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ISIN
US78464A7220
CUSIP
78464A722
Inception Date
Jun 19, 2006
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P Pharmaceuticals Select Industry Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$364M

Share Price Chart


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Performance

XPH Performance Chart

SPDR S&P Pharmaceuticals ETF (XPH) is up 11.1% since the beginning of the year. XPH is currently trading at $62 per share. Investors who bought $1,000 worth of XPH shares 5 years ago would now be looking at an investment worth $1,282.


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S&P 500 Index

Returns By Period

SPDR S&P Pharmaceuticals ETF (XPH) has returned 11.13% so far this year and 54.24% over the past 12 months. Over the last ten years, XPH has returned 5.26% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


SPDR S&P Pharmaceuticals ETF

1D
1.85%
1M
7.58%
YTD
11.13%
6M
9.03%
1Y
54.24%
3Y*
15.94%
5Y*
5.10%
10Y*
5.26%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPH Monthly Returns History

Based on dividend-adjusted daily data since Jun 22, 2006, XPH's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2020 with a return of +16.4%, while the worst month was Sep 2015 at -18.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, XPH closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.04%3.45%-5.56%6.51%1.11%6.73%11.13%
20254.82%-1.11%-1.36%-5.91%-1.58%0.29%1.50%15.25%1.21%3.61%10.33%2.41%31.60%
20240.91%5.76%-2.51%-7.74%1.61%-1.23%8.67%3.26%-0.19%3.70%0.41%-6.59%4.94%
20236.32%-5.17%-0.40%2.58%-6.23%4.21%6.66%-0.02%-8.80%-9.86%3.27%12.98%2.97%
2022-5.59%-0.62%4.97%-8.77%1.74%0.37%2.07%-3.08%-3.04%5.38%1.42%-4.14%-9.83%
2021-0.33%2.83%-5.51%-2.30%2.66%2.68%-2.76%-3.68%-1.98%1.10%-4.52%1.22%-10.54%

Benchmark Metrics

SPDR S&P Pharmaceuticals ETF has an annualized alpha of 2.44%, beta of 0.79, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since June 22, 2006.

  • This ETF participated in 93.35% of S&P 500 Index downside but only 91.79% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.49 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
2.44%
Beta
0.79
0.49
Upside Capture
91.79%
Downside Capture
93.35%

Expense Ratio

XPH has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

XPH ranks 80 for risk / return — in the top 80% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


XPH Risk / Return Rank: 8080
Overall Rank
XPH Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XPH Sortino Ratio Rank: 8080
Sortino Ratio Rank
XPH Omega Ratio Rank: 7272
Omega Ratio Rank
XPH Calmar Ratio Rank: 8686
Calmar Ratio Rank
XPH Martin Ratio Rank: 8383
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 SPDR S&P Pharmaceuticals ETF (XPH) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XPHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

4.55

2.78

+1.77

Martin ratioReturn relative to average drawdown

16.31

12.44

+3.87

Dividends

Dividend History

SPDR S&P Pharmaceuticals ETF provided a 0.69% dividend yield over the last twelve months, with an annual payout of $0.43 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.43$0.46$0.68$0.53$0.67$0.44$0.24$0.29$0.24$0.29$0.25$3.66

Dividend yield

0.69%0.83%1.58%1.28%1.64%0.95%0.47%0.64%0.65%0.67%0.63%7.15%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P Pharmaceuticals ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.00$0.00$0.06$0.12
2025$0.00$0.00$0.15$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.11$0.46
2024$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.19$0.00$0.00$0.15$0.68
2023$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.17$0.53
2022$0.00$0.00$0.18$0.00$0.00$0.16$0.00$0.00$0.13$0.00$0.00$0.19$0.67
2021$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.19$0.44

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 SPDR S&P Pharmaceuticals 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 SPDR S&P Pharmaceuticals ETF was 48.03%, occurring on Mar 23, 2020. Recovery took 1446 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-48.03%Mar 2020
4y 8mo5y 9mo
10y 5moJul 2015 - Dec 2025
Financial crisis2007–2009
-35.26%Mar 2009
1y 10mo7mo 13d
2y 5moMay 2007 - Oct 2009
2011 correction2011
-17.59%Aug 2011
1mo 1d5mo 4d
6mo 5dJul 2011 - Jan 2012
2014 correction2014
-14.51%Apr 2014
1mo 9d2mo 7d
3mo 16dMar 2014 - Jun 2014
2012 correction2012
-13.17%Nov 2012
1mo 27d3mo 6d
5mo 3dSep 2012 - Feb 2013

Drawdown Indicators


XPHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-48.03%

-56.78%

+8.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-9.10%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-23.57%

-18.90%

-4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-31.63%

-25.43%

-6.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-33.92%

-2.05%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-17.21%

-10.71%

-6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.03%

+1.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XPH

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