Last Update: 31 Aug 2021

Category: Stocks
ETF: Financial Select Sector SPDR (XLF)

In the last 10 years, the Financial Select Sector SPDR (XLF) ETF obtained a 15.63% compound annual return, with a 18.48% standard deviation.

In the last 20 years, a 5.12% compound annual return, with a 21.38% standard deviation.

In 2020, the portfolio granted a 1.96% dividend yield. If you are interested in getting periodic income, please refer to the Financial Select Sector SPDR (XLF): 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

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

Capital Growth:
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Period Returns
Aug 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+5.15%
0.00%
1 - 0
3M
+1.47%
-3.50%
Jun 2021 - Jul 2021
1 - 2
6M
+19.84%
-3.50%
Jun 2021 - Jul 2021
4 - 2
YTD
+31.35%
-3.50%
Jun 2021 - Jul 2021
5 - 3
1Y
+56.21%
20.54%
-4.25%
Sep 2020 - Oct 2020
7 - 5
3Y
+13.12%
annualized
24.26%
-31.74%
Jan 2020 - Mar 2020
21 - 15
5Y
+16.28%
annualized
20.79%
-31.74%
Jan 2020 - Mar 2020
35 - 25
10Y
+15.63%
annualized
18.48%
-31.74%
Jan 2020 - Mar 2020
75 - 45
MAX
01 Jan 1999
+5.19%
annualized
21.52%
-78.68%
Jun 2007 - Feb 2009
154 - 118

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.22% +97.52%
Mar 2009 - Feb 2010
-69.38%
Mar 2008 - Feb 2009
36.02%
2 Years
+5.24% +51.34%
Mar 2009 - Feb 2011
-52.48%
Mar 2007 - Feb 2009
26.10%
3 Years
+4.49% +27.40%
Oct 2011 - Sep 2014
-36.60%
Mar 2006 - Feb 2009
24.05%
5 Years
+4.25% +25.42%
Mar 2009 - Feb 2014
-21.87%
Mar 2004 - Feb 2009
28.17%
7 Years
+3.32% +18.37%
Oct 2011 - Sep 2018
-13.79%
Mar 2002 - Feb 2009
42.33%
10 Years
+1.79% +17.72%
Mar 2009 - Feb 2019
-9.00%
Mar 1999 - Feb 2009
56.21%
15 Years
+2.67% +5.72%
Mar 2003 - Feb 2018
+0.04%
Feb 2001 - Jan 2016
0.00%
20 Years
+3.56% +5.12%
Sep 2001 - Aug 2021
+2.17%
Oct 2000 - Sep 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 and Yearly/Monthly Returns

In the table below, for the Financial Select Sector SPDR (XLF) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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 %
-0.83
48%
-1.09
52%
1.56
48%
3.55
70%
0.16
57%
-1.11
35%
1.41
65%
0.16
52%
-0.84
50%
1.72
68%
1.40
64%
1.40
73%
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
16.9
2020
10.7
2010
Worst
Year
-26.2
2009
-17.8
2009
-21.0
2020
-4.4
2004
-9.2
2012
-17.4
2008
-9.1
2007
-9.6
2011
-11.5
2002
-21.9
2008
-18.5
2008
-11.1
2018

For further information about the seasonality, check the Asset Class Seasonality page.

Investing in Financial Select Sector SPDR (XLF) ETF: detail of monthly returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+31.35% -1.8 11.6 5.9 6.5 4.8 -3.1 -0.5 5.2
2020
-1.68% -2.7 -11.3 -21.0 9.5 2.7 -0.5 3.9 4.3 -3.4 -0.9 16.9 6.3
2019
+31.87% 8.9 2.2 -2.6 9.0 -7.2 6.7 2.4 -4.7 4.6 2.5 5.1 2.6
2018
-13.04% 6.6 -2.9 -4.2 -0.4 -1.0 -1.8 5.1 1.4 -2.2 -4.7 2.6 -11.1
2017
+22.00% 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% -8.9 -2.9 7.2 3.6 1.9 -3.2 3.5 3.9 -2.8 2.3 14.0 3.8
2015
-1.74% -7.0 5.8 -0.6 0.1 2.0 -0.5 3.4 -7.1 -2.8 6.3 2.0 -2.4
2014
+15.05% -3.7 3.0 3.3 -1.7 1.5 2.4 -1.5 4.2 -0.4 2.9 2.4 1.9
2013
+35.52% 6.0 1.2 3.9 2.7 6.1 -1.6 5.4 -5.1 2.8 3.3 4.4 2.2
2012
+28.42% 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% 2.8 2.7 -2.5 -0.1 -3.3 -2.8 -3.6 -9.6 -11.4 14.3 -5.1 2.1
2010
+11.90% -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% -26.2 -17.8 17.2 21.8 14.0 -1.8 8.9 13.0 2.0 -6.0 4.3 -1.4
2008
-54.97% 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% 0.9 -3.1 -0.5 3.9 2.4 -4.0 -9.1 2.6 2.4 -1.7 -8.1 -5.8
2006
+18.89% 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% -2.2 -0.7 -3.8 0.2 3.0 1.2 1.6 -1.6 0.9 3.1 4.8 0.0
2004
+10.87% 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% -1.3 -3.1 -1.0 12.6 5.1 0.4 4.4 -1.2 0.9 6.9 -0.4 4.5
2002
-14.75% -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% -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% -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% 1.7 1.6 3.3 7.0 -6.0 4.3 -6.1 -4.4 -5.2 15.5 -4.4 -2.4
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