Data Source: from January 1999 to August 2022
Consolidated Returns as of 31 Aug 2022
Live Update: Sep 23 2022
Category: Stocks
ETF: Consumer Discretionary Select Sector SPDR Fund (XLY)
ETF • LIVE PERFORMANCE (USD currency)
2.30%
1 Day
Sep 23 2022
5.65%
Current Month
September 2022

In the last 20 Years, the Consumer Discretionary Select Sector SPDR Fund (XLY) ETF obtained a 10.95% compound annual return, with a 18.39% standard deviation.

In 2021, the ETF granted a 0.68% 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 Aug 31, 2022

Historical returns and stats of Consumer Discretionary Select Sector SPDR Fund (XLY) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

CONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND (XLY) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 1999 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-4.50
-4.46
-4.50
Aug 2022 - Aug 2022
0 - 1
3M
0.85
-0.47
-10.84
Jun 2022 - Jun 2022
1 - 2
6M
-12.02
-15.72
-25.52
Apr 2022 - Jun 2022
2 - 4
YTD
-23.64
-28.12
-32.50
Jan 2022 - Jun 2022
2 - 6
1Y
-14.74
-21.25
30.27
-32.50
Jan 2022 - Jun 2022
5 - 7
42% pos
3Y(*)
10.16
5.02
25.40
-32.50
Jan 2022 - Jun 2022
22 - 14
61% pos
5Y(*)
12.86
8.70
22.43
-32.50
Jan 2022 - Jun 2022
40 - 20
67% pos
10Y(*)
14.53
11.69
17.83
-32.50
Jan 2022 - Jun 2022
79 - 41
66% pos
15Y(*)
11.54
8.94
19.68
-51.71
Sep 2007 - Feb 2009
110 - 70
61% pos
20Y(*)
10.95
8.25
18.39
-55.09
Jun 2007 - Feb 2009
144 - 96
60% pos
MAX(*)
01 Jan 1999
9.08
6.39
19.04
-55.09
Jun 2007 - Feb 2009
166 - 118
58% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54%

Correlations as of Aug 31, 2022

Monthly correlations of Consumer Discretionary Select Sector SPDR Fund (XLY) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

CONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND (XLY) ETF
Monthly correlations as of 31 Aug 2022
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
0.94
0.94
0.93
0.88
US Large Cap
SPY
0.92
0.93
0.93
0.89
US Small Cap
IJR
0.85
0.79
0.78
0.76
US REITs
VNQ
0.81
0.75
0.63
0.62
US Technology
QQQ
0.96
0.93
0.91
0.72
Preferred Stocks
PFF
0.81
0.79
0.70
0.48
EAFE Stocks
EFA
0.76
0.79
0.76
0.73
World All Countries
VT
0.89
0.90
0.88
0.83
Emerging Markets
EEM
0.45
0.64
0.58
0.64
Europe
VGK
0.73
0.77
0.74
0.73
Pacific
VPL
0.74
0.78
0.72
0.62
Latin America
FLLA
0.28
0.45
0.41
0.54
US Total Bond Market
BND
0.68
0.42
0.29
0.10
Long Term Treasuries
TLT
0.67
0.04
-0.04
-0.17
US Cash
BIL
-0.11
-0.20
-0.16
-0.12
TIPS
TIP
0.80
0.59
0.39
0.15
Investment Grade Bonds
LQD
0.77
0.61
0.48
0.29
High Yield Bonds
HYG
0.75
0.79
0.72
0.64
International Bond Market
BNDX
0.72
0.46
0.35
0.19
Emerging Market Bonds
EMB
0.78
0.67
0.56
0.50
Gold
GLD
0.13
0.14
0.03
-0.03
Commodities
DBC
-0.04
0.35
0.28
0.18

Capital Growth as of Aug 31, 2022

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$, since September 2002, now would be worth 7996.26$, with a total return of 699.63% (10.95% annualized).

The Inflation Adjusted Capital now would be 4878.68$, with a net total return of 387.87% (8.25% annualized).
An investment of 1000$, since January 1999, now would be worth 7827.80$, with a total return of 682.78% (9.08% annualized).

The Inflation Adjusted Capital now would be 4331.87$, with a net total return of 333.19% (6.39% annualized).

Drawdowns

Worst drawdowns since September 2002.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-55.09% Jun 2007 Feb 2009 21 Feb 2011 24 45
-32.50% Jan 2022 Jun 2022 6 in progress 2 8
-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
-11.97% Dec 2002 Feb 2003 3 Apr 2003 2 5
-11.89% Jan 2005 Apr 2005 4 Sep 2006 17 21
-8.92% Sep 2002 Sep 2002 1 Nov 2002 2 3
-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

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
-32.50% Jan 2022 Jun 2022 6 in progress 2 8
-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

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
11.35 77.33
Mar 2009 - Feb 2010
-43.12
Mar 2008 - Feb 2009
23.81%
2 Years
10.92 52.40
Mar 2009 - Feb 2011
-31.35
Mar 2007 - Feb 2009
16.86%
3 Years
10.55 37.27
Mar 2009 - Feb 2012
-18.40
Mar 2006 - Feb 2009
17.27%
5 Years
10.59 32.75
Mar 2009 - Feb 2014
-10.38
Mar 2004 - Feb 2009
8.89%
7 Years
10.39 24.83
Mar 2009 - Feb 2016
-6.36
Mar 2002 - Feb 2009
3.98%
10 Years
10.54 21.99
Mar 2009 - Feb 2019
-3.47
Mar 1999 - Feb 2009
4.24%
15 Years
10.22 13.75
Aug 2006 - Jul 2021
6.52
May 1999 - Apr 2014
0.00%
20 Years
10.05 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
Win %
0.06
46%
-0.26
50%
1.98
58%
2.81
71%
-0.20
54%
-0.70
50%
1.75
67%
-0.03
46%
-0.75
43%
2.06
61%
2.40
78%
1.49
78%
Best
Year
11.6
2001
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
Year
-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
-8.5
2002
Statistics calculated for the period Jan 1999 - Aug 2022

Monthly/Yearly Returns

Consumer Discretionary Select Sector SPDR Fund (XLY) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
166 Positive Months (58%) - 118 Negative Months (42%)
Jan 1999 - Aug 2022
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
2022
-23.64 -28.12 -9.5 -4.1 4.4 -12.0 -5.1 -10.8 18.4 -4.5
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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