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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Energy 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
Energy Select Sector Index (^SIXE) has returned 36.86% so far this year and 30.96% over the past 12 months. Over the last ten years, ^SIXE has returned 7.74% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Energy Select Sector Index
- 1D
- -1.12%
- 1M
- 10.18%
- YTD
- 36.86%
- 6M
- 37.04%
- 1Y
- 30.96%
- 3Y*
- 13.92%
- 5Y*
- 19.59%
- 10Y*
- 7.74%
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 Jan 2, 2009, ^SIXE's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2020 with a return of +30.7%, while the worst month was Mar 2020 at -35.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^SIXE closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +16.3%, while the worst single day was Mar 9, 2020 at -20.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 13.99% | 8.97% | 10.18% | 36.86% | |||||||||
| 2025 | 2.32% | 3.15% | 3.35% | -13.91% | 0.74% | 4.63% | 2.68% | 2.94% | -0.35% | -1.44% | 1.99% | -0.38% | 4.38% |
| 2024 | -0.65% | 2.63% | 10.38% | -1.00% | -0.98% | -1.43% | 2.14% | -2.72% | -3.05% | 0.82% | 7.12% | -9.62% | 2.25% |
| 2023 | 2.58% | -7.33% | -0.36% | 2.67% | -10.59% | 6.73% | 7.71% | 1.13% | 2.26% | -5.86% | -1.38% | -0.09% | -4.12% |
| 2022 | 18.98% | 6.42% | 9.04% | -1.64% | 14.98% | -17.08% | 9.41% | 2.01% | -9.95% | 24.84% | 0.77% | -3.24% | 58.40% |
| 2021 | 3.61% | 21.34% | 2.70% | 0.55% | 4.98% | 4.17% | -8.52% | -2.76% | 8.80% | 10.12% | -5.88% | 2.65% | 46.21% |
Benchmark Metrics
Energy Select Sector Index has an annualized alpha of -4.37%, beta of 1.08, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since January 05, 2009.
- This index participated in 113.63% of S&P 500 Index downside but only 86.82% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.49 means the benchmark explains less than half of this index's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -4.37%
- Beta
- 1.08
- R²
- 0.49
- Upside Capture
- 86.82%
- Downside Capture
- 113.63%
Return for Risk
Risk / Return Rank
^SIXE ranks 71 for risk / return — better than 71% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Energy Select Sector Index (^SIXE) and compare them to a chosen benchmark (S&P 500 Index).
| ^SIXE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.90 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.39 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.40 | +0.32 |
Martin ratioReturn relative to average drawdown | 4.12 | 6.61 | -2.48 |
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 ^SIXE 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 Energy 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 Energy Select Sector Index was 75.97%, occurring on Mar 18, 2020. Recovery took 1008 trading sessions.
The current Energy Select Sector Index drawdown is 2.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.97% | Jun 24, 2014 | 1443 | Mar 18, 2020 | 1008 | Apr 3, 2024 | 2451 |
| -29.86% | May 2, 2011 | 108 | Oct 3, 2011 | 399 | May 7, 2013 | 507 |
| -27.05% | Jan 7, 2009 | 37 | Mar 2, 2009 | 48 | May 8, 2009 | 85 |
| -21.94% | Apr 8, 2024 | 252 | Apr 8, 2025 | 199 | Jan 23, 2026 | 451 |
| -20.45% | Apr 26, 2010 | 49 | Jul 2, 2010 | 88 | Nov 5, 2010 | 137 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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