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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Industrials 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
Industrials Select Sector Index (^SIXI) has returned 4.30% so far this year and 23.42% over the past 12 months. Over the last ten years, ^SIXI has returned 11.36% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Industrials Select Sector Index
- 1D
- 3.24%
- 1M
- -8.54%
- YTD
- 4.30%
- 6M
- 4.87%
- 1Y
- 23.42%
- 3Y*
- 16.94%
- 5Y*
- 10.40%
- 10Y*
- 11.36%
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, ^SIXI's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, your investment would double in approximately 5.4 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +17.6%, while the worst month was Mar 2020 at -19.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^SIXI closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +12.8%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.62% | 6.97% | -8.54% | 4.30% | |||||||||
| 2025 | 4.99% | -1.61% | -3.72% | 0.15% | 8.63% | 3.46% | 2.95% | -0.15% | 1.72% | 0.43% | -1.01% | 1.13% | 17.70% |
| 2024 | -0.92% | 6.98% | 4.32% | -3.62% | 1.44% | -1.05% | 4.84% | 2.67% | 3.27% | -1.39% | 7.33% | -8.10% | 15.64% |
| 2023 | 3.67% | -1.17% | 0.55% | -1.22% | -3.46% | 11.17% | 2.85% | -2.26% | -6.06% | -2.97% | 8.51% | 6.84% | 16.04% |
| 2022 | -4.34% | -1.13% | 3.29% | -7.57% | -0.78% | -7.50% | 9.46% | -3.08% | -10.57% | 13.86% | 7.57% | -3.11% | -6.69% |
| 2021 | -4.34% | 6.63% | 8.82% | 3.55% | 2.89% | -2.28% | 0.85% | 0.92% | -6.22% | 6.83% | -3.71% | 4.76% | 18.88% |
Benchmark Metrics
Industrials Select Sector Index has an annualized alpha of -0.02%, beta of 1.03, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 05, 2009.
- This index participated in 110.50% of S&P 500 Index downside but only 109.35% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 1.03 and R² of 0.83, 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
- -0.02%
- Beta
- 1.03
- R²
- 0.83
- Upside Capture
- 109.35%
- Downside Capture
- 110.50%
Return for Risk
Risk / Return Rank
^SIXI ranks 82 for risk / return — in the top 82% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Industrials Select Sector Index (^SIXI) and compare them to a chosen benchmark (S&P 500 Index).
| ^SIXI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.90 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.39 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.40 | +0.53 |
Martin ratioReturn relative to average drawdown | 7.54 | 6.61 | +0.93 |
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 ^SIXI 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 Industrials 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 Industrials Select Sector Index was 42.63%, occurring on Mar 23, 2020. Recovery took 157 trading sessions.
The current Industrials Select Sector Index drawdown is 9.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.63% | Feb 13, 2020 | 27 | Mar 23, 2020 | 157 | Nov 10, 2020 | 184 |
| -38.15% | Jan 7, 2009 | 42 | Mar 9, 2009 | 106 | Aug 7, 2009 | 148 |
| -26.7% | May 2, 2011 | 108 | Oct 3, 2011 | 313 | Jan 2, 2013 | 421 |
| -25.21% | Jan 29, 2018 | 229 | Dec 24, 2018 | 216 | Nov 4, 2019 | 445 |
| -22.64% | Jan 5, 2022 | 186 | Sep 30, 2022 | 186 | Jun 30, 2023 | 372 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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