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Utilities Select Sector Index (^SIXU)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

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


100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
170.91%
504.34%
^SIXU (Utilities Select Sector Index)
Benchmark (^GSPC)

Returns By Period

Utilities Select Sector Index (^SIXU) returned 6.51% year-to-date (YTD) and 15.00% over the past 12 months. Over the past 10 years, ^SIXU returned 6.38% annually, underperforming the S&P 500 benchmark at 10.43%.


^SIXU

YTD

6.51%

1M

10.42%

6M

3.95%

1Y

15.00%

5Y*

7.63%

10Y*

6.38%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.85%1.17%0.06%0.05%2.25%6.51%
2024-3.06%0.53%6.30%1.59%8.46%-5.75%6.73%4.29%6.43%-1.07%3.16%-8.07%19.58%
2023-2.04%-6.37%4.62%1.82%-6.36%1.47%2.35%-6.72%-5.83%1.23%4.52%1.69%-10.20%
2022-3.00%-2.32%10.08%-4.30%3.83%-5.13%5.39%0.07%-11.55%2.00%6.51%-0.77%-1.12%
2021-0.96%-6.54%10.13%4.23%-2.78%-2.43%4.21%3.50%-6.42%4.70%-2.13%9.00%13.62%
20206.61%-10.35%-10.20%3.17%3.90%-5.00%7.72%-3.13%0.80%4.99%0.26%0.42%-2.80%
20193.37%3.55%2.65%0.88%-1.28%3.09%-0.38%4.66%3.96%-0.80%-2.30%3.14%22.24%
2018-3.08%-4.39%3.40%2.05%-1.69%2.46%1.83%0.59%-0.90%1.91%3.06%-4.31%0.48%
20171.21%4.71%-0.51%0.74%3.63%-2.92%2.38%2.69%-3.00%3.85%2.22%-6.36%8.32%
20164.89%1.40%7.68%-2.45%0.99%7.46%-0.74%-6.13%0.12%0.83%-5.94%4.64%12.23%
20152.33%-6.93%-1.30%-0.50%0.06%-6.28%6.02%-4.00%2.61%1.06%-2.73%1.82%-8.32%
20142.88%2.82%3.10%4.20%-1.62%4.20%-6.94%4.46%-2.18%7.90%0.75%3.24%24.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 92, ^SIXU is among the top 8% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SIXU is 9292
Overall Rank
The Sharpe Ratio Rank of ^SIXU is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXU is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXU is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXU is 9292
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 Utilities Select Sector Index (^SIXU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Utilities Select Sector Index Sharpe ratio is 0.95. 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 Utilities Select Sector Index 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.95
0.44
^SIXU (Utilities Select Sector Index)
Benchmark (^GSPC)

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%December2025FebruaryMarchAprilMay
-2.15%
-8.35%
^SIXU (Utilities Select Sector Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Utilities Select Sector Index. 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 Index was 36.56%, occurring on Mar 23, 2020. Recovery took 441 trading sessions.

The current Utilities Select Sector Index drawdown is 2.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.56%Feb 19, 202024Mar 23, 2020441Dec 28, 2021465
-27.79%Sep 13, 2022264Oct 2, 2023237Sep 13, 2024501
-25.39%Jan 6, 200943Mar 9, 2009156Oct 19, 2009199
-17.8%Jan 30, 2015152Sep 4, 2015140Mar 29, 2016292
-16.31%Apr 11, 202248Jun 17, 202239Aug 15, 202287

Volatility

Volatility Chart

The current Utilities Select Sector Index volatility is 6.02%, 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%12.00%14.00%December2025FebruaryMarchAprilMay
6.02%
11.43%
^SIXU (Utilities Select Sector Index)
Benchmark (^GSPC)