Energy Select Sector SPDR Fund (XLE): Rolling Returns

Data Source: from January 1985 to March 2024 (~39 years)
Consolidated Returns as of 31 March 2024

Holding the Energy Select Sector SPDR Fund (XLE) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~39 years), the longest period with a negative return lasted 188 months (from March 2005 to October 2020).

This means that every rolling period of 189 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Energy Select Sector SPDR Fund (XLE) ETF: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 4.65% (updated at Mar 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.42% +109.61%
Nov 2020 - Oct 2021 		-52.34%
Apr 2019 - Mar 2020 		30.43%
140 out of 460
US Inflation Adjusted +9.16% +97.34%
Nov 2020 - Oct 2021 		-53.06%
Apr 2019 - Mar 2020 		35.87%
165 out of 460
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.66% +85.17%
Nov 2020 - Oct 2022 		-32.97%
Oct 2018 - Sep 2020 		26.34%
118 out of 448
US Inflation Adjusted +7.48% +73.09%
Nov 2020 - Oct 2022 		-33.98%
Oct 2018 - Sep 2020 		33.71%
151 out of 448
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.06% +50.75%
Oct 2020 - Sep 2023 		-21.66%
Apr 2017 - Mar 2020 		24.31%
106 out of 436
US Inflation Adjusted +6.22% +42.57%
Oct 2020 - Sep 2023 		-23.13%
Apr 2017 - Mar 2020 		30.28%
132 out of 436
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.64% +40.22%
Apr 2020 - Mar 2024 		-15.73%
Nov 2016 - Oct 2020 		21.23%
90 out of 424
US Inflation Adjusted +5.37% +33.71%
Apr 2020 - Mar 2024 		-17.27%
Nov 2016 - Oct 2020 		28.77%
122 out of 424
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.92% +31.68%
May 2003 - Apr 2008 		-14.48%
Apr 2015 - Mar 2020 		15.05%
62 out of 412
US Inflation Adjusted +5.88% +27.66%
May 2003 - Apr 2008 		-16.00%
Apr 2015 - Mar 2020 		21.84%
90 out of 412
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.46% +24.29%
Jul 2002 - Jun 2008 		-13.90%
Apr 2014 - Mar 2020 		13.00%
52 out of 400
US Inflation Adjusted +6.30% +20.39%
Jul 2002 - Jun 2008 		-15.17%
Apr 2014 - Mar 2020 		17.25%
69 out of 400
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.23% +18.31%
Jul 2001 - Jun 2008 		-11.31%
Nov 2013 - Oct 2020 		8.25%
32 out of 388
US Inflation Adjusted +6.35% +14.94%
Jul 2001 - Jun 2008 		-12.66%
Nov 2013 - Oct 2020 		13.40%
52 out of 388
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.90% +19.30%
May 2003 - Apr 2011 		-7.73%
Apr 2012 - Mar 2020 		9.31%
35 out of 376
US Inflation Adjusted +6.14% +16.34%
May 2003 - Apr 2011 		-9.12%
Apr 2012 - Mar 2020 		15.16%
57 out of 376
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.00% +17.08%
Oct 1988 - Sep 1997 		-7.83%
Apr 2011 - Mar 2020 		6.04%
22 out of 364
US Inflation Adjusted +6.27% +13.53%
Mar 1999 - Feb 2008 		-9.32%
Apr 2011 - Mar 2020 		10.99%
40 out of 364
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.43% +16.76%
Dec 1987 - Nov 1997 		-4.03%
Nov 2010 - Oct 2020 		4.83%
17 out of 352
US Inflation Adjusted +6.69% +12.88%
Dec 1987 - Nov 1997 		-5.67%
Nov 2010 - Oct 2020 		9.94%
35 out of 352
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.96% +17.21%
Aug 1986 - Jul 1997 		-2.90%
Nov 2009 - Oct 2020 		3.24%
11 out of 340
US Inflation Adjusted +6.32% +13.21%
Aug 1986 - Jul 1997 		-4.51%
Nov 2009 - Oct 2020 		7.94%
27 out of 340
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.99% +16.08%
Apr 1986 - Mar 1998 		-4.94%
Apr 2008 - Mar 2020 		3.05%
10 out of 328
US Inflation Adjusted +6.40% +12.32%
Apr 1986 - Mar 1998 		-6.44%
Apr 2008 - Mar 2020 		6.40%
21 out of 328
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.31% +14.78%
Jan 1985 - Dec 1997 		-4.66%
Nov 2007 - Oct 2020 		5.70%
18 out of 316
US Inflation Adjusted +6.64% +11.79%
Jan 1995 - Dec 2007 		-6.25%
Nov 2007 - Oct 2020 		6.65%
21 out of 316
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.01% +14.06%
Jul 1994 - Jun 2008 		-2.04%
Nov 2006 - Oct 2020 		3.62%
11 out of 304
US Inflation Adjusted +6.47% +10.96%
Jul 1994 - Jun 2008 		-3.80%
Nov 2006 - Oct 2020 		8.22%
25 out of 304
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.92% +14.34%
Jan 1993 - Dec 2007 		-1.30%
Oct 2005 - Sep 2020 		1.03%
3 out of 292
US Inflation Adjusted +6.20% +11.36%
Jan 1993 - Dec 2007 		-3.05%
Oct 2005 - Sep 2020 		4.45%
13 out of 292
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.87% +14.53%
Jul 1992 - Jun 2008 		+1.24%
Nov 2004 - Oct 2020 		0.00%
0 out of 280
US Inflation Adjusted +6.28% +11.43%
Jul 1992 - Jun 2008 		-0.70%
Nov 2004 - Oct 2020 		0.71%
2 out of 280
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.91% +13.56%
Jul 1991 - Jun 2008 		+3.50%
Nov 2003 - Oct 2020 		0.00%
0 out of 268
US Inflation Adjusted +6.04% +10.46%
Jul 1991 - Jun 2008 		+1.44%
Nov 2003 - Oct 2020 		0.00%
0 out of 268
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.10% +13.10%
Feb 1988 - Jan 2006 		+2.38%
Apr 2002 - Mar 2020 		0.00%
0 out of 256
US Inflation Adjusted +6.37% +9.75%
Feb 1988 - Jan 2006 		+0.31%
Apr 2002 - Mar 2020 		0.00%
0 out of 256
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.22% +13.58%
Jan 1989 - Dec 2007 		+2.03%
Apr 2001 - Mar 2020 		0.00%
0 out of 244
US Inflation Adjusted +6.56% +10.28%
Jan 1989 - Dec 2007 		-0.01%
Apr 2001 - Mar 2020 		0.41%
1 out of 244
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.48% +13.96%
Jan 1988 - Dec 2007 		+1.85%
Nov 2000 - Oct 2020 		0.00%
0 out of 232
US Inflation Adjusted +6.71% +10.57%
Jan 1988 - Dec 2007 		-0.18%
Nov 2000 - Oct 2020 		0.86%
2 out of 232
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Energy Select Sector SPDR Fund (XLE) ETF: Historical Returns page.