Data Source: from January 1999 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 15 2022
Category: Stocks
ETF: Consumer Staples Select Sector SPDR Fund (XLP)
ETF • LIVE PERFORMANCE (USD currency)
0.99%
1 Day
Aug 15 2022
2.38%
Current Month
August 2022

In the last 20 Years, the Consumer Staples Select Sector SPDR Fund (XLP) ETF obtained a 9.14% compound annual return, with a 11.34% standard deviation.

In 2021, the ETF granted a 2.63% dividend yield. If you are interested in getting periodic income, please refer to the Consumer Staples Select Sector SPDR Fund (XLP) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.
  • Sector: Consumer Staples
  • Industry: Broad Consumer Staples

Historical Returns as of Jul 31, 2022

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

CONSUMER STAPLES SELECT SECTOR SPDR FUND (XLP) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 1999 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
3.20
3.21
0.00
1 - 0
3M
-3.36
-5.69
-6.35
May 2022 - Jun 2022
1 - 2
6M
-0.78
-5.85
-6.35
May 2022 - Jun 2022
3 - 3
YTD
-2.25
-8.02
-6.35
May 2022 - Jun 2022
3 - 4
1Y
6.79
-1.59
13.49
-6.35
May 2022 - Jun 2022
6 - 6
50% pos
3Y(*)
10.69
5.50
13.78
-13.28
Feb 2020 - Mar 2020
21 - 15
58% pos
5Y(*)
9.03
4.95
13.48
-13.63
Feb 2018 - May 2018
36 - 24
60% pos
10Y(*)
10.57
7.77
11.93
-13.63
Feb 2018 - May 2018
72 - 48
60% pos
15Y(*)
10.10
7.54
12.22
-28.12
Dec 2007 - Feb 2009
109 - 71
61% pos
20Y(*)
9.14
6.46
11.34
-28.12
Dec 2007 - Feb 2009
148 - 92
62% pos
MAX(*)
01 Jan 1999
6.79
4.14
12.26
-32.61
Jan 2001 - Feb 2003
169 - 114
60% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

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

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

CONSUMER STAPLES SELECT SECTOR SPDR FUND (XLP) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs XLP
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1999
US Total Stock Market
VTI
0.53
0.69
0.66
0.58
US Large Cap
SPY
0.55
0.71
0.69
0.62
US Small Cap
IJR
0.46
0.55
0.47
0.39
US REITs
VNQ
0.81
0.71
0.64
0.49
US Technology
QQQ
0.39
0.56
0.55
0.32
Preferred Stocks
PFF
0.42
0.58
0.54
0.29
EAFE Stocks
EFA
0.55
0.63
0.58
0.53
World All Countries
VT
0.54
0.67
0.64
0.58
Emerging Markets
EEM
0.40
0.46
0.43
0.37
Europe
VGK
0.60
0.64
0.58
0.55
Pacific
VPL
0.41
0.55
0.50
0.42
Latin America
FLLA
0.20
0.46
0.42
0.35
US Total Bond Market
BND
0.07
0.11
0.20
0.10
Long Term Treasuries
TLT
0.04
-0.12
0.01
-0.05
US Cash
BIL
-0.19
-0.14
-0.12
-0.07
TIPS
TIP
0.34
0.31
0.30
0.13
Investment Grade Bonds
LQD
0.15
0.32
0.34
0.20
High Yield Bonds
HYG
0.36
0.54
0.51
0.41
International Bond Market
BNDX
0.12
0.18
0.26
0.11
Emerging Market Bonds
EMB
0.45
0.45
0.45
0.33
Gold
GLD
0.44
0.24
0.13
0.06
Commodities
DBC
0.22
0.31
0.19
0.19

Capital Growth as of Jul 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 Staples Select Sector SPDR Fund (XLP) ETF: Dividend Yield page.

An investment of 1000$, since August 2002, now would be worth 5749.18$, with a total return of 474.92% (9.14% annualized).

The Inflation Adjusted Capital now would be 3494.80$, with a net total return of 249.48% (6.46% annualized).
An investment of 1000$, since January 1999, now would be worth 4703.27$, with a total return of 370.33% (6.79% annualized).

The Inflation Adjusted Capital now would be 2601.85$, with a net total return of 160.19% (4.14% annualized).

Drawdowns

Worst drawdowns since August 2002.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-28.12% Dec 2007 Feb 2009 15 Mar 2010 13 28
-13.63% Feb 2018 May 2018 4 Mar 2019 10 14
-13.28% Feb 2020 Mar 2020 2 Jul 2020 4 6
-12.02% Sep 2002 Feb 2003 6 Oct 2003 8 14
-8.04% Apr 2010 Jun 2010 3 Sep 2010 3 6
-7.72% Jul 2016 Nov 2016 5 Feb 2017 3 8
-6.91% Jun 2011 Sep 2011 4 Nov 2011 2 6
-6.35% May 2022 Jun 2022 2 in progress 1 3
-6.15% Jan 2021 Feb 2021 2 Mar 2021 1 3
-5.96% Aug 2015 Aug 2015 1 Dec 2015 4 5
-5.81% May 2004 Sep 2004 5 Dec 2004 3 8
-5.17% Jan 2014 Jan 2014 1 Mar 2014 2 3
-4.95% Jun 2017 Oct 2017 5 Nov 2017 1 6
-4.78% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.54% Aug 2013 Aug 2013 1 Oct 2013 2 3
-4.49% Sep 2020 Oct 2020 2 Nov 2020 1 3
-4.13% Sep 2021 Sep 2021 1 Dec 2021 3 4
-3.65% Mar 2015 Jun 2015 4 Jul 2015 1 5
-3.64% May 2019 May 2019 1 Jun 2019 1 2
-3.56% Jun 2014 Jul 2014 2 Aug 2014 1 3

Worst drawdowns since January 1999.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-32.61% Jan 2001 Feb 2003 26 Dec 2006 46 72
-28.12% Dec 2007 Feb 2009 15 Mar 2010 13 28
-23.62% Jan 1999 Feb 2000 14 Oct 2000 8 22
-13.63% Feb 2018 May 2018 4 Mar 2019 10 14
-13.28% Feb 2020 Mar 2020 2 Jul 2020 4 6
-8.04% Apr 2010 Jun 2010 3 Sep 2010 3 6
-7.72% Jul 2016 Nov 2016 5 Feb 2017 3 8
-6.91% Jun 2011 Sep 2011 4 Nov 2011 2 6
-6.35% May 2022 Jun 2022 2 in progress 1 3
-6.15% Jan 2021 Feb 2021 2 Mar 2021 1 3
-5.96% Aug 2015 Aug 2015 1 Dec 2015 4 5
-5.17% Jan 2014 Jan 2014 1 Mar 2014 2 3
-4.95% Jun 2017 Oct 2017 5 Nov 2017 1 6
-4.78% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.54% Aug 2013 Aug 2013 1 Oct 2013 2 3
-4.49% Sep 2020 Oct 2020 2 Nov 2020 1 3
-4.13% Sep 2021 Sep 2021 1 Dec 2021 3 4
-3.65% Mar 2015 Jun 2015 4 Jul 2015 1 5
-3.64% May 2019 May 2019 1 Jun 2019 1 2
-3.56% Jun 2014 Jul 2014 2 Aug 2014 1 3

Rolling Returns ( more details)

Consumer Staples Select Sector SPDR Fund (XLP) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.93 36.82
Mar 2009 - Feb 2010
-27.40
Apr 2002 - Mar 2003
19.49%
2 Years
7.75 24.33
Mar 2009 - Feb 2011
-15.16
Jan 2001 - Dec 2002
17.31%
3 Years
7.58 21.16
Mar 2009 - Feb 2012
-7.16
Jan 2001 - Dec 2003
16.53%
5 Years
7.95 19.10
Mar 2009 - Feb 2014
-2.94
Jan 1999 - Dec 2003
8.04%
7 Years
8.37 17.26
Apr 2009 - Mar 2016
-1.39
Mar 2002 - Feb 2009
3.00%
10 Years
8.67 13.38
Mar 2009 - Feb 2019
-0.90
Mar 1999 - Feb 2009
1.83%
15 Years
8.54 10.40
Jun 2006 - May 2021
5.02
Feb 1999 - Jan 2014
0.00%
20 Years
7.40 9.14
Aug 2002 - Jul 2022
5.51
Jan 1999 - Dec 2018
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 Staples Select Sector SPDR Fund (XLP) ETF: Rolling Returns page.

Seasonality

Consumer Staples Select Sector SPDR Fund (XLP) 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 %
-0.95
46%
-0.29
54%
1.37
67%
1.23
67%
0.73
63%
-0.32
42%
1.23
63%
0.53
65%
-0.24
48%
1.66
65%
1.55
70%
0.89
70%
Best
Year
5.6
2013
5.7
2004
8.5
2021
7.0
2020
7.1
2000
5.7
2000
6.9
2020
4.6
2014
6.0
2010
9.1
1999
7.5
2020
10.5
2021
Worst
Year
-7.3
2001
-11.7
2000
-6.9
2001
-4.1
2018
-4.6
2010
-10.2
2002
-4.9
2004
-6.0
2015
-9.0
1999
-12.6
2008
-4.2
2016
-8.9
2018
Statistics calculated for the period Jan 1999 - Jul 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
169 Positive Months (60%) - 114 Negative Months (40%)
Jan 1999 - Jul 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
-2.25 -8.02 -1.5 -1.4 1.8 2.3 -4.1 -2.4 3.2
2021
+17.20 +9.49 -5.0 -1.2 8.5 1.9 1.8 -0.6 2.2 1.0 -4.1 3.5 -1.3 10.5
2020
+10.15 +8.67 0.3 -8.2 -5.5 7.0 1.7 -0.2 6.9 4.6 -1.7 -2.9 7.5 1.7
2019
+27.43 +24.58 5.1 1.8 3.8 2.9 -3.6 5.2 2.3 2.2 1.8 -0.4 1.4 2.4
2018
-8.07 -9.80 1.6 -7.6 -0.9 -4.1 -1.6 4.6 4.0 0.4 1.0 2.0 2.3 -8.9
2017
+12.98 +10.65 1.7 4.8 -0.4 1.1 2.6 -2.2 0.7 -1.1 -0.7 -1.6 5.6 2.2
2016
+4.98 +2.85 0.5 0.3 4.7 -1.4 0.7 5.4 -0.8 -0.6 -1.5 -0.8 -4.2 3.0
2015
+6.89 +6.11 -1.0 4.1 -2.0 -0.8 0.9 -1.8 5.7 -6.0 0.4 5.7 -0.9 2.9
2014
+15.72 +14.85 -5.2 3.9 2.2 2.7 1.8 -0.3 -3.3 4.6 0.6 3.5 5.5 -0.9
2013
+26.30 +24.43 5.6 3.3 4.9 2.9 -2.2 -0.3 4.3 -4.5 1.4 6.4 1.6 0.7
2012
+10.74 +8.84 -1.4 3.7 3.1 0.3 -1.2 3.6 2.5 -0.5 1.8 -1.2 1.8 -2.1
2011
+14.07 +10.79 -1.5 2.9 1.2 5.3 2.5 -2.7 -1.3 0.2 -3.3 4.7 2.8 2.8
2010
+13.78 +12.11 -1.0 3.2 3.8 -1.1 -4.6 -2.5 5.8 -1.9 6.0 3.2 -1.6 4.4
2009
+14.28 +11.26 -7.2 -8.1 4.3 4.3 5.1 0.2 6.7 1.2 3.3 1.5 3.7 -0.2
2008
-15.02 -15.09 -5.6 -0.3 3.2 -0.8 3.0 -5.7 2.4 2.7 -1.2 -12.6 -0.2 0.0
2007
+12.67 +8.25 2.0 -1.5 2.1 2.8 1.4 -2.0 -2.8 2.4 4.6 1.5 2.7 -0.8
2006
+14.49 +11.65 0.2 0.9 0.8 1.0 0.2 1.8 1.6 3.9 -0.1 1.8 -0.9 2.5
2005
+2.84 -0.56 1.2 -0.1 -0.9 -1.0 2.3 -1.9 3.2 -1.7 1.4 -0.5 0.9 0.1
2004
+7.65 +4.25 0.0 5.7 -0.2 1.3 -0.6 0.5 -4.9 1.8 -2.6 0.6 2.5 3.7
2003
+11.16 +9.11 -3.4 -3.1 0.0 3.0 4.9 1.0 -0.1 1.7 -0.4 4.5 1.2 1.8
2002
-20.10 -21.95 -0.7 2.1 1.6 -3.7 -1.1 -10.2 -4.3 0.8 -7.2 3.9 -2.8 0.3
2001
-9.92 -11.29 -7.3 0.6 -6.9 1.9 1.5 -4.6 3.0 0.5 -0.1 -0.6 4.4 -2.0
2000
+25.55 +21.44 0.9 -11.7 3.8 5.3 7.1 5.7 -3.7 -1.2 4.4 6.9 3.5 3.6
1999
-14.26 -16.50 -1.3 -1.0 -0.1 -3.5 -1.0 1.8 -3.7 1.7 -9.0 9.1 0.3 -7.3
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