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Materials Select Sector SPDR ETF (XLB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS81369Y1001
CUSIP81369Y100
IssuerState Street
Inception DateDec 16, 1998
RegionNorth America (U.S.)
CategoryMaterials
Index TrackedMaterials Select Sector Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Materials Select Sector SPDR ETF features an expense ratio of 0.13%, falling within the medium range.


0.50%1.00%1.50%2.00%0.13%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with XLB

Materials Select Sector SPDR ETF

Popular comparisons: XLB vs. VAW, XLB vs. XLY, XLB vs. GNR, XLB vs. JNK, XLB vs. SPY, XLB vs. RTM, XLB vs. AMX, XLB vs. XLE, XLB vs. XLK, XLB vs. GLD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Materials Select Sector SPDR ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
706.65%
336.08%
XLB (Materials Select Sector SPDR ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Materials Select Sector SPDR ETF had a return of 8.69% year-to-date (YTD) and 21.60% in the last 12 months. Over the past 10 years, Materials Select Sector SPDR ETF had an annualized return of 9.28%, while the S&P 500 had an annualized return of 10.96%, indicating that Materials Select Sector SPDR ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.69%10.04%
1 month7.72%3.53%
6 months20.28%22.79%
1 year21.60%32.16%
5 years (annualized)13.14%13.15%
10 years (annualized)9.28%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.89%6.51%
2023-3.30%-4.78%-3.17%8.35%4.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Materials Select Sector SPDR ETF (XLB) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
XLB
Materials Select Sector SPDR ETF
1.49
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Materials Select Sector SPDR ETF Sharpe ratio is 1.49. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.49
2.76
XLB (Materials Select Sector SPDR ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Materials Select Sector SPDR ETF granted a 1.84% dividend yield in the last twelve months. The annual payout for that period amounted to $1.71 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.71$1.71$1.76$1.47$1.24$1.21$1.11$1.01$0.97$0.97$0.96$0.96

Dividend yield

1.84%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%1.97%2.08%

Monthly Dividends

The table displays the monthly dividend distributions for Materials Select Sector SPDR ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.33$0.00$0.00$0.40$0.00$0.00$0.39$0.00$0.00$0.59
2022$0.00$0.00$0.32$0.00$0.00$0.51$0.00$0.00$0.41$0.00$0.00$0.51
2021$0.00$0.00$0.33$0.00$0.00$0.35$0.00$0.00$0.35$0.00$0.00$0.44
2020$0.00$0.00$0.27$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.36
2019$0.00$0.00$0.24$0.00$0.00$0.35$0.00$0.00$0.29$0.00$0.00$0.33
2018$0.00$0.00$0.23$0.00$0.00$0.28$0.00$0.00$0.29$0.00$0.00$0.32
2017$0.00$0.00$0.16$0.00$0.00$0.25$0.00$0.00$0.30$0.00$0.00$0.29
2016$0.00$0.00$0.16$0.00$0.00$0.24$0.00$0.00$0.24$0.00$0.00$0.33
2015$0.00$0.00$0.18$0.00$0.00$0.23$0.00$0.00$0.24$0.00$0.00$0.32
2014$0.00$0.00$0.19$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.30
2013$0.16$0.00$0.00$0.30$0.00$0.00$0.22$0.00$0.00$0.28

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
XLB (Materials Select Sector SPDR ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Materials Select Sector SPDR ETF. 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 SPDR ETF was 59.83%, occurring on Mar 2, 2009. Recovery took 1054 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.83%May 21, 2008196Mar 2, 20091054May 8, 20131250
-37.41%May 10, 1999352Sep 27, 2000796Dec 1, 20031148
-37.27%Jan 29, 2018541Mar 23, 202081Jul 17, 2020622
-26.89%Feb 25, 2015231Jan 25, 2016219Dec 5, 2016450
-24.72%Apr 21, 2022109Sep 26, 2022358Feb 29, 2024467

Volatility

Volatility Chart

The current Materials Select Sector SPDR ETF volatility is 2.86%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
2.86%
2.82%
XLB (Materials Select Sector SPDR ETF)
Benchmark (^GSPC)