PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

State Street Health Care Select Sector SPDR ETF (XLV) Sharpe Ratio: 1.43

ETF · Currency in USD · Last updated Jul 9, 2026

The ETF seeks to provide investment results that correspond generally to the price and yield performance of the Health Care Select Sector Index, offering precise exposure to companies in pharmaceuticals, health care equipment and supplies, health care providers and services, biotechnology, life sciences tools and services, and health care technology industries.

XLV's Sharpe Ratio of 1.43 indicates that for each unit of volatility, it generates 1.43 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 9, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XLV Sharpe Ratio Rank

XLV Sharpe Ratio Rank: 48.548
Average

XLV ranks above 48.5% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

XLV Sharpe Ratio Market Positioning

The chart shows XLV's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.79 or lower
  • Yellow zone (middle 50%): 0.79 to 1.92
  • Green zone (top 25%): 1.92 or higher
  • Top 1%: 6.64+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares State Street Health Care Select Sector SPDR ETF's Sharpe Ratio with other ETFs in the Health & Biotech Equities category across multiple time periods, showing how XLV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 9, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
BBCVirtus LifeSci Biotech Clinical Trials ETF4.72
SBIOALPS Medical Breakthroughs ETF4.01
XBISPDR S&P Biotech ETF3.52
LFSCF/m Emerald Life Sciences Innovation ETF3.36
IBRNiShares Neuroscience and Healthcare ETF3.24
IHEiShares U.S. Pharmaceuticals ETF3.17
XPHSPDR S&P Pharmaceuticals ETF3.11
BBPVirtus LifeSci Biotech Products ETF3.03
PJPInvesco Dynamic Pharmaceuticals ETF2.98
CANCTema Oncology ETF2.97
XLVState Street Health Care Select Sector SPDR ETF1.43

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XLV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XLV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does XLV fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio