In the last 30 Years, the Energy Select Sector SPDR Fund (XLE) ETF obtained a 10.09% compound annual return, with a 23.20% standard deviation.
In 2021, the ETF granted a 6.27% dividend yield. If you are interested in getting periodic income, please refer to the Energy Select Sector SPDR Fund (XLE) 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: Energy
- Industry: Oil & Gas Exploration & Production
The Energy Select Sector SPDR Fund (XLE) ETF is part of the following Lazy Portfolios:
Portfolio Name | Author | XLE Weight |
---|---|---|
Perfect Portfolio | Ben Stein | 4.0% |
Historical Returns as of Jul 31, 2022
Historical returns and stats of Energy Select Sector SPDR Fund (XLE) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jul 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jul 2022
|
9.66
|
9.68
|
0.00
|
1 - 0
|
|
3M
|
5.46
|
2.91
|
-17.12
Jun 2022 - Jun 2022
|
2 - 1
|
|
6M
|
21.34
|
15.14
|
-17.12
Jun 2022 - Jun 2022
|
4 - 2
|
|
YTD
|
44.12
|
35.62
|
-17.12
Jun 2022 - Jun 2022
|
5 - 2
|
|
1Y
|
66.12
|
53.08
|
32.97
|
-17.12
Jun 2022 - Jun 2022
|
8 - 4
67% pos
|
3Y(*)
|
14.43
|
9.07
|
42.98
|
-50.44
Jan 2020 - Mar 2020
|
21 - 15
58% pos
|
5Y(*)
|
8.56
|
4.49
|
36.42
|
-58.14
Aug 2018 - Mar 2020
|
35 - 25
58% pos
|
10Y(*)
|
4.94
|
2.28
|
28.24
|
-63.91
Jul 2014 - Mar 2020
|
64 - 56
53% pos
|
15Y(*)
|
3.89
|
1.47
|
27.66
|
-63.91
Jul 2014 - Mar 2020
|
101 - 79
56% pos
|
20Y(*)
|
9.23
|
6.55
|
25.70
|
-63.91
Jul 2014 - Mar 2020
|
141 - 99
59% pos
|
25Y(*)
|
8.00
|
5.39
|
24.86
|
-63.91
Jul 2014 - Mar 2020
|
165 - 135
55% pos
|
30Y(*)
|
10.09
|
7.38
|
23.20
|
-63.91
Jul 2014 - Mar 2020
|
208 - 152
58% pos
|
MAX(*)
01 Jan 1986
|
11.46
|
8.46
|
22.47
|
-63.91
Jul 2014 - Mar 2020
|
256 - 183
58% pos
|
US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%
ETF Returns, up to December 1998, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
Correlations as of Jul 31, 2022
Monthly correlations of Energy Select Sector SPDR Fund (XLE) ETF vs the main Asset Classes, over different timeframes.
Columns are sortable (click on table header to sort).
Correlation vs XLE | ||||||
---|---|---|---|---|---|---|
|
||||||
Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
US Total Stock Market VTI |
0.33
|
0.67
|
0.66
|
0.61
|
0.61
|
|
US Large Cap SPY |
0.34
|
0.65
|
0.64
|
0.61
|
0.61
|
|
US Small Cap IJR |
0.37
|
0.76
|
0.73
|
0.60
|
0.60
|
|
US REITs VNQ |
0.12
|
0.54
|
0.42
|
0.39
|
0.39
|
|
US Technology QQQ |
0.22
|
0.47
|
0.45
|
0.38
|
0.38
|
|
Preferred Stocks PFF |
0.39
|
0.56
|
0.49
|
0.31
|
0.31
|
|
EAFE Stocks EFA |
0.52
|
0.71
|
0.65
|
0.61
|
0.60
|
|
World All Countries VT |
0.41
|
0.70
|
0.68
|
0.65
|
0.65
|
|
Emerging Markets EEM |
0.47
|
0.59
|
0.55
|
0.54
|
0.54
|
|
Europe VGK |
0.49
|
0.70
|
0.63
|
0.62
|
0.62
|
|
Pacific VPL |
0.50
|
0.67
|
0.59
|
0.51
|
0.50
|
|
Latin America FLLA |
0.68
|
0.60
|
0.57
|
0.56
|
0.55
|
|
US Total Bond Market BND |
0.19
|
0.02
|
-0.03
|
0.00
|
0.00
|
|
Long Term Treasuries TLT |
-0.07
|
-0.38
|
-0.36
|
-0.27
|
-0.26
|
|
US Cash BIL |
-0.19
|
-0.36
|
-0.23
|
0.00
|
0.00
|
|
TIPS TIP |
0.24
|
0.12
|
0.11
|
0.13
|
0.13
|
|
Investment Grade Bonds LQD |
0.31
|
0.29
|
0.23
|
0.17
|
0.17
|
|
High Yield Bonds HYG |
0.50
|
0.61
|
0.59
|
0.47
|
0.47
|
|
International Bond Market BNDX |
0.11
|
0.01
|
-0.02
|
0.04
|
0.04
|
|
Emerging Market Bonds EMB |
0.38
|
0.44
|
0.38
|
0.33
|
0.33
|
|
Gold GLD |
-0.03
|
-0.10
|
-0.02
|
0.08
|
0.08
|
|
Commodities DBC |
0.72
|
0.70
|
0.67
|
0.61
|
0.61
|
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 Energy Select Sector SPDR Fund (XLE) ETF: Dividend Yield page.
The Inflation Adjusted Capital now would be 8472.49$, with a net total return of 747.25% (7.38% annualized).
The Inflation Adjusted Capital now would be 19523.64$, with a net total return of 1852.36% (8.46% annualized).
Drawdowns
Worst drawdowns since August 1992.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-63.91% | Jul 2014 | Mar 2020 | 69 | Mar 2022 | 24 | 93 |
-53.13% | Jul 2008 | Feb 2009 | 8 | Jul 2013 | 53 | 61 |
-35.68% | May 2001 | Sep 2002 | 17 | Jul 2004 | 22 | 39 |
-17.12% | Jun 2022 | Jun 2022 | 1 | in progress | 1 | 2 |
-12.29% | Jan 2008 | Jan 2008 | 1 | Apr 2008 | 3 | 4 |
-11.35% | Oct 1993 | Jun 1994 | 9 | Feb 1995 | 8 | 17 |
-9.27% | May 1998 | Aug 1998 | 4 | Sep 1998 | 1 | 5 |
-9.23% | Feb 2006 | Feb 2006 | 1 | Jul 2006 | 5 | 6 |
-9.11% | Jun 2000 | Jul 2000 | 2 | Aug 2000 | 1 | 3 |
-9.04% | Oct 2005 | Oct 2005 | 1 | Jan 2006 | 3 | 4 |
-9.02% | Dec 1998 | Feb 1999 | 3 | Mar 1999 | 1 | 4 |
-8.79% | Sep 1999 | Feb 2000 | 6 | Mar 2000 | 1 | 7 |
-8.56% | Aug 2006 | Sep 2006 | 2 | Nov 2006 | 2 | 4 |
-7.93% | Oct 1997 | Jan 1998 | 4 | Mar 1998 | 2 | 6 |
-7.82% | Oct 2000 | Nov 2000 | 2 | Dec 2000 | 1 | 3 |
-7.22% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
-7.21% | Jan 2001 | Mar 2001 | 3 | Apr 2001 | 1 | 4 |
-5.90% | Oct 1992 | Nov 1992 | 2 | Feb 1993 | 3 | 5 |
-5.80% | Jan 2014 | Jan 2014 | 1 | Mar 2014 | 2 | 3 |
-5.68% | Dec 2006 | Feb 2007 | 3 | Mar 2007 | 1 | 4 |
Worst drawdowns since January 1986.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-63.91% | Jul 2014 | Mar 2020 | 69 | Mar 2022 | 24 | 93 |
-53.13% | Jul 2008 | Feb 2009 | 8 | Jul 2013 | 53 | 61 |
-35.68% | May 2001 | Sep 2002 | 17 | Jul 2004 | 22 | 39 |
-30.20% | Sep 1987 | Nov 1987 | 3 | Jul 1989 | 20 | 23 |
-17.12% | Jun 2022 | Jun 2022 | 1 | in progress | 1 | 2 |
-12.29% | Jan 2008 | Jan 2008 | 1 | Apr 2008 | 3 | 4 |
-11.35% | Oct 1993 | Jun 1994 | 9 | Feb 1995 | 8 | 17 |
-9.84% | Nov 1991 | Mar 1992 | 5 | May 1992 | 2 | 7 |
-9.27% | May 1998 | Aug 1998 | 4 | Sep 1998 | 1 | 5 |
-9.23% | Feb 2006 | Feb 2006 | 1 | Jul 2006 | 5 | 6 |
-9.14% | Aug 1990 | Oct 1990 | 3 | Feb 1991 | 4 | 7 |
-9.11% | Jun 2000 | Jul 2000 | 2 | Aug 2000 | 1 | 3 |
-9.04% | Oct 2005 | Oct 2005 | 1 | Jan 2006 | 3 | 4 |
-9.02% | Dec 1998 | Feb 1999 | 3 | Mar 1999 | 1 | 4 |
-8.79% | Sep 1999 | Feb 2000 | 6 | Mar 2000 | 1 | 7 |
-8.56% | Aug 2006 | Sep 2006 | 2 | Nov 2006 | 2 | 4 |
-7.93% | Oct 1997 | Jan 1998 | 4 | Mar 1998 | 2 | 6 |
-7.82% | Oct 2000 | Nov 2000 | 2 | Dec 2000 | 1 | 3 |
-7.22% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
-7.21% | Jan 2001 | Mar 2001 | 3 | Apr 2001 | 1 | 4 |
Rolling Returns ( more details)
Energy Select Sector SPDR Fund (XLE) ETF: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
13.46 |
109.61 Nov 2020 - Oct 2021 |
-52.34 Apr 2019 - Mar 2020 |
25.93% |
2 Years |
11.01 |
70.34 Apr 2020 - Mar 2022 |
-32.97 Oct 2018 - Sep 2020 |
23.32% |
3 Years |
10.37 |
40.56 Feb 2003 - Jan 2006 |
-21.66 Apr 2017 - Mar 2020 |
26.24% |
5 Years |
10.38 |
31.68 May 2003 - Apr 2008 |
-14.48 Apr 2015 - Mar 2020 |
12.89% |
7 Years |
10.41 |
21.09 May 1992 - Apr 1999 |
-11.31 Nov 2013 - Oct 2020 |
8.99% |
10 Years |
10.95 |
19.56 May 1989 - Apr 1999 |
-4.03 Nov 2010 - Oct 2020 |
5.31% |
15 Years |
10.98 |
18.79 Feb 1986 - Jan 2001 |
-1.30 Oct 2005 - Sep 2020 |
1.15% |
20 Years |
11.11 |
17.66 Feb 1986 - Jan 2006 |
1.85 Nov 2000 - Oct 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Energy Select Sector SPDR Fund (XLE) ETF: Rolling Returns page.
Seasonality
Energy Select Sector SPDR Fund (XLE) ETF: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
1.17 49% |
1.52 59% |
2.11 70% |
3.83 73% |
1.52 59% |
-0.28 49% |
0.59 57% |
-0.21 47% |
0.25 58% |
0.37 53% |
0.83 53% |
1.65 72% |
Best Year |
18.8 2022 |
22.5 2021 |
14.1 1999 |
30.8 2020 |
16.0 2022 |
9.4 2019 |
11.0 1990 |
18.9 1986 |
10.3 1998 |
19.1 2011 |
28.0 2020 |
13.1 2003 |
Worst Year |
-12.3 2008 |
-15.3 2020 |
-34.3 2020 |
-5.4 2005 |
-11.5 2010 |
-17.1 2022 |
-15.9 2008 |
-10.2 2011 |
-14.9 2008 |
-18.8 2008 |
-14.3 1987 |
-12.4 2018 |
Monthly/Yearly Returns
Energy Select Sector SPDR Fund (XLE) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
+44.12 | +35.62 | 18.8 | 7.1 | 9.3 | -1.7 | 16.0 | -17.1 | 9.7 | |||||
2021 |
+53.31 | +43.24 | 3.7 | 22.5 | 3.0 | 0.7 | 5.7 | 4.2 | -8.3 | -2.0 | 9.0 | 10.3 | -5.0 | 3.0 |
2020 |
-32.51 | -33.42 | -11.0 | -15.3 | -34.3 | 30.8 | 2.0 | -1.1 | -4.8 | -1.1 | -14.6 | -4.1 | 28.0 | 4.5 |
2019 |
+11.73 | +9.24 | 11.2 | 2.3 | 2.1 | 0.0 | -11.1 | 9.4 | -1.6 | -8.3 | 3.9 | -2.1 | 1.6 | 6.0 |
2018 |
-18.21 | -19.74 | 3.6 | -10.8 | 1.7 | 9.5 | 3.0 | 0.6 | 1.6 | -3.5 | 2.4 | -11.3 | -1.6 | -12.4 |
2017 |
-0.90 | -2.95 | -3.2 | -2.1 | -1.5 | -2.9 | -3.5 | -0.1 | 2.6 | -5.5 | 10.2 | -0.8 | 1.8 | 5.3 |
2016 |
+28.02 | +25.41 | -3.5 | -2.8 | 10.2 | 9.1 | -0.9 | 2.7 | -1.3 | 1.7 | 3.7 | -2.8 | 8.5 | 1.7 |
2015 |
-21.47 | -22.04 | -4.6 | 4.6 | -1.2 | 6.6 | -5.2 | -3.5 | -7.7 | -4.3 | -7.2 | 11.2 | 0.0 | -10.5 |
2014 |
-8.70 | -9.39 | -5.8 | 5.1 | 2.1 | 5.3 | 1.7 | 5.5 | -3.5 | 2.2 | -7.8 | -3.5 | -8.7 | -0.2 |
2013 |
+26.25 | +24.38 | 8.3 | 0.4 | 2.5 | -1.3 | 2.8 | -2.3 | 5.3 | -1.0 | 2.1 | 4.2 | 0.1 | 2.9 |
2012 |
+5.20 | +3.40 | 2.3 | 5.9 | -3.8 | -0.7 | -10.7 | 4.8 | 4.9 | 2.7 | 3.1 | -2.0 | -1.2 | 1.0 |
2011 |
+2.84 | -0.12 | 7.2 | 7.4 | 1.9 | 0.9 | -4.2 | -1.9 | 1.5 | -10.2 | -14.4 | 19.1 | 1.7 | -2.0 |
2010 |
+21.78 | +19.99 | -4.4 | 3.0 | 2.8 | 4.2 | -11.5 | -5.9 | 8.4 | -4.9 | 10.0 | 5.7 | 5.9 | 9.3 |
2009 |
+21.79 | +18.57 | -1.8 | -12.3 | 3.8 | 7.8 | 12.9 | -6.5 | 5.3 | 1.1 | 5.8 | 2.5 | 2.8 | 0.9 |
2008 |
-38.97 | -39.02 | -12.3 | 9.3 | -2.3 | 10.4 | 5.2 | 3.2 | -15.9 | 0.3 | -14.9 | -18.8 | -2.2 | -4.5 |
2007 |
+36.88 | +31.51 | -0.9 | -2.0 | 6.3 | 5.1 | 7.8 | 1.3 | 0.0 | 1.2 | 7.4 | 2.5 | -4.2 | 8.3 |
2006 |
+18.08 | +15.15 | 14.6 | -9.2 | 4.2 | 5.0 | -2.8 | 2.5 | 3.3 | -5.1 | -3.7 | 4.3 | 8.6 | -2.8 |
2005 |
+40.17 | +35.54 | 3.4 | 16.8 | -1.9 | -5.4 | 2.8 | 7.0 | 7.1 | 6.4 | 6.3 | -9.0 | 1.5 | 1.8 |
2004 |
+33.94 | +29.71 | 2.3 | 5.3 | -0.6 | 1.7 | -0.3 | 6.2 | 3.1 | -1.5 | 9.8 | 0.6 | 6.7 | -2.8 |
2003 |
+25.82 | +23.50 | -2.5 | 2.9 | 0.1 | -0.9 | 10.6 | -1.3 | -3.5 | 6.4 | -2.1 | 1.0 | 0.8 | 13.1 |
2002 |
-14.69 | -16.67 | -3.6 | 3.4 | 8.8 | -3.6 | -1.8 | -3.7 | -13.9 | 1.5 | -7.1 | 1.8 | 4.1 | 0.0 |
2001 |
-18.13 | -19.39 | -3.2 | -1.2 | -3.0 | 10.3 | -0.9 | -9.1 | -1.2 | -4.2 | -9.6 | 4.0 | -5.6 | 5.7 |
2000 |
+24.39 | +20.31 | 0.8 | -4.2 | 12.5 | -1.5 | 11.7 | -5.5 | -3.8 | 10.9 | 1.6 | -2.7 | -5.2 | 10.2 |
1999 |
+17.95 | +14.87 | -6.6 | -0.9 | 14.1 | 14.8 | -2.2 | 2.0 | 1.9 | 1.1 | -4.6 | -1.5 | -0.2 | 0.7 |
1998 |
+17.26 | +15.40 | -3.0 | 8.6 | 3.0 | 5.8 | -2.9 | 2.8 | -1.5 | -7.8 | 10.3 | -0.5 | 4.5 | -1.8 |
1997 |
+25.60 | +23.49 | 4.1 | -2.3 | 7.7 | 2.1 | 4.4 | 4.3 | 5.7 | -2.9 | 5.8 | -2.3 | -1.2 | -1.6 |
1996 |
+26.78 | +22.71 | -1.0 | 3.7 | 1.8 | 3.9 | 2.2 | 0.7 | -3.7 | 1.3 | 4.2 | 5.7 | 5.2 | 0.6 |
1995 |
+31.69 | +28.43 | 1.6 | 5.4 | 2.7 | 1.8 | 4.2 | -3.0 | 4.3 | -2.8 | 3.2 | 1.5 | 4.1 | 5.4 |
1994 |
+3.55 | +0.86 | 6.2 | -3.6 | -3.1 | 2.6 | -1.4 | -5.6 | 5.4 | -1.0 | -2.6 | 8.8 | -2.5 | 1.4 |
1993 |
+18.17 | +15.01 | 2.1 | 6.1 | 5.8 | 1.6 | 1.8 | 0.3 | 0.0 | 3.5 | 2.6 | -0.5 | -6.4 | 0.4 |
1992 |
+5.47 | +2.49 | -5.9 | -1.3 | -0.7 | 9.4 | 2.9 | -1.7 | 4.3 | 3.2 | 0.1 | -4.2 | -1.8 | 2.0 |
1991 |
+12.50 | +9.15 | -0.9 | 7.5 | 4.4 | 1.6 | -2.5 | -2.1 | 2.3 | -0.2 | 2.3 | 2.2 | -5.7 | 3.7 |
1990 |
+10.17 | +3.83 | -3.9 | 1.3 | -0.6 | -2.3 | 7.4 | 0.1 | 11.0 | -3.4 | -2.2 | -3.8 | 4.3 | 3.0 |
1989 |
+35.90 | +29.86 | 7.5 | -3.3 | 4.1 | 0.5 | 2.3 | -0.1 | 2.5 | 0.6 | 5.4 | 8.1 | 2.2 | 2.0 |
1988 |
+21.55 | +16.41 | 11.6 | 1.5 | 1.5 | 5.3 | 2.6 | -3.2 | 5.5 | -3.5 | -3.0 | 3.2 | -1.6 | 0.9 |
1987 |
+3.54 | -0.86 | 17.5 | -4.9 | 11.2 | 2.1 | 1.6 | 6.7 | -0.6 | 2.8 | -4.7 | -14.5 | -14.3 | 5.6 |
1986 |
+31.25 | +29.82 | -5.3 | 2.6 | 3.4 | 3.3 | 6.5 | -0.9 | -2.6 | 18.9 | -1.6 | 1.3 | 5.1 | -1.2 |
ETF Returns, up to December 1998, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.