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.
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
|
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).
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.
The Inflation Adjusted Capital now would be 1654.57$, with a net total return of 65.46% (2.55% annualized).
The Inflation Adjusted Capital now would be 1556.86$, with a net total return of 55.69% (1.89% annualized).
Drawdowns
Worst drawdowns since August 2002.
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.
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
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% |
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?
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 % |
-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 |
Monthly/Yearly Returns
Financial Select Sector SPDR (XLF) 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 |
-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 |