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SPDR S&P Semiconductor ETF (XSD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78464A8624
CUSIP78464A862
IssuerState Street
Inception DateJan 31, 2006
RegionNorth America (U.S.)
CategoryTechnology Equities
Index TrackedS&P Semiconductor Select Industry
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

XSD has a high expense ratio of 0.35%, indicating higher-than-average management fees.


Expense ratio chart for XSD: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR S&P Semiconductor ETF

Popular comparisons: XSD vs. SOXX, XSD vs. SMH, XSD vs. FSELX, XSD vs. SOXQ, XSD vs. QQQ, XSD vs. BOTZ, XSD vs. FTXL, XSD vs. IBB, XSD vs. CQQQ, XSD vs. IGV

Performance

Performance Chart

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


300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2024FebruaryMarchAprilMay
893.53%
319.22%
XSD (SPDR S&P Semiconductor ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR S&P Semiconductor ETF had a return of 6.19% year-to-date (YTD) and 23.87% in the last 12 months. Over the past 10 years, SPDR S&P Semiconductor ETF had an annualized return of 22.49%, outperforming the S&P 500 benchmark which had an annualized return of 10.99%.


PeriodReturnBenchmark
Year-To-Date6.19%11.18%
1 month11.27%5.60%
6 months20.65%17.48%
1 year23.87%26.33%
5 years (annualized)25.68%13.16%
10 years (annualized)22.49%10.99%

Monthly Returns

The table below presents the monthly returns of XSD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.30%6.18%3.82%-3.27%6.19%
202317.27%1.13%5.31%-14.56%14.30%8.69%3.48%-6.93%-7.97%-13.37%17.41%12.85%34.87%
2022-15.88%0.99%0.47%-17.11%6.25%-16.83%20.22%-6.23%-10.94%3.12%18.48%-9.92%-30.92%
20215.15%3.79%-1.89%-3.27%1.10%7.62%-0.72%6.08%-2.26%11.79%7.65%2.11%42.54%
2020-3.59%-6.52%-11.87%18.53%7.77%4.45%8.86%4.01%-0.69%5.40%18.76%8.58%61.95%
201910.77%9.86%-0.17%10.33%-15.00%14.82%8.69%-3.96%2.12%4.53%4.19%8.41%64.66%
20185.14%-2.94%-1.51%-4.27%11.53%-3.17%3.07%5.91%-3.44%-11.34%5.19%-8.30%-6.35%
20173.80%2.54%1.17%-1.59%8.72%-4.33%5.45%-1.72%2.76%8.07%0.45%-1.74%25.21%
2016-5.17%0.41%7.22%-4.89%7.25%-2.09%12.46%3.07%3.50%-4.14%7.83%2.34%29.38%
2015-0.43%10.81%-0.23%-3.43%8.74%-6.37%-7.72%-3.42%-1.52%12.66%6.34%-3.15%10.22%
2014-0.64%9.80%3.41%-2.63%4.27%7.55%-7.15%10.58%-4.70%-1.77%4.99%5.46%31.11%
20136.06%1.09%3.48%-0.94%9.64%-1.55%6.55%-4.61%5.93%0.73%0.81%5.15%36.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XSD is 39, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of XSD is 3939
XSD (SPDR S&P Semiconductor ETF)
The Sharpe Ratio Rank of XSD is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of XSD is 3939Sortino Ratio Rank
The Omega Ratio Rank of XSD is 3535Omega Ratio Rank
The Calmar Ratio Rank of XSD is 5050Calmar Ratio Rank
The Martin Ratio Rank of XSD is 3434Martin 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 SPDR S&P Semiconductor ETF (XSD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XSD
Sharpe ratio
The chart of Sharpe ratio for XSD, currently valued at 0.90, compared to the broader market0.002.004.000.90
Sortino ratio
The chart of Sortino ratio for XSD, currently valued at 1.44, compared to the broader market0.005.0010.001.44
Omega ratio
The chart of Omega ratio for XSD, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for XSD, currently valued at 0.84, compared to the broader market0.005.0010.0015.000.84
Martin ratio
The chart of Martin ratio for XSD, currently valued at 2.57, compared to the broader market0.0020.0040.0060.0080.00100.002.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current SPDR S&P Semiconductor ETF Sharpe ratio is 0.90. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR S&P Semiconductor ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.90
2.38
XSD (SPDR S&P Semiconductor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P Semiconductor ETF granted a 0.24% dividend yield in the last twelve months. The annual payout for that period amounted to $0.56 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.56$0.70$0.74$0.23$0.44$0.54$0.75$0.41$0.36$0.25$0.18$0.16

Dividend yield

0.24%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%0.46%0.52%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.08$0.00$0.00$0.08
2023$0.00$0.00$0.22$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.19$0.70
2022$0.00$0.00$0.09$0.00$0.00$0.24$0.00$0.00$0.20$0.00$0.00$0.20$0.74
2021$0.00$0.00$0.08$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.10$0.23
2020$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.08$0.00$0.00$0.10$0.44
2019$0.00$0.00$0.10$0.00$0.00$0.16$0.00$0.00$0.12$0.00$0.00$0.16$0.54
2018$0.00$0.00$0.11$0.00$0.00$0.19$0.00$0.00$0.25$0.00$0.00$0.21$0.75
2017$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.13$0.41
2016$0.00$0.00$0.05$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.12$0.36
2015$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.08$0.25
2014$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.06$0.18
2013$0.03$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.05$0.16

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%December2024FebruaryMarchAprilMay
-3.30%
-0.09%
XSD (SPDR S&P Semiconductor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P Semiconductor 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 Semiconductor ETF was 64.56%, occurring on Nov 20, 2008. Recovery took 532 trading sessions.

The current SPDR S&P Semiconductor ETF drawdown is 3.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.56%Jul 18, 2007341Nov 20, 2008532Jan 4, 2011873
-42.27%Dec 9, 2021214Oct 14, 2022
-37.42%Feb 18, 2011440Nov 16, 2012294Jan 21, 2014734
-36.8%Jan 24, 202036Mar 16, 202056Jun 4, 202092
-29.05%May 8, 200652Jul 21, 2006245Jul 13, 2007297

Volatility

Volatility Chart

The current SPDR S&P Semiconductor ETF volatility is 7.85%, 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%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
7.85%
3.36%
XSD (SPDR S&P Semiconductor ETF)
Benchmark (^GSPC)