select Sector SPDR Fund | 0.38 | 0.82 | 1.11 | 0.53 | 1.65 |
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Dividends
Dividend yield
XLE, XLU, XLP, XLF, XLV,XLK provided a 2.07% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.07% | 2.14% | 2.27% | 2.27% | 2.15% | 2.62% | 2.74% | 2.53% | 2.22% | 2.20% | 2.53% | 2.17% |
| Portfolio components: | ||||||||||||
XLE Energy Select Sector SPDR Fund | 3.34% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% |
XLU Utilities Select Sector SPDR Fund | 2.77% | 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% | 2.52% | 2.40% |
XLF Financial Select Sector SPDR Fund | 1.38% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% |
XLV Health Care Select Sector SPDR Fund | 1.76% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% | 1.35% |
XLK Technology Select Sector SPDR Fund | 0.66% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
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 XLE, XLU, XLP, XLF, XLV,XLK. 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 XLE, XLU, XLP, XLF, XLV,XLK was 50.54%, occurring on Mar 9, 2009. Recovery took 743 trading sessions.
The current XLE, XLU, XLP, XLF, XLV,XLK drawdown is 2.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.54% | Dec 11, 2007 | 312 | Mar 9, 2009 | 743 | Feb 16, 2012 | 1055 |
| -39.8% | Nov 8, 2000 | 479 | Oct 9, 2002 | 593 | Feb 16, 2005 | 1072 |
| -35.8% | Feb 20, 2020 | 23 | Mar 23, 2020 | 166 | Nov 16, 2020 | 189 |
| -16.37% | Oct 3, 2018 | 57 | Dec 24, 2018 | 70 | Apr 5, 2019 | 127 |
| -15% | Apr 21, 2022 | 113 | Sep 30, 2022 | 194 | Jul 12, 2023 | 307 |
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 6 assets, with an effective number of assets of 6.00, 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 | XLU | XLE | XLP | XLK | XLV | XLF | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.50 | 0.57 | 0.64 | 0.87 | 0.74 | 0.81 | 0.93 |
| XLU | 0.50 | 1.00 | 0.37 | 0.54 | 0.36 | 0.45 | 0.41 | 0.64 |
| XLE | 0.57 | 0.37 | 1.00 | 0.37 | 0.39 | 0.39 | 0.50 | 0.70 |
| XLP | 0.64 | 0.54 | 0.37 | 1.00 | 0.46 | 0.58 | 0.54 | 0.70 |
| XLK | 0.87 | 0.36 | 0.39 | 0.46 | 1.00 | 0.59 | 0.60 | 0.75 |
| XLV | 0.74 | 0.45 | 0.39 | 0.58 | 0.59 | 1.00 | 0.61 | 0.76 |
| XLF | 0.81 | 0.41 | 0.50 | 0.54 | 0.60 | 0.61 | 1.00 | 0.82 |
| Portfolio | 0.93 | 0.64 | 0.70 | 0.70 | 0.75 | 0.76 | 0.82 | 1.00 |