XLE, XLU, XLP, XLF, XLV,XLK
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in XLE, XLU, XLP, XLF, XLV,XLK, 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 Quarterly
The earliest data available for this chart is Dec 22, 1998, corresponding to the inception date of XLE
Returns By Period
As of Sep 19, 2024, the XLE, XLU, XLP, XLF, XLV,XLK returned 16.67% Year-To-Date and 12.12% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
XLE, XLU, XLP, XLF, XLV,XLK | 16.67% | 1.25% | 8.13% | 21.70% | 14.52% | 12.21% |
Portfolio components: | ||||||
Energy Select Sector SPDR Fund | 6.55% | -0.87% | -4.30% | -0.23% | 12.66% | 3.39% |
Utilities Select Sector SPDR Fund | 25.95% | 4.96% | 24.06% | 25.65% | 7.45% | 9.89% |
Consumer Staples Select Sector SPDR Fund | 17.15% | 2.41% | 10.21% | 19.02% | 9.41% | 9.07% |
Financial Select Sector SPDR Fund | 21.11% | 3.01% | 8.28% | 32.69% | 12.14% | 13.56% |
Health Care Select Sector SPDR Fund | 14.78% | 0.61% | 7.09% | 19.50% | 12.92% | 10.95% |
Technology Select Sector SPDR Fund | 13.21% | -3.16% | 3.67% | 31.09% | 23.22% | 19.97% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.08% | 3.08% | 4.67% | -2.55% | 3.96% | 0.17% | 2.75% | 3.21% | 16.67% | ||||
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% | 5.51% | 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% | 2.64% | 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% | 0.58% | -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% |
2013 | 5.71% | 1.55% | 4.29% | 2.49% | 0.27% | -1.13% | 5.03% | -3.38% | 2.22% | 4.50% | 1.99% | 1.85% | 28.10% |
Expense Ratio
XLE, XLU, XLP, XLF, XLV,XLK has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of XLE, XLU, XLP, XLF, XLV,XLK is 59, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
---|---|---|---|---|---|
Energy Select Sector SPDR Fund | -0.11 | -0.03 | 1.00 | -0.16 | -0.29 |
Utilities Select Sector SPDR Fund | 1.48 | 2.04 | 1.26 | 0.99 | 5.84 |
Consumer Staples Select Sector SPDR Fund | 1.77 | 2.53 | 1.30 | 1.30 | 8.40 |
Financial Select Sector SPDR Fund | 2.43 | 3.19 | 1.41 | 1.48 | 11.47 |
Health Care Select Sector SPDR Fund | 1.81 | 2.47 | 1.33 | 1.68 | 8.79 |
Technology Select Sector SPDR Fund | 1.36 | 1.85 | 1.25 | 1.71 | 6.10 |
Dividends
Dividend yield
XLE, XLU, XLP, XLF, XLV,XLK granted a 1.57% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
XLE, XLU, XLP, XLF, XLV,XLK | 1.57% | 2.27% | 2.27% | 2.15% | 2.62% | 2.74% | 2.53% | 2.21% | 2.20% | 2.53% | 2.17% | 2.17% |
Portfolio components: | ||||||||||||
Energy Select Sector SPDR Fund | 2.56% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Utilities Select Sector SPDR Fund | 2.13% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% | 3.86% |
Consumer Staples Select Sector SPDR Fund | 2.01% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
Financial Select Sector SPDR Fund | 1.10% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
Health Care Select Sector SPDR Fund | 1.09% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
Technology Select Sector SPDR Fund | 0.53% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
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 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 50.55%, occurring on Mar 9, 2009. Recovery took 743 trading sessions.
The current XLE, XLU, XLP, XLF, XLV,XLK drawdown is 0.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-50.55% | Dec 11, 2007 | 312 | Mar 9, 2009 | 743 | Feb 16, 2012 | 1055 |
-39.81% | 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 current XLE, XLU, XLP, XLF, XLV,XLK volatility is 2.77%, 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
XLE | XLU | XLK | XLP | XLV | XLF | |
---|---|---|---|---|---|---|
XLE | 1.00 | 0.36 | 0.39 | 0.37 | 0.39 | 0.50 |
XLU | 0.36 | 1.00 | 0.36 | 0.54 | 0.45 | 0.41 |
XLK | 0.39 | 0.36 | 1.00 | 0.47 | 0.60 | 0.61 |
XLP | 0.37 | 0.54 | 0.47 | 1.00 | 0.58 | 0.55 |
XLV | 0.39 | 0.45 | 0.60 | 0.58 | 1.00 | 0.61 |
XLF | 0.50 | 0.41 | 0.61 | 0.55 | 0.61 | 1.00 |