Last Update: 31 Dec 2020
ETF: Energy Select Sector SPDR Fund (XLE)
In the last 10 years, the Energy Select Sector SPDR Fund (XLE) ETF obtained a -2.63% compound annual return, with a 26.58% standard deviation.
In 2020, the portfolio granted a 3.65% dividend yield. If you are interested in getting periodic income, please refer to the Energy Select Sector SPDR Fund (XLE): 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
Capital Growth and Historical Returns
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): Dividend Yield page.
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| Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+4.51%
|
0.00%
|
1 - 0 | |
|
3M
|
+28.27%
|
-4.11%
Oct 2020 - Oct 2020
|
2 - 1 | |
|
6M
|
+3.22%
|
-22.83%
Jul 2020 - Oct 2020
|
2 - 4 | |
|
YTD
|
-32.51%
|
59.17%
|
-50.44%
Jan 2020 - Mar 2020
|
4 - 8 |
|
1Y
|
-32.51%
|
59.17%
|
-50.44%
Jan 2020 - Mar 2020
|
4 - 8 |
|
3Y
|
-14.88%
annualized
|
38.88%
|
-58.15%
Aug 2018 - Mar 2020
|
18 - 18 |
|
5Y
|
-4.79%
annualized
|
31.87%
|
-58.15%
Aug 2018 - Mar 2020
|
29 - 31 |
|
10Y
|
-2.63%
annualized
|
26.58%
|
-63.93%
Jul 2014 - Mar 2020
|
61 - 59 |
|
MAX
01 Jan 1999
|
+4.64%
annualized
|
24.49%
|
-63.93%
Jul 2014 - Mar 2020
|
144 - 120 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
Energy Select Sector SPDR Fund (XLE) ETF: annualized rolling and average returns
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| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+6.82% |
+60.72% Sep 2004 - Aug 2005 |
-52.34% Apr 2019 - Mar 2020 |
36.36% |
| 2 Years |
+6.39% |
+51.60% Oct 2003 - Sep 2005 |
-32.97% Oct 2018 - Sep 2020 |
37.34% |
| 3 Years |
+6.43% |
+40.56% Feb 2003 - Jan 2006 |
-21.66% Apr 2017 - Mar 2020 |
41.92% |
| 5 Years |
+7.27% |
+31.68% May 2003 - Apr 2008 |
-14.48% Apr 2015 - Mar 2020 |
19.02% |
| 7 Years |
+7.59% |
+18.31% Jul 2001 - Jun 2008 |
-11.31% Nov 2013 - Oct 2020 |
10.50% |
| 10 Years |
+7.18% |
+15.31% Nov 2003 - Oct 2013 |
-4.03% Nov 2010 - Oct 2020 |
6.21% |
| 15 Years |
+7.45% |
+11.57% Mar 1999 - Feb 2014 |
-1.30% Oct 2005 - Sep 2020 |
3.53% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
Energy Select Sector SPDR Fund (XLE) ETF Seasonality
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| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | -0.4 | 0.2 | 1.1 | 4.8 | 0.3 | 0.2 | -0.6 | -0.6 | -0.9 | -0.1 | 2.0 | 1.6 |
| Best |
14.6 2006 |
16.8 2005 |
14.1 1999 |
30.8 2020 |
12.9 2009 |
9.4 2019 |
8.4 2010 |
10.9 2000 |
10.2 2017 |
19.1 2011 |
28.0 2020 |
13.1 2003 |
| Worst |
-12.3 2008 |
-15.3 2020 |
-34.3 2020 |
-5.4 2005 |
-11.5 2010 |
-9.1 2001 |
-15.9 2008 |
-10.2 2011 |
-15.0 2008 |
-18.8 2008 |
-8.7 2014 |
-12.4 2018 |
| Gain Frequency |
41 | 55 | 64 | 64 | 45 | 50 | 55 | 50 | 55 | 50 | 59 | 68 |
Detail of Monthly Returns
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| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
-32.51% | -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% | 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% | 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% | -3.2 | -2.1 | -1.5 | -3.0 | -3.5 | -0.1 | 2.6 | -5.5 | 10.2 | -0.8 | 1.8 | 5.3 |
| 2016 |
+28.02% | -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% | -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% | -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% | 8.3 | 0.4 | 2.5 | -1.3 | 2.9 | -2.3 | 5.3 | -1.0 | 2.1 | 4.2 | 0.1 | 2.9 |
| 2012 |
+5.20% | 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% | 7.2 | 7.4 | 1.9 | 0.9 | -4.2 | -1.9 | 1.5 | -10.2 | -14.4 | 19.1 | 1.7 | -2.1 |
| 2010 |
+21.78% | -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% | -1.8 | -12.3 | 3.8 | 7.8 | 12.9 | -6.5 | 5.4 | 1.1 | 5.8 | 2.5 | 2.8 | 0.9 |
| 2008 |
-38.97% | -12.3 | 9.3 | -2.3 | 10.4 | 5.2 | 3.2 | -15.9 | 0.3 | -15.0 | -18.8 | -2.2 | -4.5 |
| 2007 |
+36.88% | -0.9 | -2.1 | 6.3 | 5.1 | 7.8 | 1.3 | 0.0 | 1.2 | 7.4 | 2.5 | -4.2 | 8.3 |
| 2006 |
+18.08% | 14.6 | -9.2 | 4.3 | 5.0 | -2.8 | 2.5 | 3.4 | -5.1 | -3.7 | 4.3 | 8.6 | -2.8 |
| 2005 |
+40.17% | 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% | 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% | -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% | -3.6 | 3.4 | 8.9 | -3.6 | -1.8 | -3.7 | -13.9 | 1.5 | -7.1 | 1.8 | 4.1 | 0.0 |
| 2001 |
-18.13% | -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% | 0.8 | -4.2 | 12.5 | -1.5 | 11.7 | -5.5 | -3.8 | 10.9 | 1.6 | -2.7 | -5.3 | 10.2 |
| 1999 |
+17.95% | -6.6 | -0.9 | 14.1 | 14.8 | -2.2 | 2.0 | 1.9 | 1.1 | -4.6 | -1.5 | -0.2 | 0.7 |