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Utilities Select Sector SPDR Fund (XLU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS81369Y8865
CUSIP81369Y886
IssuerState Street
Inception DateDec 16, 1998
RegionNorth America (U.S.)
CategoryUtilities Equities
Index TrackedUtilities Select Sector Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The Utilities Select Sector SPDR Fund 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

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Utilities Select Sector SPDR Fund

Popular comparisons: XLU vs. VPU, XLU vs. XLE, XLU vs. XLP, XLU vs. SPY, XLU vs. FUTY, XLU vs. SCHD, XLU vs. SO, XLU vs. VOO, XLU vs. JEPI, XLU vs. APD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Utilities 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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
10.11%
16.40%
XLU (Utilities Select Sector SPDR Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Utilities Select Sector SPDR Fund had a return of 2.02% year-to-date (YTD) and -3.81% in the last 12 months. Over the past 10 years, Utilities Select Sector SPDR Fund had an annualized return of 7.76%, while the S&P 500 had an annualized return of 10.43%, indicating that Utilities Select Sector SPDR Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.02%5.29%
1 month1.34%-2.47%
6 months10.11%16.40%
1 year-3.81%20.88%
5 years (annualized)5.60%11.60%
10 years (annualized)7.76%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.97%1.06%6.59%
2023-5.64%1.29%5.14%1.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XLU is 11, indicating that it is in the bottom 11% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of XLU is 1111
Utilities Select Sector SPDR Fund(XLU)
The Sharpe Ratio Rank of XLU is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of XLU is 1212Sortino Ratio Rank
The Omega Ratio Rank of XLU is 1212Omega Ratio Rank
The Calmar Ratio Rank of XLU is 1010Calmar Ratio Rank
The Martin Ratio Rank of XLU is 1212Martin 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 Utilities Select Sector SPDR Fund (XLU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XLU
Sharpe ratio
The chart of Sharpe ratio for XLU, currently valued at -0.25, compared to the broader market-1.000.001.002.003.004.005.00-0.25
Sortino ratio
The chart of Sortino ratio for XLU, currently valued at -0.24, compared to the broader market-2.000.002.004.006.008.00-0.24
Omega ratio
The chart of Omega ratio for XLU, currently valued at 0.97, compared to the broader market1.001.502.002.500.97
Calmar ratio
The chart of Calmar ratio for XLU, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.0012.00-0.17
Martin ratio
The chart of Martin ratio for XLU, currently valued at -0.51, compared to the broader market0.0020.0040.0060.0080.00-0.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.007.21

Sharpe Ratio

The current Utilities Select Sector SPDR Fund Sharpe ratio is -0.25. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.25
1.79
XLU (Utilities Select Sector SPDR Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Utilities Select Sector SPDR Fund granted a 3.39% dividend yield in the last twelve months. The annual payout for that period amounted to $2.17 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.17$2.15$2.06$2.00$1.97$1.91$1.76$1.75$1.66$1.59$1.51$1.47

Dividend yield

3.39%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%3.19%3.86%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.52
2023$0.00$0.00$0.49$0.00$0.00$0.54$0.00$0.00$0.52$0.00$0.00$0.60
2022$0.00$0.00$0.47$0.00$0.00$0.52$0.00$0.00$0.50$0.00$0.00$0.57
2021$0.00$0.00$0.46$0.00$0.00$0.49$0.00$0.00$0.50$0.00$0.00$0.55
2020$0.00$0.00$0.47$0.00$0.00$0.48$0.00$0.00$0.50$0.00$0.00$0.52
2019$0.00$0.00$0.43$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.50
2018$0.00$0.00$0.39$0.00$0.00$0.44$0.00$0.00$0.47$0.00$0.00$0.46
2017$0.00$0.00$0.39$0.00$0.00$0.44$0.00$0.00$0.42$0.00$0.00$0.51
2016$0.00$0.00$0.37$0.00$0.00$0.41$0.00$0.00$0.42$0.00$0.00$0.46
2015$0.00$0.00$0.35$0.00$0.00$0.39$0.00$0.00$0.40$0.00$0.00$0.45
2014$0.00$0.00$0.34$0.00$0.00$0.37$0.00$0.00$0.38$0.00$0.00$0.42
2013$0.33$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.40

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-13.24%
-4.42%
XLU (Utilities Select Sector SPDR Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Utilities 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 Utilities Select Sector SPDR Fund was 52.27%, occurring on Oct 9, 2002. Recovery took 591 trading sessions.

The current Utilities Select Sector SPDR Fund drawdown is 13.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.27%Dec 14, 2000454Oct 9, 2002591Feb 14, 20051045
-46.48%Dec 11, 2007312Mar 9, 2009825Jun 14, 20121137
-36.07%Feb 19, 202024Mar 23, 2020349Aug 10, 2021373
-25.25%Sep 13, 2022265Oct 2, 2023
-23.98%Jul 22, 1999152Feb 25, 2000136Sep 8, 2000288

Volatility

Volatility Chart

The current Utilities Select Sector SPDR Fund volatility is 4.83%, 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%7.00%8.00%NovemberDecember2024FebruaryMarchApril
4.83%
3.35%
XLU (Utilities Select Sector SPDR Fund)
Benchmark (^GSPC)