Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
In the last 15 Years, the Communication Services Select Sector SPDR Fund (XLC) ETF obtained a 5.65% compound annual return, with a 17.46% standard deviation.
In 2022, the ETF granted a 0.69% dividend yield. If you are interested in getting periodic income, please refer to the Communication Services Select Sector SPDR Fund (XLC) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Growth
- Region: North America
- Country: U.S.
- Sector: Consumer Discretionaries
- Industry: Media
Historical Returns as of Feb 28, 2023
Historical returns and Metrics of Communication Services Select Sector SPDR Fund (XLC) ETF.
- No fees or capital gain taxes
- the reinvestment of dividends
ETF Returns, up to December 2018, are retrieved using the historical series of equivalent ETFs / Assets.
Metrics as of Feb 28, 2023 | ||||||||
---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~18Y) |
|
Portfolio Return (%) |
-2.87 | 4.13 | -1.16 | -21.09 | 2.64 | 3.20 | 5.31 | 5.69 |
US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.55 |
Infl. Adjusted Return (%) |
-3.41 | 3.04 | -2.70 | -25.58 | -2.40 | -0.63 | 2.62 | 3.05 |
Returns / Inflation rates over 1 year are annualized. | ||||||||
RISK INDICATORS | ||||||||
Standard Deviation (%) | 27.32 | 24.19 | 21.09 | 17.18 | 16.93 | |||
Sharpe Ratio | -0.85 | 0.08 | 0.10 | 0.27 | 0.10 | |||
Sortino Ratio | -1.24 | 0.11 | 0.13 | 0.38 | 0.14 | |||
MAXIMUM DRAWDOWN | ||||||||
Drawdown Depth (%) | -30.06 | -43.46 | -43.46 | -43.46 | -48.81 | |||
Start (yyyy mm) | 2022 04 | 2021 09 | 2021 09 | 2021 09 | 2007 06 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | |||
Start to Bottom (# months) | 6 | 13 | 13 | 13 | 21 | |||
Start to Recovery (# months) in progress |
> 11
|
> 18
|
> 18
|
> 18
|
64
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||
Best Return (%) | 66.98 | 24.47 | 18.43 | 12.11 | ||||
Worst Return (%) | -43.38 | -11.26 | -2.52 | 4.01 | ||||
% Positive Periods | 70% | 79% | 95% | 100% | ||||
MONTHS | ||||||||
Positive | 0 | 1 | 3 | 6 | 22 | 36 | 66 | 122 |
Negative | 1 | 2 | 3 | 6 | 14 | 24 | 54 | 96 |
% Positive | 0% | 33% | 50% | 50% | 61% | 60% | 55% | 56% |
WITHDRAWAL RATES (WR) | ||||||||
Safe WR (%) | 38.33 | 22.03 | 13.94 | 8.22 | ||||
Perpetual WR (%) | 0.00 | 0.00 | 2.55 | 2.96 |
- Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Correlations as of Feb 28, 2023
Monthly correlations of Communication Services Select Sector SPDR Fund (XLC) ETF vs the main Asset Classes, over different timeframes.
Correlation measures to what degree the returns of the two assets move in relation to each other.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Columns are sortable (click on table header to sort).
Correlation vs XLC | |||||
---|---|---|---|---|---|
|
|||||
Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2005 |
|
US Total Stock Market VTI |
0.87
|
0.90
|
0.81
|
0.81
|
|
US Large Cap SPY |
0.86
|
0.89
|
0.81
|
0.81
|
|
US Small Cap IJR |
0.84
|
0.80
|
0.70
|
0.73
|
|
US REITs VNQ |
0.83
|
0.78
|
0.68
|
0.62
|
|
US Technology QQQ |
0.91
|
0.87
|
0.75
|
0.76
|
|
Preferred Stocks PFF |
0.92
|
0.84
|
0.73
|
0.50
|
|
EAFE Stocks EFA |
0.89
|
0.84
|
0.74
|
0.72
|
|
World All Countries VT |
0.91
|
0.90
|
0.81
|
0.79
|
|
Emerging Markets EEM |
0.80
|
0.74
|
0.65
|
0.67
|
|
Europe VGK |
0.86
|
0.82
|
0.72
|
0.71
|
|
Pacific VPL |
0.89
|
0.81
|
0.71
|
0.68
|
|
Latin America FLLA |
0.75
|
0.57
|
0.51
|
0.60
|
|
US Total Bond Market BND |
0.84
|
0.52
|
0.44
|
0.27
|
|
Long Term Treasuries TLT |
0.81
|
0.15
|
0.13
|
-0.04
|
|
US Cash BIL |
0.24
|
-0.12
|
-0.13
|
-0.08
|
|
TIPS TIP |
0.75
|
0.56
|
0.47
|
0.26
|
|
Invest. Grade Bonds LQD |
0.87
|
0.67
|
0.58
|
0.43
|
|
High Yield Bonds HYG |
0.80
|
0.80
|
0.73
|
0.65
|
|
International Bonds BNDX |
0.80
|
0.49
|
0.42
|
0.27
|
|
Emerg. Market Bonds EMB |
0.86
|
0.73
|
0.68
|
0.59
|
|
Gold GLD |
0.55
|
0.22
|
0.12
|
0.07
|
|
Commodities DBC |
0.31
|
0.46
|
0.39
|
0.35
|
Capital Growth as of Feb 28, 2023
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the Communication Services Select Sector SPDR Fund (XLC) ETF: Dividend Yield page.
The Inflation Adjusted Capital now would be 1605.32$, with a net total return of 60.53% (3.21% annualized).
The Inflation Adjusted Capital now would be 1727.48$, with a net total return of 72.75% (3.05% annualized).
Drawdowns
Worst drawdowns since March 2008.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-43.46% | Sep 2021 | Sep 2022 | 13 | in progress | 5 | 18 |
-39.25% | Jun 2008 | Feb 2009 | 9 | Dec 2010 | 22 | 31 |
-21.64% | Feb 2017 | Dec 2018 | 23 | Nov 2019 | 11 | 34 |
-17.71% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
-16.42% | Jun 2011 | Sep 2011 | 4 | Jul 2012 | 10 | 14 |
-9.52% | May 2015 | Sep 2015 | 5 | Feb 2016 | 5 | 10 |
-9.17% | Aug 2016 | Oct 2016 | 3 | Dec 2016 | 2 | 5 |
-6.22% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-5.10% | Dec 2014 | Jan 2015 | 2 | Feb 2015 | 1 | 3 |
-5.09% | Oct 2012 | Nov 2012 | 2 | Mar 2013 | 4 | 6 |
-4.63% | Aug 2013 | Aug 2013 | 1 | Oct 2013 | 2 | 3 |
-3.72% | May 2013 | May 2013 | 1 | Jul 2013 | 2 | 3 |
-3.42% | Jan 2014 | Feb 2014 | 2 | Mar 2014 | 1 | 3 |
-2.44% | Mar 2015 | Mar 2015 | 1 | Apr 2015 | 1 | 2 |
-1.91% | Aug 2014 | Sep 2014 | 2 | Oct 2014 | 1 | 3 |
-1.69% | Nov 2013 | Nov 2013 | 1 | Dec 2013 | 1 | 2 |
-1.63% | Jan 2011 | Jan 2011 | 1 | Feb 2011 | 1 | 2 |
-0.89% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
-0.81% | Apr 2014 | Apr 2014 | 1 | May 2014 | 1 | 2 |
-0.36% | Apr 2016 | May 2016 | 2 | Jun 2016 | 1 | 3 |
Worst drawdowns since January 2005.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-48.81% | Jun 2007 | Feb 2009 | 21 | Sep 2012 | 43 | 64 |
-43.46% | Sep 2021 | Sep 2022 | 13 | in progress | 5 | 18 |
-21.64% | Feb 2017 | Dec 2018 | 23 | Nov 2019 | 11 | 34 |
-17.71% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
-9.52% | May 2015 | Sep 2015 | 5 | Feb 2016 | 5 | 10 |
-9.17% | Aug 2016 | Oct 2016 | 3 | Dec 2016 | 2 | 5 |
-7.38% | Jan 2005 | Apr 2005 | 4 | Jul 2005 | 3 | 7 |
-6.22% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-5.10% | Dec 2014 | Jan 2015 | 2 | Feb 2015 | 1 | 3 |
-5.09% | Oct 2012 | Nov 2012 | 2 | Mar 2013 | 4 | 6 |
-4.63% | Aug 2013 | Aug 2013 | 1 | Oct 2013 | 2 | 3 |
-4.04% | Apr 2006 | May 2006 | 2 | Jul 2006 | 2 | 4 |
-3.72% | May 2013 | May 2013 | 1 | Jul 2013 | 2 | 3 |
-3.42% | Jan 2014 | Feb 2014 | 2 | Mar 2014 | 1 | 3 |
-3.17% | Aug 2005 | Oct 2005 | 3 | Nov 2005 | 1 | 4 |
-2.58% | Dec 2005 | Dec 2005 | 1 | Jan 2006 | 1 | 2 |
-2.44% | Mar 2015 | Mar 2015 | 1 | Apr 2015 | 1 | 2 |
-1.91% | Aug 2014 | Sep 2014 | 2 | Oct 2014 | 1 | 3 |
-1.69% | Nov 2013 | Nov 2013 | 1 | Dec 2013 | 1 | 2 |
-1.38% | Feb 2007 | Feb 2007 | 1 | Apr 2007 | 2 | 3 |
Rolling Returns ( more details)
Communication Services Select Sector SPDR Fund (XLC) ETF: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
8.25 |
66.98 Apr 2020 - Mar 2021 |
-43.38 Nov 2007 - Oct 2008 |
29.95% |
2 Years |
7.94 |
32.57 Sep 2019 - Aug 2021 |
-24.52 Mar 2007 - Feb 2009 |
25.64% |
3 Years |
6.89 |
24.47 Jan 2019 - Dec 2021 |
-11.26 Jun 2007 - May 2010 |
20.77% |
5 Years |
7.19 |
18.43 Mar 2009 - Feb 2014 |
-2.52 Jun 2007 - May 2012 |
5.03% |
7 Years |
7.69 |
15.31 Mar 2009 - Feb 2016 |
1.99 Nov 2015 - Oct 2022 |
0.00% |
10 Years |
7.86 |
12.11 Oct 2011 - Sep 2021 |
4.01 Oct 2012 - Sep 2022 |
0.00% |
15 Years |
6.55 |
8.76 Jun 2006 - May 2021 |
2.95 Oct 2007 - Sep 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Communication Services Select Sector SPDR Fund (XLC) ETF: Rolling Returns page.
Seasonality
Communication Services Select Sector SPDR Fund (XLC) ETF: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
4.27
60% |
-1.92
20% |
-2.02
60% |
2.88
80% |
0.34
60% |
0.42
80% |
3.16
80% |
1.91
60% |
-4.64
40% |
-0.68
60% |
2.86
60% |
-1.20
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
104.27
|
102.27
|
100.21
|
103.09
|
103.44
|
103.88
|
107.16
|
109.21
|
104.15
|
103.44
|
106.39
|
105.11
|
Best |
14.8 2023 |
7.0 2021 |
2.6 2021 |
13.7 2020 |
7.4 2020 |
4.8 2019 |
7.6 2020 |
8.8 2020 |
0.5 2018 |
2.2 2019 |
10.5 2020 |
3.3 2020 |
Worst |
-4.8 2022 |
-7.4 2022 |
-12.6 2020 |
-14.1 2022 |
-6.0 2019 |
-9.6 2022 |
-0.6 2018 |
-3.5 2022 |
-11.7 2022 |
-6.2 2018 |
-6.1 2021 |
-8.3 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.94
60% |
-0.81
30% |
-0.03
60% |
2.75
70% |
-0.32
40% |
0.90
70% |
2.54
80% |
-0.50
30% |
-2.49
40% |
0.79
60% |
1.82
60% |
0.07
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.94
|
101.11
|
101.08
|
103.87
|
103.53
|
104.47
|
107.12
|
106.58
|
103.93
|
104.75
|
106.66
|
106.73
|
Best |
14.8 2023 |
7.0 2021 |
5.6 2016 |
13.7 2020 |
7.4 2020 |
7.2 2016 |
7.6 2020 |
8.8 2020 |
3.0 2013 |
8.8 2015 |
10.5 2020 |
7.5 2016 |
Worst |
-4.8 2022 |
-7.4 2022 |
-12.6 2020 |
-14.1 2022 |
-6.0 2019 |
-9.6 2022 |
-0.6 2015 |
-5.9 2016 |
-11.7 2022 |
-6.2 2018 |
-6.1 2021 |
-8.3 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
-0.03
47% |
-0.41
42% |
1.24
72% |
2.45
67% |
0.63
50% |
0.41
61% |
2.11
72% |
-0.45
28% |
-0.76
56% |
-0.62
50% |
1.21
56% |
1.31
72% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
99.97
|
99.56
|
100.79
|
103.26
|
103.92
|
104.34
|
106.54
|
106.06
|
105.25
|
104.60
|
105.86
|
107.25
|
Best |
14.8 2023 |
7.0 2021 |
7.2 2009 |
13.7 2020 |
8.7 2007 |
7.2 2016 |
9.1 2010 |
8.8 2020 |
9.5 2010 |
8.8 2015 |
10.5 2020 |
7.8 2009 |
Worst |
-10.9 2008 |
-8.4 2008 |
-12.6 2020 |
-14.1 2022 |
-6.0 2019 |
-10.0 2008 |
-5.7 2011 |
-5.9 2016 |
-13.9 2008 |
-14.9 2008 |
-7.0 2007 |
-8.3 2018 |
Monthly/Yearly Returns
Communication Services Select Sector SPDR Fund (XLC) ETF data source starts from January 2005: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+11.48 | +9.98 | 14.8 | -2.9 | ||||||||||
2022 |
-37.63 | -41.41 | -4.8 | -7.4 | 0.7 | -14.1 | 1.9 | -9.6 | 3.9 | -3.5 | -11.7 | 0.7 | 6.8 | -6.6 |
2021 |
+15.96 | +8.34 | -0.9 | 7.0 | 2.6 | 6.5 | 0.9 | 2.9 | 1.8 | 3.9 | -6.3 | 0.2 | -6.1 | 3.3 |
2020 |
+26.91 | +25.20 | 0.5 | -5.8 | -12.6 | 13.7 | 7.4 | 0.2 | 7.6 | 8.8 | -5.9 | -0.3 | 10.5 | 3.3 |
2019 |
+31.05 | +28.12 | 11.7 | -0.5 | 2.0 | 7.1 | -6.0 | 4.8 | 3.2 | -2.5 | 0.2 | 2.2 | 3.8 | 2.3 |
2018 |
-16.77 | -18.33 | 1.1 | -5.7 | -2.9 | 1.4 | -2.6 | 3.8 | -0.6 | 2.8 | 0.5 | -6.2 | -0.7 | -8.3 |
2017 |
-5.50 | -7.45 | 0.4 | -2.8 | -2.1 | 2.2 | -3.1 | -1.5 | 2.1 | -0.2 | -0.5 | -3.1 | 2.5 | 0.7 |
2016 |
+22.79 | +20.29 | 1.2 | 4.0 | 5.6 | -0.2 | -0.2 | 7.2 | 2.7 | -5.9 | 0.2 | -3.6 | 3.3 | 7.5 |
2015 |
+2.70 | +1.95 | -1.9 | 6.6 | -2.4 | 3.7 | -1.8 | -1.2 | -0.6 | -3.1 | -3.1 | 8.8 | -1.0 | -0.4 |
2014 |
+3.97 | +3.19 | -2.8 | -0.6 | 5.3 | -0.8 | 3.9 | 0.3 | 1.2 | -0.7 | -1.3 | 2.1 | 0.9 | -3.3 |
2013 |
+24.24 | +22.40 | 3.2 | -0.8 | 3.5 | 8.3 | -3.7 | 2.1 | 4.2 | -4.6 | 3.0 | 7.1 | -1.7 | 2.3 |
2012 |
+16.55 | +14.56 | -1.0 | 4.6 | 1.0 | -0.4 | -0.9 | 5.7 | 4.5 | 0.0 | 6.0 | -4.3 | -0.8 | 1.7 |
2011 |
-2.17 | -4.98 | -1.6 | 2.4 | 3.7 | 2.1 | 3.7 | -1.8 | -5.7 | -3.1 | -6.9 | 4.2 | 0.1 | 1.4 |
2010 |
+19.53 | +17.77 | -7.8 | 1.2 | 6.6 | 0.8 | -4.4 | -2.0 | 9.1 | -1.0 | 9.5 | 1.1 | -0.7 | 7.2 |
2009 |
+29.45 | +26.02 | -6.1 | -3.3 | 7.2 | 7.6 | 3.6 | 2.2 | 2.4 | -0.9 | 8.1 | -7.0 | 6.1 | 7.8 |
2008 |
-38.55 | -38.60 | -10.9 | -8.4 | 0.7 | 6.4 | 5.0 | -10.0 | -2.4 | 2.1 | -13.9 | -14.9 | -0.4 | 2.3 |
2007 |
+5.15 | +1.02 | 4.5 | -1.4 | 1.2 | 1.1 | 8.7 | -2.0 | -2.1 | -0.4 | 3.1 | -0.9 | -7.0 | 0.9 |
2006 |
+36.70 | +33.31 | 5.3 | 4.1 | 4.8 | 0.0 | -4.0 | 3.3 | 2.0 | 3.3 | 4.6 | 3.7 | 1.0 | 4.0 |
2005 |
+2.00 | -1.37 | -5.5 | 1.9 | -2.8 | -1.0 | 2.9 | 2.9 | 4.8 | -3.0 | 0.8 | -0.9 | 5.2 | -2.6 |
ETF Returns, up to December 2018, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.