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NYSE Arca Securities Broker/Dealer Index (^XBD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NYSE Arca Securities Broker/Dealer Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%December2025FebruaryMarchAprilMay
7,229.84%
1,169.43%
^XBD (NYSE Arca Securities Broker/Dealer Index)
Benchmark (^GSPC)

Returns By Period

NYSE Arca Securities Broker/Dealer Index (^XBD) returned 8.05% year-to-date (YTD) and 40.25% over the past 12 months. Over the past 10 years, ^XBD delivered an annualized return of 16.25%, outperforming the S&P 500 benchmark at 10.43%.


^XBD

YTD

8.05%

1M

23.74%

6M

6.88%

1Y

40.25%

5Y*

28.93%

10Y*

16.25%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^XBD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202511.96%-2.69%-8.02%2.49%5.20%8.05%
2024-3.50%6.51%7.09%-3.54%6.29%0.42%4.54%2.94%1.55%8.29%13.59%-5.13%44.51%
20239.30%0.20%-6.17%-2.04%-3.02%7.56%8.58%-1.90%-3.70%-4.17%6.92%12.42%24.08%
2022-1.65%0.06%-2.56%-13.34%3.28%-9.13%13.64%1.27%-6.51%13.16%4.00%-6.96%-8.13%
20210.03%13.73%2.37%4.75%2.43%-0.58%-1.37%4.48%-3.65%5.53%-5.19%4.91%29.48%
2020-0.04%-8.26%-19.70%12.95%7.95%4.26%2.39%5.70%-5.02%6.22%16.70%9.00%30.03%
20198.37%3.67%-5.15%8.89%-8.40%5.90%2.40%-6.04%3.46%-0.47%9.10%0.54%22.35%
20185.00%1.73%-0.21%1.26%0.52%-5.33%0.84%0.94%-4.12%-2.98%1.76%-9.58%-10.52%
20174.77%1.29%-0.87%0.05%-2.57%7.08%3.78%-2.98%6.38%2.25%4.52%2.78%29.21%
2016-15.26%-1.79%9.52%-0.17%3.63%-10.43%8.58%5.44%0.87%-1.89%19.32%0.95%15.27%
2015-10.18%10.55%2.93%0.72%1.66%1.82%-1.18%-9.19%-6.29%6.49%5.62%-4.29%-3.55%
2014-4.20%3.87%0.31%-2.79%-1.74%4.30%1.83%2.74%0.87%3.66%1.23%4.43%15.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, ^XBD is among the top 2% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^XBD is 9898
Overall Rank
The Sharpe Ratio Rank of ^XBD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XBD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ^XBD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ^XBD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ^XBD is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for NYSE Arca Securities Broker/Dealer Index (^XBD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current NYSE Arca Securities Broker/Dealer Index Sharpe ratio is 1.53. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of NYSE Arca Securities Broker/Dealer Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
1.53
0.48
^XBD (NYSE Arca Securities Broker/Dealer Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.57%
-7.82%
^XBD (NYSE Arca Securities Broker/Dealer Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NYSE Arca Securities Broker/Dealer 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 NYSE Arca Securities Broker/Dealer Index was 80.20%, occurring on Nov 20, 2008. Recovery took 2283 trading sessions.

The current NYSE Arca Securities Broker/Dealer Index drawdown is 5.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.2%Jun 4, 2007373Nov 20, 20082283Dec 21, 20172656
-54.69%Sep 12, 2000518Oct 7, 2002322Jan 16, 2004840
-51.67%Jul 20, 199857Oct 7, 199863Jan 7, 1999120
-41.25%Feb 21, 202022Mar 23, 2020159Nov 5, 2020181
-33.89%Apr 14, 1999131Oct 18, 1999108Mar 22, 2000239

Volatility

Volatility Chart

The current NYSE Arca Securities Broker/Dealer Index volatility is 12.49%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.49%
11.21%
^XBD (NYSE Arca Securities Broker/Dealer Index)
Benchmark (^GSPC)