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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Materials Select Sector Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Materials Select Sector Index (^SIXB) has returned 10.24% so far this year and 16.23% over the past 12 months. Over the last ten years, ^SIXB has returned 8.32% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Materials Select Sector Index
- 1D
- 1.80%
- 1M
- -6.27%
- YTD
- 10.24%
- 6M
- 11.50%
- 1Y
- 16.23%
- 3Y*
- 7.49%
- 5Y*
- 4.80%
- 10Y*
- 8.32%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 2, 1998, ^SIXB's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, your investment would double in approximately 8.8 years.
Historically, 55% of months were positive and 45% were negative. The best month was Apr 1999 with a return of +23.8%, while the worst month was Oct 2008 at -21.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 9 months.
On a daily basis, ^SIXB closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +12.7%, while the worst single day was Oct 15, 2008 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.70% | 8.20% | -6.27% | 10.24% | |||||||||
| 2025 | 5.52% | -0.15% | -3.00% | -2.38% | 2.58% | 1.98% | -0.12% | 4.93% | -2.60% | -4.52% | 4.14% | 1.72% | 7.76% |
| 2024 | -3.88% | 6.33% | 6.19% | -4.61% | 3.06% | -3.26% | 4.27% | 2.18% | 2.50% | -3.20% | 1.30% | -10.97% | -1.60% |
| 2023 | 8.96% | -3.48% | -1.34% | -0.17% | -7.11% | 10.81% | 3.36% | -3.45% | -5.05% | -3.22% | 8.06% | 4.33% | 10.23% |
| 2022 | -6.86% | -1.43% | 5.82% | -3.52% | 0.95% | -14.08% | 6.08% | -3.66% | -9.62% | 8.97% | 11.50% | -5.81% | -14.06% |
| 2021 | -2.36% | 3.63% | 7.30% | 5.35% | 4.93% | -5.47% | 2.01% | 1.76% | -7.42% | 7.60% | -0.70% | 7.34% | 25.06% |
Benchmark Metrics
Materials Select Sector Index has an annualized alpha of 0.65%, beta of 0.99, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since November 03, 1998.
- This index participated in 106.76% of S&P 500 Index downside but only 105.94% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.99 and R² of 0.65, this index moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.65%
- Beta
- 0.99
- R²
- 0.65
- Upside Capture
- 105.94%
- Downside Capture
- 106.76%
Return for Risk
Risk / Return Rank
^SIXB ranks 47 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Materials Select Sector Index (^SIXB) and compare them to a chosen benchmark (S&P 500 Index).
| ^SIXB | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.90 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.39 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.40 | -0.21 |
Martin ratioReturn relative to average drawdown | 4.03 | 6.61 | -2.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^SIXB risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 Materials Select Sector Index. 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 Materials Select Sector Index was 60.98%, occurring on Mar 2, 2009. Recovery took 1212 trading sessions.
The current Materials Select Sector Index drawdown is 6.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.98% | May 19, 2008 | 198 | Mar 2, 2009 | 1212 | Dec 19, 2013 | 1410 |
| -40.03% | Jan 29, 2018 | 541 | Mar 23, 2020 | 113 | Sep 1, 2020 | 654 |
| -39.59% | May 7, 1999 | 861 | Oct 9, 2002 | 497 | Sep 30, 2004 | 1358 |
| -28.34% | Feb 25, 2015 | 231 | Jan 25, 2016 | 252 | Jan 24, 2017 | 483 |
| -25.6% | Jan 3, 2022 | 184 | Sep 26, 2022 | 367 | Mar 13, 2024 | 551 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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