Data Source: from January 2005 to February 2023 (~18 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
Category: Stocks
ETF: Communication Services Select Sector SPDR Fund (XLC)
ETF • LIVE PERFORMANCE (USD currency)
0.47%
1 Day
Mar 20 2023
3.31%
Current Month
March 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.

Returns and metrics are calculated based on monthly returns, assuming:
  • 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.
COMMUNICATION SERVICES SELECT SECTOR SPDR FUND (XLC) ETF
Portfolio Metrics
Data Source: 1 January 2005 - 28 February 2023 (~18 years)
Swipe left to see all data
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
Terms and Definitions
  • 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.

Correlation coefficient is a numerical value between -1 and +1.

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).

COMMUNICATION SERVICES SELECT SECTOR SPDR FUND (XLC) ETF
Monthly correlations as of 28 February 2023
Swipe left to see all data
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.

An investment of 1000$, since March 2008, now would be worth 2281.35$, with a total return of 128.13% (5.65% annualized).

The Inflation Adjusted Capital now would be 1605.32$, with a net total return of 60.53% (3.21% annualized).
An investment of 1000$, since January 2005, now would be worth 2730.92$, with a total return of 173.09% (5.69% 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.

Swipe left to see all data
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.

Swipe left to see all data
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

Swipe left to see all data
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%
(*) Annualized rolling and average returns over full calendar month periods

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?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
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 Seasonality over the period Mar 2018 - Feb 2023
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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 Seasonality over the period Mar 2013 - Feb 2023
Swipe left to see all data
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 Seasonality over the period Jan 2005 - Feb 2023

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.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 2005 - Feb 2023
122 Positive Months (56%) - 96 Negative Months (44%)
MONTHLY RETURNS TABLE
Jan 2005 - Feb 2023
(Scroll down to see all data)
Swipe left to see all data
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.

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