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Communication Services Select Sector SPDR Fund (XL...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US81369Y8527
CUSIP
81369Y852
Inception Date
Jun 18, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P Communication Services Select Sector Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Communication Services Select Sector SPDR Fund, 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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S&P 500 Index

Returns By Period

Communication Services Select Sector SPDR Fund (XLC) has returned -5.53% so far this year and 16.36% over the past 12 months.


Communication Services Select Sector SPDR Fund

1D
2.69%
1M
-5.79%
YTD
-5.53%
6M
-5.74%
1Y
16.36%
3Y*
25.49%
5Y*
9.35%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 19, 2018, XLC's average daily return is +0.05%, while the average monthly return is +1.08%. 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 Jan 2023 with a return of +14.8%, while the worst month was Apr 2022 at -14.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, XLC closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.00%-1.69%-5.79%-5.53%
20255.75%-0.37%-5.16%-1.05%6.24%7.29%-1.03%3.71%6.64%-3.01%0.51%2.35%23.08%
20244.43%4.59%3.18%-4.65%6.94%3.15%0.15%1.78%3.84%1.81%6.91%-1.36%34.71%
202314.77%-2.87%8.65%3.33%3.91%4.73%5.70%-1.54%-2.95%-1.30%7.80%4.40%52.82%
2022-4.80%-7.44%0.74%-14.13%1.90%-9.60%3.87%-3.53%-11.75%0.67%6.85%-6.60%-37.63%
2021-0.89%7.01%2.63%6.45%0.95%2.95%1.77%3.91%-6.28%0.24%-6.14%3.28%15.96%

Benchmark Metrics

Communication Services Select Sector SPDR Fund has an annualized alpha of 0.89%, beta of 0.99, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 20, 2018.

  • With beta of 0.99 and R² of 0.75, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.89%
Beta
0.99
0.75
Upside Capture
103.80%
Downside Capture
103.01%

Expense Ratio

XLC has an expense ratio of 0.13%, which is considered low.


Return for Risk

Risk / Return Rank

XLC ranks 51 for risk / return — on par with similar ETFs. 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.


XLC Risk / Return Rank: 5151
Overall Rank
XLC Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 5050
Sortino Ratio Rank
XLC Omega Ratio Rank: 4848
Omega Ratio Rank
XLC Calmar Ratio Rank: 5959
Calmar Ratio Rank
XLC Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Communication Services Select Sector SPDR Fund (XLC) and compare them to a chosen benchmark (S&P 500 Index).


XLCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.90

0.00

Sortino ratio

Return per unit of downside risk

1.40

1.39

+0.02

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.56

1.40

+0.16

Martin ratio

Return relative to average drawdown

5.30

6.61

-1.30

Explore XLC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Communication Services Select Sector SPDR Fund provided a 1.26% dividend yield over the last twelve months, with an annual payout of $1.40 per share. The fund has been increasing its distributions for 3 consecutive years.


0.60%0.70%0.80%0.90%1.00%1.10%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.40$1.33$0.96$0.60$0.53$0.57$0.46$0.44$0.27

Dividend yield

1.26%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.36$0.36
2025$0.00$0.00$0.29$0.00$0.00$0.25$0.00$0.00$0.41$0.00$0.00$0.38$1.33
2024$0.00$0.00$0.21$0.00$0.00$0.22$0.00$0.00$0.27$0.00$0.00$0.25$0.96
2023$0.00$0.00$0.15$0.00$0.00$0.10$0.00$0.00$0.17$0.00$0.00$0.17$0.60
2022$0.00$0.00$0.17$0.00$0.00$0.13$0.00$0.00$0.11$0.00$0.00$0.12$0.53
2021$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.16$0.57

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 Communication Services Select Sector SPDR Fund. 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 Communication Services Select Sector SPDR Fund was 46.65%, occurring on Nov 3, 2022. Recovery took 396 trading sessions.

The current Communication Services Select Sector SPDR Fund drawdown is 7.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.65%Sep 2, 2021296Nov 3, 2022396Jun 4, 2024692
-30.15%Feb 20, 202022Mar 20, 202077Jul 10, 202099
-24.33%Jul 26, 2018105Dec 24, 2018147Jul 26, 2019252
-17.97%Feb 18, 202536Apr 8, 202552Jun 24, 202588
-11.33%Sep 3, 202014Sep 23, 202044Nov 24, 202058

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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