Data Source: from January 1999 to February 2023 (~24 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
Category: Stocks
ETF: Consumer Discretionary Select Sector SPDR Fund (XLY)
ETF • LIVE PERFORMANCE (USD currency)
0.13%
1 Day
Mar 20 2023
2.76%
Current Month
March 2023

In the last 20 Years, the Consumer Discretionary Select Sector SPDR Fund (XLY) ETF obtained a 11.23% compound annual return, with a 18.65% standard deviation.

In 2022, the ETF granted a 0.63% dividend yield. If you are interested in getting periodic income, please refer to the Consumer Discretionary Select Sector SPDR Fund (XLY) 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: Broad Consumer Discretionaries

Historical Returns as of Feb 28, 2023

Historical returns and Metrics of Consumer Discretionary Select Sector SPDR Fund (XLY) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
CONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND (XLY) ETF
Portfolio Metrics
Data Source: 1 January 1999 - 28 February 2023 (~24 years)
Swipe left to see all data
Metrics as of Feb 28, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~24Y)
Portfolio
Return (%)
-2.13 -0.15 -5.96 -17.26 8.84 8.05 12.45 11.23 8.61
US Inflation (%) 0.56 1.05 1.58 6.04 5.16 3.86 2.63 2.51 2.54
Infl. Adjusted
Return (%)
-2.67 -1.19 -7.42 -21.97 3.50 4.04 9.58 8.50 5.92
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 32.94 27.72 23.91 18.96 18.65 19.32
Sharpe Ratio -0.59 0.29 0.29 0.62 0.54 0.24
Sortino Ratio -0.97 0.43 0.41 0.88 0.76 0.33
MAXIMUM DRAWDOWN
Drawdown Depth (%) -29.69 -36.27 -36.27 -36.27 -55.09 -55.09
Start (yyyy mm) 2022 04 2022 01 2022 01 2022 01 2007 06 2007 06
Bottom (yyyy mm) 2022 12 2022 12 2022 12 2022 12 2009 02 2009 02
Start to Bottom (# months) 9 12 12 12 21 21
Start to Recovery (# months) in progress
> 11
> 14
> 14
> 14
45
45
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 77.33 37.27 32.75 21.99 12.56
Worst Return (%) -43.12 -18.40 -10.38 -3.47 7.57
% Positive Periods 75% 83% 91% 96% 100%
MONTHS
Positive 0 1 3 5 21 38 77 145 169
Negative 1 2 3 7 15 22 43 95 121
% Positive 0% 33% 50% 42% 58% 63% 64% 60% 58%
WITHDRAWAL RATES (WR)
Safe WR (%) 43.40 25.28 19.45 10.40 6.25
Perpetual WR (%) 3.38 3.89 8.74 7.83 5.59
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 Consumer Discretionary Select Sector SPDR Fund (XLY) 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).

CONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND (XLY) ETF
Monthly correlations as of 28 February 2023
Swipe left to see all data
Correlation vs XLY
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1999
US Total Stock Market
VTI
0.88
0.92
0.91
0.88
US Large Cap
SPY
0.87
0.91
0.91
0.88
US Small Cap
IJR
0.83
0.80
0.78
0.76
US REITs
VNQ
0.86
0.80
0.66
0.63
US Technology
QQQ
0.95
0.93
0.91
0.72
Preferred Stocks
PFF
0.85
0.83
0.73
0.49
EAFE Stocks
EFA
0.70
0.75
0.75
0.72
World All Countries
VT
0.83
0.87
0.87
0.83
Emerging Markets
EEM
0.49
0.62
0.59
0.64
Europe
VGK
0.68
0.73
0.73
0.72
Pacific
VPL
0.70
0.74
0.71
0.62
Latin America
FLLA
0.68
0.46
0.43
0.55
US Total Bond Market
BND
0.66
0.49
0.36
0.15
Long Term Treasuries
TLT
0.62
0.17
0.06
-0.12
US Cash
BIL
-0.01
-0.21
-0.17
-0.12
TIPS
TIP
0.76
0.62
0.44
0.18
Invest. Grade Bonds
LQD
0.71
0.64
0.52
0.31
High Yield Bonds
HYG
0.81
0.80
0.72
0.65
International Bonds
BNDX
0.81
0.56
0.43
0.24
Emerg. Market Bonds
EMB
0.66
0.65
0.56
0.50
Gold
GLD
0.28
0.16
0.05
-0.01
Commodities
DBC
0.21
0.36
0.29
0.19

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 Consumer Discretionary Select Sector SPDR Fund (XLY) ETF: Dividend Yield page.

An investment of 1000$, since March 2003, now would be worth 8396.79$, with a total return of 739.68% (11.23% annualized).

The Inflation Adjusted Capital now would be 5110.53$, with a net total return of 411.05% (8.50% annualized).
An investment of 1000$, since January 1999, now would be worth 7361.51$, with a total return of 636.15% (8.61% annualized).

The Inflation Adjusted Capital now would be 4010.61$, with a net total return of 301.06% (5.92% annualized).

Drawdowns

Worst drawdowns since March 2003.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-55.09% Jun 2007 Feb 2009 21 Feb 2011 24 45
-36.27% Jan 2022 Dec 2022 12 in progress 2 14
-21.42% Jan 2020 Mar 2020 3 Jun 2020 3 6
-15.20% Oct 2018 Dec 2018 3 Apr 2019 4 7
-13.44% May 2011 Sep 2011 5 Jan 2012 4 9
-11.89% Jan 2005 Apr 2005 4 Sep 2006 17 21
-8.09% Nov 2015 Jan 2016 3 Jul 2016 6 9
-7.60% May 2019 May 2019 1 Jul 2019 2 3
-7.08% Aug 2015 Sep 2015 2 Oct 2015 1 3
-6.00% Jan 2014 Jan 2014 1 Feb 2014 1 2
-5.77% Feb 2018 Mar 2018 2 Jun 2018 3 5
-5.50% May 2012 May 2012 1 Aug 2012 3 4
-4.81% Mar 2004 Aug 2004 6 Oct 2004 2 8
-4.77% Sep 2003 Sep 2003 1 Oct 2003 1 2
-4.54% Sep 2020 Oct 2020 2 Nov 2020 1 3
-4.19% Mar 2014 Apr 2014 2 Jun 2014 2 4
-3.95% Aug 2016 Oct 2016 3 Nov 2016 1 4
-3.45% Feb 2007 Mar 2007 2 May 2007 2 4
-3.40% May 2021 May 2021 1 Jul 2021 2 3
-2.99% Jan 2015 Jan 2015 1 Feb 2015 1 2

Worst drawdowns since January 1999.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-55.09% Jun 2007 Feb 2009 21 Feb 2011 24 45
-36.27% Jan 2022 Dec 2022 12 in progress 2 14
-26.64% Jan 2000 Feb 2003 38 Nov 2003 9 47
-21.42% Jan 2020 Mar 2020 3 Jun 2020 3 6
-15.20% Oct 2018 Dec 2018 3 Apr 2019 4 7
-13.44% May 2011 Sep 2011 5 Jan 2012 4 9
-12.31% Jul 1999 Sep 1999 3 Dec 1999 3 6
-11.89% Jan 2005 Apr 2005 4 Sep 2006 17 21
-8.09% Nov 2015 Jan 2016 3 Jul 2016 6 9
-7.60% May 2019 May 2019 1 Jul 2019 2 3
-7.08% Aug 2015 Sep 2015 2 Oct 2015 1 3
-6.00% Jan 2014 Jan 2014 1 Feb 2014 1 2
-5.77% Feb 2018 Mar 2018 2 Jun 2018 3 5
-5.50% May 2012 May 2012 1 Aug 2012 3 4
-4.81% Mar 2004 Aug 2004 6 Oct 2004 2 8
-4.54% Sep 2020 Oct 2020 2 Nov 2020 1 3
-4.53% May 1999 May 1999 1 Jun 1999 1 2
-4.19% Mar 2014 Apr 2014 2 Jun 2014 2 4
-3.95% Aug 2016 Oct 2016 3 Nov 2016 1 4
-3.45% Feb 2007 Mar 2007 2 May 2007 2 4

Rolling Returns ( more details)

Consumer Discretionary Select Sector SPDR Fund (XLY) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
10.58 77.33
Mar 2009 - Feb 2010
-43.12
Mar 2008 - Feb 2009
25.45%
2 Years
10.60 52.40
Mar 2009 - Feb 2011
-31.35
Mar 2007 - Feb 2009
18.35%
3 Years
10.45 37.27
Mar 2009 - Feb 2012
-18.40
Mar 2006 - Feb 2009
16.86%
5 Years
10.55 32.75
Mar 2009 - Feb 2014
-10.38
Mar 2004 - Feb 2009
8.66%
7 Years
10.39 24.83
Mar 2009 - Feb 2016
-6.36
Mar 2002 - Feb 2009
3.86%
10 Years
10.62 21.99
Mar 2009 - Feb 2019
-3.47
Mar 1999 - Feb 2009
4.09%
15 Years
10.29 13.75
Aug 2006 - Jul 2021
6.52
May 1999 - Apr 2014
0.00%
20 Years
10.15 12.56
Nov 2001 - Oct 2021
7.57
Apr 2000 - Mar 2020
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 Consumer Discretionary Select Sector SPDR Fund (XLY) ETF: Rolling Returns page.

Seasonality

Consumer Discretionary Select Sector SPDR Fund (XLY) 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
3.23
60%
-2.60
20%
-0.95
60%
4.24
80%
-1.53
40%
1.42
80%
5.97
100%
2.20
60%
-2.08
40%
0.10
60%
3.38
100%
-2.80
60%
 Capital Growth on monthly avg returns
100
103.23
100.55
99.59
103.82
102.24
103.69
109.88
112.30
109.97
110.07
113.80
110.61
Best 15.1
2023
1.3
2019
4.5
2021
18.9
2020
6.5
2020
7.8
2019
18.4
2022
9.6
2020
1.3
2019
12.1
2021
10.0
2020
2.8
2019
Worst -9.5
2022
-7.6
2020
-14.9
2020
-12.0
2022
-7.6
2019
-10.8
2022
1.1
2021
-4.5
2022
-8.2
2022
-10.1
2018
1.3
2019
-11.4
2022
Monthly Seasonality over the period Mar 2018 - 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
1.54
50%
0.08
50%
0.51
60%
2.54
70%
0.05
70%
0.80
70%
4.52
90%
0.29
40%
-0.78
40%
1.59
70%
3.55
90%
-1.12
70%
 Capital Growth on monthly avg returns
100
101.54
101.62
102.14
104.73
104.78
105.62
110.40
110.72
109.86
111.61
115.57
114.28
Best 15.1
2023
8.5
2015
6.7
2016
18.9
2020
6.5
2020
7.8
2019
18.4
2022
9.6
2020
5.4
2013
12.1
2021
10.0
2020
2.8
2019
Worst -9.5
2022
-7.6
2020
-14.9
2020
-12.0
2022
-7.6
2019
-10.8
2022
-1.3
2014
-6.5
2015
-8.2
2022
-10.1
2018
-0.2
2015
-11.4
2022
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
0.66
48%
-0.33
48%
1.98
58%
2.81
71%
-0.20
54%
-0.70
50%
1.75
67%
-0.03
46%
-1.06
42%
2.02
63%
2.36
79%
0.96
75%
 Capital Growth on monthly avg returns
100
100.66
100.33
102.31
105.19
104.98
104.24
106.06
106.03
104.90
107.02
109.55
110.60
Best 15.1
2023
8.5
2015
14.2
2000
18.9
2020
6.5
2020
7.8
2019
18.4
2022
9.6
2020
11.0
2010
12.1
2021
13.3
2001
9.5
1999
Worst -12.4
2000
-9.1
2009
-14.9
2020
-12.0
2022
-7.6
2019
-11.5
2008
-11.9
2002
-8.8
2001
-12.6
2001
-17.6
2008
-10.8
2008
-11.4
2022
Monthly Seasonality over the period Jan 1999 - Feb 2023

Monthly/Yearly Returns

Consumer Discretionary Select Sector SPDR Fund (XLY) ETF data source starts from January 1999: 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 1999 - Feb 2023
169 Positive Months (58%) - 121 Negative Months (42%)
MONTHLY RETURNS TABLE
Jan 1999 - 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
+12.68 +11.17 15.1 -2.1
2022
-36.27 -40.14 -9.5 -4.1 4.4 -12.0 -5.1 -10.8 18.4 -4.5 -8.2 1.1 1.5 -11.4
2021
+27.93 +19.52 0.8 -0.5 4.5 6.5 -3.4 3.5 1.1 1.8 -2.1 12.1 1.6 0.2
2020
+29.63 +27.89 -0.1 -7.6 -14.9 18.9 6.5 3.1 7.3 9.6 -1.9 -2.7 10.0 2.4
2019
+28.39 +25.52 9.9 1.3 3.7 5.5 -7.6 7.8 1.3 -0.9 1.3 0.1 1.3 2.8
2018
+1.59 -0.31 9.2 -3.5 -2.4 2.4 2.0 3.6 1.8 5.1 0.5 -10.1 2.5 -7.9
2017
+22.82 +20.28 4.2 1.8 2.1 2.4 1.1 -1.3 1.9 -1.9 0.8 2.1 5.1 2.5
2016
+5.97 +3.82 -5.2 0.4 6.7 0.1 0.1 -1.1 4.6 -1.3 -0.3 -2.4 4.8 0.0
2015
+9.91 +9.12 -3.0 8.5 -0.5 -0.1 1.3 0.6 4.9 -6.5 -0.6 9.0 -0.2 -2.8
2014
+9.46 +8.64 -6.0 6.4 -2.9 -1.4 2.9 1.9 -1.3 4.4 -2.8 2.1 5.4 0.9
2013
+42.73 +40.62 5.7 1.6 4.4 3.0 2.8 0.8 5.3 -2.8 5.4 4.6 3.5 2.3
2012
+23.60 +21.49 5.9 4.5 4.7 1.2 -5.5 1.9 -0.5 4.6 3.1 -1.5 3.2 0.5
2011
+5.99 +2.94 -0.6 6.0 -0.6 3.8 -0.3 -0.2 -1.4 -5.2 -6.9 11.9 -0.7 1.3
2010
+27.46 +25.58 -2.9 5.6 7.8 6.0 -7.0 -9.7 7.9 -4.0 11.0 5.5 2.5 4.1
2009
+40.57 +36.85 -10.6 -9.1 12.7 18.5 -0.7 0.2 9.5 3.5 5.3 -2.4 6.7 4.6
2008
-32.97 -33.03 -0.4 -3.9 -1.8 2.4 2.7 -11.5 0.2 6.9 -8.2 -17.6 -10.8 6.1
2007
-13.67 -17.05 2.9 -3.0 -0.5 2.4 3.0 -1.7 -5.9 0.6 -0.9 -0.5 -5.5 -5.0
2006
+18.41 +15.48 1.8 0.7 0.6 1.3 -1.7 -0.2 -3.3 2.0 6.4 6.5 1.3 2.2
2005
-6.57 -9.66 -4.3 -0.5 -1.2 -6.4 6.2 -0.4 5.7 -3.3 -2.8 -2.0 4.0 -0.9
2004
+12.88 +9.32 -0.6 2.2 -0.6 -1.1 0.6 0.3 -3.8 -0.2 2.9 4.0 4.2 4.7
2003
+37.19 +34.66 -3.3 -0.4 2.3 11.7 5.3 1.4 1.8 5.1 -4.8 9.1 0.9 4.0
2002
-18.66 -20.55 3.3 0.5 1.3 -2.8 -0.5 -5.3 -11.9 3.0 -8.9 6.7 4.6 -8.5
2001
+12.73 +11.01 11.6 -7.1 -1.5 4.6 2.4 -0.8 4.4 -8.8 -12.6 5.3 13.3 4.5
2000
-16.87 -19.59 -12.4 -5.6 14.2 -2.1 -5.4 -5.4 1.6 -4.1 0.1 -1.3 -2.5 7.1
1999
+19.51 +16.38 5.1 -0.6 4.9 2.6 -4.5 6.4 -7.5 -3.9 -1.5 8.9 0.1 9.5
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