Data Source: from January 1999 to November 2022 (~24 years)
Consolidated Returns as of 30 November 2022
Live Update: Dec 07 2022, 11:00AM Eastern Time
Category: Stocks
ETF: Health Care Select Sector SPDR Fund (XLV)
ETF • LIVE PERFORMANCE (USD currency)
0.97%
1 Day
Dec 07 2022, 11:00AM Eastern Time
0.22%
Current Month
December 2022

In the last 20 Years, the Health Care Select Sector SPDR Fund (XLV) ETF obtained a 10.18% compound annual return, with a 13.51% standard deviation.

In 2021, the ETF granted a 1.66% dividend yield. If you are interested in getting periodic income, please refer to the Health Care Select Sector SPDR Fund (XLV) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Growth
  • Region: North America
  • Country: U.S.
  • Sector: Healthcare
  • Industry: Broad Healthcare

Historical Returns as of Nov 30, 2022

Historical returns and Metrics of Health Care Select Sector SPDR Fund (XLV) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
HEALTH CARE SELECT SECTOR SPDR FUND (XLV) ETF
Portfolio Metrics
Data Source: 1 January 1999 - 30 November 2022 (~24 years)
Swipe left to see all data
Metrics as of Nov 30, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~24Y)
Portfolio
Return (%)
4.72 11.88 5.99 8.79 13.70 12.58 15.03 10.18 8.79
US Inflation (%) 0.00 0.62 1.96 7.22 5.03 3.85 2.61 2.52 2.53
Infl. Adjusted
Return (%)
4.72 11.19 3.96 1.46 8.25 8.40 12.10 7.48 6.10
Waiting for updates, inflation of Nov 2022 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 18.75 16.73 16.11 14.08 13.51 14.28
Sharpe Ratio 0.41 0.79 0.72 1.03 0.67 0.34
Sortino Ratio 0.61 1.13 1.01 1.40 0.91 0.46
MAXIMUM DRAWDOWN
Drawdown Depth (%) -13.07 -13.07 -13.07 -13.21 -35.50 -35.50
Start (yyyy mm) 2022 01 2022 01 2022 01 2015 08 2007 12 2007 12
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2015 09 2009 02 2009 02
Start to Bottom (# months) 9 9 9 2 15 15
Start to Recovery (# months) in progress
> 11
> 11
> 11
19
41
41
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 41.40 29.65 23.99 17.00 10.79
Worst Return (%) -30.48 -9.42 -4.60 -0.73 7.02
% Positive Periods 77% 83% 95% 98% 100%
MONTHS
Positive 1 2 3 6 21 35 77 149 174
Negative 0 1 3 6 15 25 43 91 113
% Positive 100% 67% 50% 50% 58% 58% 64% 62% 61%
WITHDRAWAL RATES (WR)
Safe WR (%) 38.95 24.13 18.49 7.47 6.18
Perpetual WR (%) 7.62 7.75 10.79 6.96 5.75
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Correlations as of Nov 30, 2022

Monthly correlations of Health Care Select Sector SPDR Fund (XLV) ETF vs the main Asset Classes, over different timeframes.

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.

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

HEALTH CARE SELECT SECTOR SPDR FUND (XLV) ETF
Monthly correlations as of 30 November 2022
Swipe left to see all data
Correlation vs XLV
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1999
US Total Stock Market
VTI
0.84
0.82
0.81
0.78
US Large Cap
SPY
0.85
0.83
0.81
0.80
US Small Cap
IJR
0.82
0.71
0.68
0.61
US REITs
VNQ
0.82
0.67
0.62
0.50
US Technology
QQQ
0.76
0.74
0.72
0.63
Preferred Stocks
PFF
0.64
0.58
0.54
0.39
EAFE Stocks
EFA
0.77
0.73
0.69
0.67
World All Countries
VT
0.82
0.79
0.77
0.75
Emerging Markets
EEM
0.37
0.55
0.47
0.57
Europe
VGK
0.79
0.73
0.68
0.67
Pacific
VPL
0.68
0.69
0.64
0.59
Latin America
FLLA
0.49
0.44
0.36
0.49
US Total Bond Market
BND
0.49
0.27
0.22
0.09
Long Term Treasuries
TLT
0.31
-0.02
-0.01
-0.12
US Cash
BIL
0.12
-0.11
-0.08
-0.10
TIPS
TIP
0.59
0.41
0.31
0.16
Invest. Grade Bonds
LQD
0.59
0.43
0.37
0.27
High Yield Bonds
HYG
0.73
0.64
0.61
0.57
International Bonds
BNDX
0.57
0.25
0.23
0.15
Emerg. Market Bonds
EMB
0.63
0.49
0.42
0.42
Gold
GLD
0.37
0.23
0.12
0.04
Commodities
DBC
0.29
0.33
0.23
0.20

Capital Growth as of Nov 30, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Health Care Select Sector SPDR Fund (XLV) ETF: Dividend Yield page.

An investment of 1000$, since December 2002, now would be worth 6950.99$, with a total return of 595.10% (10.18% annualized).

The Inflation Adjusted Capital now would be 4228.74$, with a net total return of 322.87% (7.48% annualized).
An investment of 1000$, since January 1999, now would be worth 7496.63$, with a total return of 649.66% (8.79% annualized).

The Inflation Adjusted Capital now would be 4122.98$, with a net total return of 312.30% (6.10% annualized).

Drawdowns

Worst drawdowns since December 2002.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-35.50% Dec 2007 Feb 2009 15 Apr 2011 26 41
-13.21% Aug 2015 Sep 2015 2 Feb 2017 17 19
-13.07% Jan 2022 Sep 2022 9 in progress 2 11
-12.59% Jan 2020 Mar 2020 3 May 2020 2 5
-11.23% Jun 2011 Sep 2011 4 Jan 2012 4 8
-9.35% Dec 2018 Dec 2018 1 Oct 2019 10 11
-9.34% Mar 2004 Oct 2004 8 Apr 2005 6 14
-7.95% Jun 2007 Jul 2007 2 Nov 2007 4 6
-7.28% Feb 2018 Mar 2018 2 Jul 2018 4 6
-6.78% Oct 2018 Oct 2018 1 Nov 2018 1 2
-6.34% Mar 2006 May 2006 3 Aug 2006 3 6
-6.23% Dec 2002 Feb 2003 3 Apr 2003 2 5
-5.85% Sep 2021 Sep 2021 1 Dec 2021 3 4
-5.72% Sep 2020 Oct 2020 2 Nov 2020 1 3
-5.15% Jul 2003 Aug 2003 2 Dec 2003 4 6
-3.94% Aug 2005 Oct 2005 3 Dec 2005 2 5
-3.88% Apr 2012 May 2012 2 Jun 2012 1 3
-3.53% Aug 2013 Aug 2013 1 Oct 2013 2 3
-2.44% Jun 2020 Jun 2020 1 Jul 2020 1 2
-2.32% Feb 2007 Feb 2007 1 Apr 2007 2 3

Worst drawdowns since January 1999.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-35.50% Dec 2007 Feb 2009 15 Apr 2011 26 41
-23.83% Jan 2000 Sep 2001 21 Jan 2004 28 49
-13.21% Aug 2015 Sep 2015 2 Feb 2017 17 19
-13.07% Jan 2022 Sep 2022 9 in progress 2 11
-12.59% Jan 2020 Mar 2020 3 May 2020 2 5
-11.23% Jun 2011 Sep 2011 4 Jan 2012 4 8
-9.35% Dec 2018 Dec 2018 1 Oct 2019 10 11
-9.34% Mar 2004 Oct 2004 8 Apr 2005 6 14
-8.63% Jul 1999 Sep 1999 3 Dec 1999 3 6
-7.95% Jun 2007 Jul 2007 2 Nov 2007 4 6
-7.28% Feb 2018 Mar 2018 2 Jul 2018 4 6
-6.78% Oct 2018 Oct 2018 1 Nov 2018 1 2
-6.34% Mar 2006 May 2006 3 Aug 2006 3 6
-5.85% Sep 2021 Sep 2021 1 Dec 2021 3 4
-5.72% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.94% Aug 2005 Oct 2005 3 Dec 2005 2 5
-3.88% Apr 2012 May 2012 2 Jun 2012 1 3
-3.53% Aug 2013 Aug 2013 1 Oct 2013 2 3
-3.07% May 1999 May 1999 1 Jun 1999 1 2
-2.44% Jun 2020 Jun 2020 1 Jul 2020 1 2

Rolling Returns ( more details)

Health Care Select Sector SPDR Fund (XLV) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.35 41.40
Jan 2013 - Dec 2013
-30.48
Dec 2007 - Nov 2008
22.83%
2 Years
9.08 33.73
Dec 2012 - Nov 2014
-16.59
May 2007 - Apr 2009
15.91%
3 Years
9.00 29.65
Jun 2012 - May 2015
-9.42
Mar 2006 - Feb 2009
16.67%
5 Years
9.12 23.99
Aug 2010 - Jul 2015
-4.60
Mar 2004 - Feb 2009
4.82%
7 Years
9.17 18.91
Oct 2011 - Sep 2018
-1.47
Mar 2002 - Feb 2009
1.96%
10 Years
9.43 17.00
Sep 2011 - Aug 2021
-0.73
May 1999 - Apr 2009
1.79%
15 Years
9.25 11.98
Jan 2007 - Dec 2021
6.17
May 1999 - Apr 2014
0.00%
20 Years
8.74 10.79
Nov 2001 - Oct 2021
7.02
Apr 2000 - Mar 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 Health Care Select Sector SPDR Fund (XLV) ETF: Rolling Returns page.

Seasonality

Health Care Select Sector SPDR Fund (XLV) 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
Gain Frequency
0.65
60%
-2.61
20%
0.69
60%
1.99
60%
0.92
80%
1.10
60%
3.71
80%
0.57
60%
-1.54
20%
1.89
60%
4.54
80%
1.28
60%
 Capital Growth on monthly avg returns
100
100.65
98.02
98.70
100.66
101.59
102.70
106.52
107.13
105.48
107.47
112.35
113.79
Best 6.6
2018
1.1
2019
5.7
2022
12.6
2020
3.3
2020
6.6
2019
6.6
2018
4.3
2018
3.0
2018
9.6
2022
8.1
2018
9.0
2021
Worst -6.9
2022
-6.6
2020
-3.9
2020
-4.9
2022
-2.2
2019
-2.6
2022
-1.6
2019
-5.8
2022
-5.9
2021
-6.8
2018
-3.1
2021
-9.3
2018
Monthly Seasonality over the period Dec 2017 - Nov 2022
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
Gain Frequency
0.76
70%
0.47
50%
1.13
60%
1.58
60%
1.66
90%
1.21
60%
3.45
90%
-0.53
50%
-0.94
40%
1.94
60%
3.55
80%
0.78
60%
 Capital Growth on monthly avg returns
100
100.76
101.24
102.38
103.99
105.72
107.00
110.69
110.11
109.08
111.19
115.14
116.04
Best 7.6
2013
6.3
2017
6.2
2013
12.6
2020
4.5
2015
6.6
2019
7.2
2013
4.8
2014
3.2
2013
9.6
2022
8.1
2018
9.0
2021
Worst -7.7
2016
-6.6
2020
-3.9
2020
-4.9
2022
-2.2
2019
-2.6
2022
-1.6
2019
-8.0
2015
-5.9
2021
-6.8
2018
-3.1
2021
-9.3
2018
Monthly Seasonality over the period Dec 2012 - Nov 2022
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
Gain Frequency
0.78
63%
-0.37
54%
1.27
63%
1.76
58%
0.82
71%
0.40
50%
1.25
63%
-0.23
54%
-1.29
42%
1.00
63%
2.10
75%
2.03
74%
 Capital Growth on monthly avg returns
100
100.78
100.41
101.68
103.47
104.32
104.74
106.04
105.80
104.44
105.49
107.70
109.89
Best 7.6
2013
6.3
2017
9.0
2000
12.6
2020
6.8
2009
6.6
2019
7.2
2013
4.8
2014
9.1
2010
9.6
2022
11.6
2001
9.0
1999
Worst -7.7
2016
-12.4
2009
-6.4
2001
-4.9
2022
-6.5
2010
-7.2
2002
-5.4
2004
-8.0
2015
-14.5
2001
-11.5
2008
-9.1
2000
-9.3
2018
Monthly Seasonality over the period Jan 1999 - Nov 2022

Monthly/Yearly Returns

Health Care Select Sector SPDR Fund (XLV) ETF data source starts from January 1999: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1999 - Nov 2022
174 Positive Months (61%) - 113 Negative Months (39%)
MONTHLY RETURNS TABLE
Jan 1999 - Nov 2022
(Scroll down to see all data)
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
-0.21 -6.65 -6.9 -1.0 5.7 -4.9 1.5 -2.6 3.2 -5.8 -2.5 9.6 4.7
2021
+25.59 +17.33 1.4 -2.1 4.0 3.9 1.9 2.3 4.9 2.3 -5.9 5.1 -3.1 9.0
2020
+13.34 +11.82 -2.7 -6.6 -3.9 12.6 3.3 -2.4 5.5 2.6 -2.2 -3.6 7.9 3.8
2019
+20.45 +17.75 4.8 1.1 0.5 -2.7 -2.2 6.6 -1.6 -0.6 -0.1 5.1 5.0 3.5
2018
+6.28 +4.29 6.6 -4.5 -2.9 1.1 0.2 1.6 6.6 4.3 3.0 -6.8 8.1 -9.3
2017
+21.77 +19.26 2.3 6.3 -0.5 1.5 0.8 4.6 0.8 1.8 0.9 -0.8 2.9 -0.6
2016
-2.76 -4.74 -7.7 -0.4 2.7 3.0 2.2 0.9 4.9 -3.2 -0.5 -6.6 2.1 0.7
2015
+6.84 +6.07 1.3 4.3 0.6 -1.1 4.5 -0.4 3.0 -8.0 -5.7 7.7 -0.3 1.7
2014
+25.14 +24.20 0.9 6.2 -1.3 -0.6 2.9 2.1 0.1 4.8 0.4 5.3 3.5 -1.4
2013
+41.40 +39.31 7.6 1.3 6.2 3.0 1.6 -0.6 7.2 -3.5 3.2 4.3 4.7 0.7
2012
+17.37 +15.36 3.2 1.1 4.5 -0.3 -3.6 5.7 1.0 1.2 3.8 -0.2 0.5 -0.4
2011
+12.39 +9.16 0.6 3.1 1.8 6.4 2.5 -1.1 -4.0 -2.1 -4.5 5.8 1.0 3.0
2010
+3.30 +1.78 0.7 0.4 2.7 -3.9 -6.5 -1.8 1.3 -1.6 9.1 2.2 -2.9 4.6
2009
+19.51 +16.35 -1.2 -12.4 6.0 -0.1 6.8 2.4 5.9 2.7 0.6 -2.1 9.3 1.8
2008
-23.31 -23.38 -4.6 -2.7 -4.5 1.0 1.9 -4.2 4.5 2.1 -7.4 -11.5 -6.3 7.2
2007
+7.15 +2.95 3.0 -2.3 0.2 7.3 1.7 -3.4 -4.8 2.3 3.1 1.9 1.3 -2.8
2006
+7.05 +4.40 1.3 1.2 -1.3 -3.1 -2.1 0.0 5.5 2.9 1.5 0.3 -0.1 1.0
2005
+6.41 +2.90 -3.1 3.0 -0.6 3.5 1.3 -0.5 2.3 -0.3 -0.6 -3.1 1.2 3.5
2004
+1.28 -1.91 2.8 1.1 -4.2 3.1 -0.3 -0.4 -5.4 1.6 -1.7 -2.2 2.0 5.5
2003
+14.92 +12.80 -0.3 -2.2 3.6 3.3 2.1 4.4 -1.5 -3.7 0.3 0.7 2.1 5.8
2002
-0.74 -3.05 -0.7 4.6 5.8 -0.6 1.4 -7.2 -2.9 1.0 -6.2 5.8 3.1 -3.8
2001
-0.83 -2.34 7.2 -1.9 -6.4 7.4 3.8 -1.1 -2.0 -5.1 -14.5 0.5 11.6 2.4
2000
-11.77 -14.66 -2.5 -6.5 9.0 -1.2 -2.7 0.2 -1.5 3.5 -3.6 1.5 -9.1 1.7
1999
+19.51 +16.38 4.8 0.1 2.6 3.6 -3.1 4.4 -3.0 -4.5 -1.4 5.1 1.2 9.0
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