Data Source: from January 1999 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 15 2022
Category: Stocks
ETF: Financial Select Sector SPDR (XLF)
ETF • LIVE PERFORMANCE (USD currency)
0.03%
1 Day
Aug 15 2022
5.46%
Current Month
August 2022

In the last 20 Years, the Financial Select Sector SPDR (XLF) ETF obtained a 5.13% compound annual return, with a 21.56% standard deviation.

In 2021, the ETF granted a 2.17% dividend yield. If you are interested in getting periodic income, please refer to the Financial Select Sector SPDR (XLF) 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: Financials
  • Industry: Broad Financials

Historical Returns as of Jul 31, 2022

Historical returns and stats of Financial Select Sector SPDR (XLF) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

FINANCIAL SELECT SECTOR SPDR (XLF) 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
7.19
7.20
0.00
1 - 0
3M
-1.81
-4.18
-10.87
Jun 2022 - Jun 2022
2 - 1
6M
-12.91
-17.35
-18.75
Feb 2022 - Jun 2022
2 - 4
YTD
-12.88
-18.02
-18.75
Feb 2022 - Jun 2022
3 - 4
1Y
-5.98
-13.36
20.09
-20.78
Nov 2021 - Jun 2022
6 - 6
50% pos
3Y(*)
8.33
3.25
24.11
-31.75
Jan 2020 - Mar 2020
20 - 16
56% pos
5Y(*)
8.25
4.19
21.51
-31.75
Jan 2020 - Mar 2020
33 - 27
55% pos
10Y(*)
13.10
10.23
17.97
-31.75
Jan 2020 - Mar 2020
73 - 47
61% pos
15Y(*)
3.63
1.23
23.69
-76.75
Oct 2007 - Feb 2009
102 - 78
57% pos
20Y(*)
5.13
2.55
21.56
-78.68
Jun 2007 - Feb 2009
141 - 99
59% pos
MAX(*)
01 Jan 1999
4.49
1.89
21.49
-78.68
Jun 2007 - Feb 2009
159 - 124
56% 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 Financial Select Sector SPDR (XLF) ETF vs the main Asset Classes, over different timeframes.

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

FINANCIAL SELECT SECTOR SPDR (XLF) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs XLF
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1999
US Total Stock Market
VTI
0.87
0.89
0.86
0.81
US Large Cap
SPY
0.87
0.88
0.86
0.83
US Small Cap
IJR
0.85
0.89
0.87
0.70
US REITs
VNQ
0.67
0.69
0.53
0.66
US Technology
QQQ
0.78
0.72
0.67
0.53
Preferred Stocks
PFF
0.84
0.72
0.59
0.52
EAFE Stocks
EFA
0.94
0.90
0.77
0.73
World All Countries
VT
0.92
0.91
0.84
0.80
Emerging Markets
EEM
0.87
0.74
0.58
0.60
Europe
VGK
0.91
0.89
0.75
0.73
Pacific
VPL
0.87
0.84
0.69
0.63
Latin America
FLLA
0.58
0.67
0.54
0.54
US Total Bond Market
BND
0.66
0.15
-0.01
-0.01
Long Term Treasuries
TLT
0.48
-0.30
-0.36
-0.28
US Cash
BIL
-0.17
-0.26
-0.20
-0.06
TIPS
TIP
0.65
0.27
0.06
0.05
Investment Grade Bonds
LQD
0.76
0.43
0.27
0.21
High Yield Bonds
HYG
0.82
0.75
0.65
0.59
International Bond Market
BNDX
0.53
0.18
0.07
0.07
Emerging Market Bonds
EMB
0.86
0.61
0.43
0.43
Gold
GLD
0.17
0.03
-0.14
-0.07
Commodities
DBC
0.30
0.60
0.44
0.28

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 Financial Select Sector SPDR (XLF) ETF: Dividend Yield page.

An investment of 1000$, since August 2002, now would be worth 2721.87$, with a total return of 172.19% (5.13% annualized).

The Inflation Adjusted Capital now would be 1654.57$, with a net total return of 65.46% (2.55% annualized).
An investment of 1000$, since January 1999, now would be worth 2814.28$, with a total return of 181.43% (4.49% annualized).

The Inflation Adjusted Capital now would be 1556.86$, with a net total return of 55.69% (1.89% annualized).

Drawdowns

Worst drawdowns since August 2002.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-78.68% Jun 2007 Feb 2009 21 Jul 2017 101 122
-31.75% Jan 2020 Mar 2020 3 Feb 2021 11 14
-20.78% Nov 2021 Jun 2022 8 in progress 1 9
-18.39% Feb 2018 Dec 2018 11 Nov 2019 11 22
-11.49% Sep 2002 Sep 2002 1 Nov 2002 2 3
-10.37% Dec 2002 Mar 2003 4 Apr 2003 1 5
-6.51% Jan 2005 Mar 2005 3 Oct 2005 7 10
-5.48% Mar 2004 Jul 2004 5 Nov 2004 4 9
-4.21% May 2006 Jun 2006 2 Sep 2006 3 5
-3.50% Feb 2007 Mar 2007 2 Apr 2007 1 3
-3.50% Jun 2021 Jul 2021 2 Aug 2021 1 3
-1.83% Sep 2021 Sep 2021 1 Oct 2021 1 2
-1.55% Aug 2017 Aug 2017 1 Sep 2017 1 2
-1.17% Aug 2003 Aug 2003 1 Oct 2003 2 3
-0.37% Nov 2003 Nov 2003 1 Dec 2003 1 2

Worst drawdowns since January 1999.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-78.68% Jun 2007 Feb 2009 21 Jul 2017 101 122
-31.75% Jan 2020 Mar 2020 3 Feb 2021 11 14
-27.87% Jan 2001 Sep 2002 21 Dec 2003 15 36
-22.08% May 1999 Feb 2000 10 Aug 2000 6 16
-20.78% Nov 2021 Jun 2022 8 in progress 1 9
-18.39% Feb 2018 Dec 2018 11 Nov 2019 11 22
-6.51% Jan 2005 Mar 2005 3 Oct 2005 7 10
-5.93% Oct 2000 Nov 2000 2 Dec 2000 1 3
-5.48% Mar 2004 Jul 2004 5 Nov 2004 4 9
-4.21% May 2006 Jun 2006 2 Sep 2006 3 5
-3.50% Feb 2007 Mar 2007 2 Apr 2007 1 3
-3.50% Jun 2021 Jul 2021 2 Aug 2021 1 3
-1.83% Sep 2021 Sep 2021 1 Oct 2021 1 2
-1.55% Aug 2017 Aug 2017 1 Sep 2017 1 2

Rolling Returns ( more details)

Financial Select Sector SPDR (XLF) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.85 97.52
Mar 2009 - Feb 2010
-69.38
Mar 2008 - Feb 2009
36.03%
2 Years
5.94 51.34
Mar 2009 - Feb 2011
-52.49
Mar 2007 - Feb 2009
25.00%
3 Years
4.90 27.40
Oct 2011 - Sep 2014
-36.60
Mar 2006 - Feb 2009
22.98%
5 Years
4.64 25.42
Mar 2009 - Feb 2014
-21.87
Mar 2004 - Feb 2009
26.79%
7 Years
3.77 18.37
Oct 2011 - Sep 2018
-13.79
Mar 2002 - Feb 2009
40.00%
10 Years
2.65 17.72
Mar 2009 - Feb 2019
-9.00
Mar 1999 - Feb 2009
52.44%
15 Years
2.78 5.72
Mar 2003 - Feb 2018
0.04
Feb 2001 - Jan 2016
0.00%
20 Years
3.94 5.78
Nov 2001 - Oct 2021
2.17
Nov 2000 - Oct 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 Financial Select Sector SPDR (XLF) ETF: Rolling Returns page.

Seasonality

Financial Select Sector SPDR (XLF) 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 %
-0.80
50%
-1.11
50%
1.49
46%
2.99
67%
0.27
58%
-1.52
33%
1.65
67%
0.16
52%
-0.88
48%
1.97
70%
1.09
61%
1.49
74%
Best
Year
8.9
2019
11.6
2021
18.3
2000
21.8
2009
14.0
2009
6.7
2019
8.9
2009
13.0
2009
6.1
2010
15.5
1999
16.8
2020
10.7
2010
Worst
Year
-26.2
2009
-17.7
2009
-21.0
2020
-9.9
2022
-9.2
2012
-17.4
2008
-9.1
2007
-9.6
2011
-11.5
2002
-21.9
2008
-18.5
2008
-11.1
2018
Statistics calculated for the period Jan 1999 - Jul 2022

Monthly/Yearly Returns

Financial Select Sector SPDR (XLF) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
159 Positive Months (56%) - 124 Negative Months (44%)
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
-12.88 -18.02 0.0 -1.4 -0.1 -9.9 2.8 -10.9 7.2
2021
+34.82 +25.96 -1.8 11.6 5.9 6.5 4.8 -3.0 -0.5 5.1 -1.8 7.3 -5.7 3.4
2020
-1.68 -3.00 -2.7 -11.2 -21.0 9.5 2.7 -0.5 3.8 4.3 -3.4 -0.9 16.8 6.3
2019
+31.87 +28.93 8.9 2.2 -2.6 9.0 -7.2 6.7 2.4 -4.7 4.5 2.5 5.1 2.6
2018
-13.04 -14.67 6.6 -2.9 -4.2 -0.4 -1.0 -1.7 5.1 1.4 -2.2 -4.7 2.6 -11.1
2017
+22.00 +19.48 0.3 5.3 -3.0 -0.8 -1.2 6.5 1.7 -1.6 5.1 2.9 3.5 1.9
2016
+22.42 +19.93 -8.9 -2.9 7.2 3.6 1.9 -3.2 3.5 3.8 -2.8 2.3 14.0 3.8
2015
-1.74 -2.45 -7.0 5.8 -0.6 0.1 1.9 -0.5 3.4 -7.1 -2.8 6.3 2.0 -2.3
2014
+15.05 +14.19 -3.7 3.0 3.3 -1.7 1.5 2.4 -1.5 4.2 -0.4 2.9 2.3 1.9
2013
+35.52 +33.52 6.0 1.2 3.9 2.7 6.1 -1.6 5.3 -5.1 2.8 3.3 4.4 2.2
2012
+28.42 +26.22 8.2 5.0 7.4 -2.3 -9.2 5.0 0.1 3.4 3.3 2.0 -0.9 4.7
2011
-17.15 -19.54 2.8 2.7 -2.5 -0.1 -3.3 -2.7 -3.6 -9.6 -11.4 14.3 -5.1 2.1
2010
+11.90 +10.25 -1.5 3.5 8.9 1.3 -9.2 -5.7 6.5 -7.8 6.1 1.5 -0.7 10.7
2009
+17.61 +14.50 -26.2 -17.7 17.1 21.8 14.0 -1.8 8.9 13.0 1.9 -6.0 4.3 -1.4
2008
-54.97 -55.01 0.7 -11.4 -3.0 7.0 -7.0 -17.4 6.8 -1.0 -6.4 -21.9 -18.5 0.4
2007
-19.19 -22.36 0.9 -3.0 -0.5 3.9 2.4 -4.0 -9.1 2.6 2.4 -1.7 -8.1 -5.8
2006
+18.89 +15.94 0.9 2.1 0.3 4.3 -3.8 -0.5 2.3 1.2 4.0 2.3 0.7 3.8
2005
+6.19 +2.69 -2.2 -0.7 -3.8 0.2 3.0 1.2 1.6 -1.6 0.8 3.0 4.8 0.0
2004
+10.87 +7.37 3.3 2.9 -1.2 -4.4 1.7 0.4 -2.1 3.3 -0.9 0.5 3.1 4.1
2003
+30.47 +28.07 -1.3 -3.1 -0.9 12.6 5.1 0.4 4.4 -1.2 0.9 6.9 -0.4 4.5
2002
-14.75 -16.73 -1.1 -1.7 6.6 -2.5 -0.3 -4.3 -8.3 1.9 -11.5 9.1 3.7 -5.4
2001
-9.42 -10.80 -0.2 -6.7 -3.0 3.6 4.4 -0.7 -1.0 -6.6 -5.6 -1.4 6.5 2.0
2000
+25.89 +21.76 -3.0 -10.7 18.3 1.0 2.2 -4.8 8.8 10.2 2.2 -0.9 -5.1 8.5
1999
+2.66 -0.02 1.7 1.6 3.2 7.0 -6.0 4.3 -6.1 -4.4 -5.2 15.5 -4.4 -2.4
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