Data Source: from January 1999 to August 2022
Consolidated Returns as of 31 Aug 2022
Live Update: Sep 23 2022
Category: Stocks
ETF: Industrial Select Sector SPDR Fund (XLI)
ETF • LIVE PERFORMANCE (USD currency)
1.88%
1 Day
Sep 23 2022
8.37%
Current Month
September 2022

In the last 20 Years, the Industrial Select Sector SPDR Fund (XLI) ETF obtained a 9.51% compound annual return, with a 18.19% standard deviation.

In 2021, the ETF granted a 1.50% dividend yield. If you are interested in getting periodic income, please refer to the Industrial Select Sector SPDR Fund (XLI) 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: Industrials
  • Industry: Broad Industrials

Historical Returns as of Aug 31, 2022

Historical returns and stats of Industrial Select Sector SPDR Fund (XLI) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

INDUSTRIAL SELECT SECTOR SPDR FUND (XLI) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 1999 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-2.83
-2.80
-2.83
Aug 2022 - Aug 2022
0 - 1
3M
-1.45
-2.74
-7.37
Jun 2022 - Jun 2022
1 - 2
6M
-6.26
-10.20
-14.82
Apr 2022 - Jun 2022
2 - 4
YTD
-11.50
-16.69
-16.82
Jan 2022 - Jun 2022
2 - 6
1Y
-9.76
-16.65
19.12
-16.82
Jan 2022 - Jun 2022
4 - 8
33% pos
3Y(*)
8.91
3.82
22.02
-27.13
Dec 2019 - Mar 2020
20 - 16
56% pos
5Y(*)
8.25
4.27
20.89
-27.13
Dec 2019 - Mar 2020
35 - 25
58% pos
10Y(*)
12.01
9.23
16.76
-27.13
Dec 2019 - Mar 2020
76 - 44
63% pos
15Y(*)
8.07
5.55
19.76
-57.16
Oct 2007 - Feb 2009
112 - 68
62% pos
20Y(*)
9.51
6.84
18.19
-57.16
Oct 2007 - Feb 2009
153 - 87
64% pos
MAX(*)
01 Jan 1999
7.70
5.04
18.73
-57.16
Oct 2007 - Feb 2009
174 - 110
61% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54%

Correlations as of Aug 31, 2022

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

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

INDUSTRIAL SELECT SECTOR SPDR FUND (XLI) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs XLI
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1999
US Total Stock Market
VTI
0.98
0.93
0.92
0.89
US Large Cap
SPY
0.97
0.92
0.92
0.90
US Small Cap
IJR
0.92
0.88
0.87
0.79
US REITs
VNQ
0.91
0.75
0.61
0.63
US Technology
QQQ
0.91
0.79
0.76
0.67
Preferred Stocks
PFF
0.88
0.73
0.64
0.46
EAFE Stocks
EFA
0.91
0.90
0.82
0.80
World All Countries
VT
0.98
0.93
0.90
0.87
Emerging Markets
EEM
0.67
0.71
0.62
0.69
Europe
VGK
0.90
0.88
0.80
0.79
Pacific
VPL
0.85
0.87
0.74
0.69
Latin America
FLLA
0.52
0.60
0.53
0.62
US Total Bond Market
BND
0.62
0.22
0.12
-0.01
Long Term Treasuries
TLT
0.51
-0.20
-0.22
-0.27
US Cash
BIL
-0.09
-0.25
-0.20
-0.07
TIPS
TIP
0.71
0.35
0.22
0.07
Investment Grade Bonds
LQD
0.73
0.49
0.39
0.22
High Yield Bonds
HYG
0.78
0.75
0.71
0.64
International Bond Market
BNDX
0.56
0.26
0.19
0.08
Emerging Market Bonds
EMB
0.84
0.66
0.54
0.48
Gold
GLD
0.35
0.07
0.00
0.00
Commodities
DBC
0.21
0.53
0.43
0.34

Capital Growth as of Aug 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 Industrial Select Sector SPDR Fund (XLI) ETF: Dividend Yield page.

An investment of 1000$, since September 2002, now would be worth 6156.96$, with a total return of 515.70% (9.51% annualized).

The Inflation Adjusted Capital now would be 3756.48$, with a net total return of 275.65% (6.84% annualized).
An investment of 1000$, since January 1999, now would be worth 5780.61$, with a total return of 478.06% (7.70% annualized).

The Inflation Adjusted Capital now would be 3198.97$, with a net total return of 219.90% (5.04% annualized).

Drawdowns

Worst drawdowns since September 2002.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.16% Oct 2007 Feb 2009 17 Apr 2011 26 43
-27.13% Dec 2019 Mar 2020 4 Nov 2020 8 12
-23.70% May 2011 Sep 2011 5 Dec 2012 15 20
-17.66% Feb 2018 Dec 2018 11 Apr 2019 4 15
-16.82% Jan 2022 Jun 2022 6 in progress 2 8
-12.61% Sep 2002 Feb 2003 6 May 2003 3 9
-11.90% Mar 2015 Sep 2015 7 Apr 2016 7 14
-7.64% May 2019 May 2019 1 Jul 2019 2 3
-7.41% May 2006 Jul 2006 3 Nov 2006 4 7
-6.33% Jun 2021 Sep 2021 4 Oct 2021 1 5
-5.30% Jan 2005 Apr 2005 4 Nov 2005 7 11
-4.27% Jan 2021 Jan 2021 1 Feb 2021 1 2
-4.27% Jan 2014 Jan 2014 1 Mar 2014 2 3
-4.13% Jul 2014 Jul 2014 1 Oct 2014 3 4
-3.58% Dec 2014 Jan 2015 2 Feb 2015 1 3
-3.56% Nov 2021 Nov 2021 1 Dec 2021 1 2
-2.79% Jul 2004 Jul 2004 1 Oct 2004 3 4
-2.73% Sep 2003 Sep 2003 1 Oct 2003 1 2
-2.65% Aug 2019 Aug 2019 1 Sep 2019 1 2
-2.48% Aug 2013 Aug 2013 1 Sep 2013 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
-57.16% Oct 2007 Feb 2009 17 Apr 2011 26 43
-37.14% Feb 2001 Feb 2003 25 Nov 2004 21 46
-27.13% Dec 2019 Mar 2020 4 Nov 2020 8 12
-23.70% May 2011 Sep 2011 5 Dec 2012 15 20
-17.66% Feb 2018 Dec 2018 11 Apr 2019 4 15
-16.82% Jan 2022 Jun 2022 6 in progress 2 8
-13.35% Jul 1999 Feb 2000 8 Apr 2000 2 10
-11.90% Mar 2015 Sep 2015 7 Apr 2016 7 14
-7.64% May 2019 May 2019 1 Jul 2019 2 3
-7.41% May 2006 Jul 2006 3 Nov 2006 4 7
-6.33% Jun 2021 Sep 2021 4 Oct 2021 1 5
-5.30% Jan 2005 Apr 2005 4 Nov 2005 7 11
-4.34% May 2000 Jun 2000 2 Aug 2000 2 4
-4.27% Jan 2021 Jan 2021 1 Feb 2021 1 2
-4.27% Jan 2014 Jan 2014 1 Mar 2014 2 3
-4.13% Jul 2014 Jul 2014 1 Oct 2014 3 4
-4.09% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.58% Dec 2014 Jan 2015 2 Feb 2015 1 3
-3.56% Nov 2021 Nov 2021 1 Dec 2021 1 2
-2.65% Aug 2019 Aug 2019 1 Sep 2019 1 2

Rolling Returns ( more details)

Industrial Select Sector SPDR Fund (XLI) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.63 73.50
Mar 2009 - Feb 2010
-51.68
Mar 2008 - Feb 2009
24.91%
2 Years
8.57 50.60
Mar 2009 - Feb 2011
-29.09
Mar 2007 - Feb 2009
21.84%
3 Years
8.01 32.59
Mar 2009 - Feb 2012
-17.72
Mar 2006 - Feb 2009
21.69%
5 Years
8.56 27.73
Mar 2009 - Feb 2014
-7.01
Mar 2004 - Feb 2009
7.56%
7 Years
8.48 19.81
Mar 2009 - Feb 2016
-4.55
Mar 2002 - Feb 2009
3.48%
10 Years
8.31 18.62
Mar 2009 - Feb 2019
-2.07
Mar 1999 - Feb 2009
4.24%
15 Years
8.34 12.02
Feb 2003 - Jan 2018
5.10
Feb 2001 - Jan 2016
0.00%
20 Years
7.78 9.68
Nov 2001 - Oct 2021
5.55
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 Industrial Select Sector SPDR Fund (XLI) ETF: Rolling Returns page.

Seasonality

Industrial Select Sector SPDR Fund (XLI) 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 %
-1.10
42%
0.10
58%
1.48
67%
2.97
67%
0.51
63%
-1.13
42%
1.41
71%
0.25
63%
-0.76
52%
0.90
61%
3.04
78%
1.61
74%
Best
Year
11.4
2019
6.9
2021
13.9
2000
18.1
2009
5.4
2020
7.9
2019
10.4
2010
9.9
2000
11.5
2010
14.4
2011
16.0
2020
8.1
1999
Worst
Year
-12.0
2009
-17.0
2009
-18.6
2020
-7.6
2022
-9.1
2010
-12.0
2008
-6.9
2011
-6.9
2010
-14.7
2001
-18.2
2008
-8.2
2008
-10.6
2018
Statistics calculated for the period Jan 1999 - Aug 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
174 Positive Months (61%) - 110 Negative Months (39%)
Jan 1999 - Aug 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
-11.50 -16.69 -4.8 -0.8 3.4 -7.6 -0.5 -7.4 9.5 -2.8
2021
+21.09 +13.13 -4.3 6.9 9.0 3.5 3.1 -2.3 0.9 1.1 -6.1 6.8 -3.6 5.4
2020
+10.96 +9.47 -0.4 -9.9 -18.6 8.8 5.4 2.0 4.4 8.5 -0.7 -1.4 16.0 1.0
2019
+29.09 +26.21 11.4 6.4 -1.1 4.0 -7.6 7.9 0.5 -2.6 3.0 1.1 4.5 -0.2
2018
-13.24 -14.87 5.4 -3.9 -2.7 -2.8 3.1 -3.4 7.4 0.2 2.2 -10.9 3.8 -10.6
2017
+23.97 +21.41 1.9 3.9 -0.8 2.0 1.8 1.3 0.3 0.2 4.2 0.7 4.2 2.1
2016
+20.01 +17.57 -5.7 4.3 7.0 1.2 -0.4 0.7 3.6 0.9 0.2 -2.0 9.1 0.3
2015
-4.30 -5.00 -3.6 5.4 -2.5 -0.3 0.3 -2.7 0.3 -5.4 -2.2 8.8 0.9 -2.6
2014
+10.36 +9.53 -4.3 4.1 1.0 1.3 1.9 0.5 -4.1 4.2 -1.1 3.9 3.1 0.0
2013
+40.55 +38.47 5.8 2.2 2.4 -0.7 5.0 -1.5 5.9 -2.5 5.9 4.8 3.7 4.2
2012
+14.93 +12.96 7.3 2.8 1.0 -1.1 -6.3 3.4 0.4 1.5 1.1 -0.1 1.8 2.8
2011
-1.11 -3.96 3.9 2.1 2.2 2.7 -2.8 -0.5 -6.9 -6.6 -9.3 14.4 1.4 0.3
2010
+27.82 +25.93 -1.5 5.3 8.7 4.3 -9.1 -6.9 10.4 -6.9 11.5 2.9 1.3 7.5
2009
+22.07 +18.84 -12.0 -17.0 8.8 18.1 3.4 -1.7 8.7 4.8 5.8 -4.0 8.8 1.7
2008
-38.74 -38.80 -5.5 -2.0 3.6 2.9 0.9 -12.0 0.8 2.7 -12.1 -18.2 -8.2 2.3
2007
+13.48 +9.03 2.1 -1.1 0.8 4.6 5.2 0.0 0.9 0.0 4.7 -1.3 -2.8 -0.1
2006
+13.51 +10.69 0.3 3.1 4.4 2.2 -1.7 -0.1 -5.7 1.1 3.8 2.8 2.5 0.5
2005
+2.74 -0.65 -2.8 1.2 0.0 -3.6 3.2 -2.6 3.8 -2.4 1.7 -1.4 5.8 0.5
2004
+17.75 +14.04 1.0 -0.7 -1.2 0.0 2.5 6.2 -2.8 0.1 2.1 1.0 6.3 2.5
2003
+31.84 +29.41 -5.4 -1.5 1.0 10.8 2.7 2.1 3.3 3.9 -2.7 6.2 2.0 6.6
2002
-24.58 -26.33 -6.3 2.5 2.7 -6.9 0.4 -6.1 -5.7 -1.6 -11.5 4.9 5.2 -3.9
2001
-10.19 -11.57 0.4 -6.0 -9.6 11.4 4.2 -6.2 -0.2 -3.4 -14.7 1.8 10.0 4.9
2000
+6.73 +3.23 -8.2 -5.5 13.9 1.4 -0.4 -3.9 1.5 9.9 -2.9 2.2 -3.4 4.0
1999
+21.84 +18.65 -1.1 0.9 2.1 15.0 -2.0 6.1 -3.7 0.8 -0.5 -2.2 -2.2 8.1
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