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SPDR S&P Software & Services ETF (XSW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78464A5992

CUSIP

78464A599

Issuer

State Street

Inception Date

Sep 28, 2011

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P Software & Services Select Industry Index

Home Page

www.ssga.com

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

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.


Popular comparisons:
XSW vs. IGV XSW vs. VGT XSW vs. XNTK XSW vs. BUG XSW vs. PSCT XSW vs. QQQ XSW vs. XLK XSW vs. ARKK XSW vs. GOOG XSW vs. VOO
Popular comparisons:
XSW vs. IGV XSW vs. VGT XSW vs. XNTK XSW vs. BUG XSW vs. PSCT XSW vs. QQQ XSW vs. XLK XSW vs. ARKK XSW vs. GOOG XSW vs. VOO

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.10%
12.14%
XSW (SPDR S&P Software & Services ETF)
Benchmark (^GSPC)

Returns By Period

SPDR S&P Software & Services ETF had a return of 26.45% year-to-date (YTD) and 42.03% in the last 12 months. Over the past 10 years, SPDR S&P Software & Services ETF had an annualized return of 15.56%, outperforming the S&P 500 benchmark which had an annualized return of 11.16%.


XSW

YTD

26.45%

1M

14.14%

6M

26.18%

1Y

42.03%

5Y (annualized)

13.95%

10Y (annualized)

15.56%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.66%4.69%0.78%-6.97%0.19%4.03%3.51%0.52%2.20%3.29%26.45%
202311.99%-1.16%2.32%-5.34%9.71%4.42%6.64%-5.31%-5.71%-5.65%13.97%10.21%38.60%
2022-9.91%-3.13%2.09%-11.46%-6.45%-9.08%8.73%-2.51%-8.95%7.26%-2.02%-3.33%-34.22%
20210.19%4.02%-1.93%3.55%-1.45%6.76%-0.05%4.08%-3.75%5.63%-8.49%-0.28%7.47%
20203.45%-5.83%-16.71%15.36%12.88%4.34%4.25%7.05%-4.12%-1.12%18.39%10.38%52.41%
201914.05%8.78%2.13%4.44%-6.25%4.14%2.98%-2.84%-3.03%2.55%7.36%-1.10%36.50%
20187.32%1.58%-0.11%2.43%4.44%0.20%1.21%11.30%-0.56%-11.25%0.67%-7.84%7.67%
20172.93%3.63%1.35%0.98%4.94%0.61%2.05%1.05%1.53%4.75%1.38%-0.19%27.93%
2016-11.73%1.01%6.10%1.38%4.61%-0.57%6.68%1.63%1.89%-3.54%3.15%-1.04%8.50%
2015-4.57%9.41%-0.15%0.75%2.38%0.18%0.07%-5.52%-3.52%7.90%3.95%-2.81%7.12%
2014-1.48%4.87%-5.68%-7.25%1.54%6.74%-3.15%3.59%-2.85%5.41%3.57%1.50%5.79%
20136.03%1.53%2.84%0.81%5.89%-0.92%9.04%0.35%6.50%0.65%3.45%4.30%48.21%

Expense Ratio

XSW features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for XSW: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XSW is 59, 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 XSW is 5959
Combined Rank
The Sharpe Ratio Rank of XSW is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of XSW is 5959
Sortino Ratio Rank
The Omega Ratio Rank of XSW is 6060
Omega Ratio Rank
The Calmar Ratio Rank of XSW is 5252
Calmar Ratio Rank
The Martin Ratio Rank of XSW is 6262
Martin 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 Software & Services ETF (XSW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for XSW, currently valued at 1.95, compared to the broader market0.002.004.001.952.54
The chart of Sortino ratio for XSW, currently valued at 2.59, compared to the broader market-2.000.002.004.006.008.0010.002.593.40
The chart of Omega ratio for XSW, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.47
The chart of Calmar ratio for XSW, currently valued at 1.52, compared to the broader market0.005.0010.0015.001.523.66
The chart of Martin ratio for XSW, currently valued at 10.17, compared to the broader market0.0020.0040.0060.0080.00100.0010.1716.26
XSW
^GSPC

The current SPDR S&P Software & Services ETF Sharpe ratio is 1.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR S&P Software & Services 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.95
2.54
XSW (SPDR S&P Software & Services ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P Software & Services ETF provided a 0.09% dividend yield over the last twelve months, with an annual payout of $0.17 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.17$0.31$0.10$0.22$0.40$0.12$0.23$0.32$0.47$0.27$0.25$0.94

Dividend yield

0.09%0.20%0.09%0.13%0.26%0.12%0.31%0.46%0.87%0.54%0.53%2.07%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P Software & Services 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$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.14
2023$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.04$0.31
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.07$0.10
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.06$0.22
2020$0.00$0.00$0.32$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.05$0.40
2019$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.04$0.12
2018$0.00$0.00$0.02$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.13$0.23
2017$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.22$0.32
2016$0.00$0.00$0.08$0.00$0.00$0.03$0.00$0.00$0.15$0.00$0.00$0.21$0.47
2015$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.02$0.00$0.00$0.19$0.27
2014$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.11$0.25
2013$0.02$0.00$0.00$0.01$0.00$0.00$0.09$0.00$0.00$0.82$0.94

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.12%
-0.88%
XSW (SPDR S&P Software & Services ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P Software & Services 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 Software & Services ETF was 45.38%, occurring on Nov 9, 2022. Recovery took 503 trading sessions.

The current SPDR S&P Software & Services ETF drawdown is 0.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.38%Nov 10, 2021252Nov 9, 2022503Nov 11, 2024755
-37.82%Feb 20, 202020Mar 18, 202067Jun 23, 202087
-24.69%Jun 24, 2015158Feb 8, 2016107Jul 12, 2016265
-24.2%Sep 17, 201869Dec 24, 201841Feb 25, 2019110
-16.73%Mar 6, 201450May 15, 2014152Dec 19, 2014202

Volatility

Volatility Chart

The current SPDR S&P Software & Services ETF volatility is 8.17%, 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%JuneJulyAugustSeptemberOctoberNovember
8.17%
3.96%
XSW (SPDR S&P Software & Services ETF)
Benchmark (^GSPC)