Data Source: from January 1999 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 15 2022
Category: Stocks
ETF: Materials Select Sector SPDR Fund (XLB)
ETF • LIVE PERFORMANCE (USD currency)
0.06%
1 Day
Aug 15 2022
3.76%
Current Month
August 2022

In the last 20 Years, the Materials Select Sector SPDR Fund (XLB) ETF obtained a 9.29% compound annual return, with a 20.00% standard deviation.

In 2021, the ETF granted a 2.05% dividend yield. If you are interested in getting periodic income, please refer to the Materials Select Sector SPDR Fund (XLB) 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: Materials
  • Industry: Broad Materials

Historical Returns as of Jul 31, 2022

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

MATERIALS SELECT SECTOR SPDR FUND (XLB) 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
6.15
6.17
0.00
1 - 0
3M
-7.49
-9.73
-13.87
Jun 2022 - Jun 2022
2 - 1
6M
-6.51
-11.28
-15.94
Apr 2022 - Jun 2022
3 - 3
YTD
-12.86
-18.00
-17.91
Jan 2022 - Jun 2022
3 - 4
1Y
-5.12
-12.57
22.35
-17.91
Jan 2022 - Jun 2022
6 - 6
50% pos
3Y(*)
12.51
7.24
22.15
-26.15
Jan 2020 - Mar 2020
22 - 14
61% pos
5Y(*)
9.62
5.52
19.93
-26.15
Jan 2020 - Mar 2020
38 - 22
63% pos
10Y(*)
10.69
7.88
17.34
-26.15
Jan 2020 - Mar 2020
76 - 44
63% pos
15Y(*)
7.02
4.54
21.05
-55.49
Jun 2008 - Feb 2009
107 - 73
59% pos
20Y(*)
9.29
6.61
20.00
-55.49
Jun 2008 - Feb 2009
144 - 96
60% pos
MAX(*)
01 Jan 1999
7.91
5.23
21.07
-55.49
Jun 2008 - Feb 2009
164 - 119
58% 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 Materials Select Sector SPDR Fund (XLB) ETF vs the main Asset Classes, over different timeframes.

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

MATERIALS SELECT SECTOR SPDR FUND (XLB) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs XLB
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1999
US Total Stock Market
VTI
0.88
0.90
0.87
0.81
US Large Cap
SPY
0.90
0.90
0.87
0.82
US Small Cap
IJR
0.83
0.83
0.78
0.71
US REITs
VNQ
0.90
0.73
0.53
0.57
US Technology
QQQ
0.80
0.77
0.74
0.59
Preferred Stocks
PFF
0.78
0.72
0.60
0.42
EAFE Stocks
EFA
0.88
0.88
0.81
0.79
World All Countries
VT
0.90
0.91
0.88
0.84
Emerging Markets
EEM
0.59
0.71
0.67
0.74
Europe
VGK
0.89
0.87
0.80
0.78
Pacific
VPL
0.78
0.83
0.74
0.67
Latin America
FLLA
0.58
0.58
0.55
0.65
US Total Bond Market
BND
0.43
0.22
0.10
-0.03
Long Term Treasuries
TLT
0.29
-0.19
-0.23
-0.30
US Cash
BIL
-0.26
-0.29
-0.18
-0.05
TIPS
TIP
0.63
0.40
0.25
0.10
Investment Grade Bonds
LQD
0.57
0.48
0.36
0.18
High Yield Bonds
HYG
0.73
0.75
0.72
0.60
International Bond Market
BNDX
0.39
0.25
0.15
0.07
Emerging Market Bonds
EMB
0.77
0.63
0.54
0.47
Gold
GLD
0.38
0.21
0.16
0.16
Commodities
DBC
0.31
0.52
0.48
0.38

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 Materials Select Sector SPDR Fund (XLB) ETF: Dividend Yield page.

An investment of 1000$, since August 2002, now would be worth 5913.68$, with a total return of 491.37% (9.29% annualized).

The Inflation Adjusted Capital now would be 3594.80$, with a net total return of 259.48% (6.61% annualized).
An investment of 1000$, since January 1999, now would be worth 6018.86$, with a total return of 501.89% (7.91% annualized).

The Inflation Adjusted Capital now would be 3329.64$, with a net total return of 232.96% (5.23% annualized).

Drawdowns

Worst drawdowns since August 2002.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-55.49% Jun 2008 Feb 2009 9 Apr 2013 50 59
-26.15% Jan 2020 Mar 2020 3 Aug 2020 5 8
-23.06% Mar 2015 Jan 2016 11 Nov 2016 10 21
-18.14% Feb 2018 Dec 2018 11 Dec 2019 12 23
-17.91% Jan 2022 Jun 2022 6 in progress 1 7
-13.45% Aug 2002 Sep 2002 2 Nov 2002 2 4
-11.98% Mar 2005 Jun 2005 4 Jan 2006 7 11
-11.76% Dec 2002 Feb 2003 3 Jun 2003 4 7
-8.55% Jun 2021 Sep 2021 4 Dec 2021 3 7
-8.07% Nov 2007 Jan 2008 3 May 2008 4 7
-7.14% May 2006 Jul 2006 3 Oct 2006 3 6
-6.83% Mar 2004 Apr 2004 2 Jun 2004 2 4
-4.72% Jan 2014 Jan 2014 1 Feb 2014 1 2
-4.59% Sep 2014 Jan 2015 5 Feb 2015 1 6
-4.51% Sep 2003 Sep 2003 1 Oct 2003 1 2
-4.42% Jan 2004 Jan 2004 1 Feb 2004 1 2
-4.11% Jun 2013 Jun 2013 1 Jul 2013 1 2
-3.85% Jun 2007 Aug 2007 3 Sep 2007 1 4
-3.06% Jan 2005 Jan 2005 1 Feb 2005 1 2
-2.42% Jan 2021 Jan 2021 1 Feb 2021 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
-55.49% Jun 2008 Feb 2009 9 Apr 2013 50 59
-31.43% May 1999 Sep 2000 17 Nov 2003 38 55
-26.15% Jan 2020 Mar 2020 3 Aug 2020 5 8
-23.06% Mar 2015 Jan 2016 11 Nov 2016 10 21
-18.14% Feb 2018 Dec 2018 11 Dec 2019 12 23
-17.91% Jan 2022 Jun 2022 6 in progress 1 7
-11.98% Mar 2005 Jun 2005 4 Jan 2006 7 11
-8.55% Jun 2021 Sep 2021 4 Dec 2021 3 7
-8.07% Nov 2007 Jan 2008 3 May 2008 4 7
-7.14% May 2006 Jul 2006 3 Oct 2006 3 6
-6.83% Mar 2004 Apr 2004 2 Jun 2004 2 4
-4.72% Jan 2014 Jan 2014 1 Feb 2014 1 2
-4.59% Sep 2014 Jan 2015 5 Feb 2015 1 6
-4.42% Jan 2004 Jan 2004 1 Feb 2004 1 2
-4.11% Jun 2013 Jun 2013 1 Jul 2013 1 2
-3.85% Jun 2007 Aug 2007 3 Sep 2007 1 4
-3.71% Jan 1999 Jan 1999 1 Apr 1999 3 4
-3.06% Jan 2005 Jan 2005 1 Feb 2005 1 2
-2.42% Jan 2021 Jan 2021 1 Feb 2021 1 2
-2.28% Jul 2004 Jul 2004 1 Sep 2004 2 3

Rolling Returns ( more details)

Materials Select Sector SPDR Fund (XLB) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.95 78.41
Apr 2020 - Mar 2021
-51.37
Mar 2008 - Feb 2009
27.21%
2 Years
9.09 46.78
Mar 2009 - Feb 2011
-26.21
Mar 2007 - Feb 2009
20.38%
3 Years
8.45 27.27
Mar 2009 - Feb 2012
-12.44
Mar 2006 - Feb 2009
15.32%
5 Years
8.57 22.42
Mar 2009 - Feb 2014
-4.16
Mar 2004 - Feb 2009
4.02%
7 Years
8.23 15.50
Oct 2000 - Sep 2007
-0.27
Mar 2002 - Feb 2009
0.50%
10 Years
7.84 13.51
Mar 2009 - Feb 2019
1.29
Mar 1999 - Feb 2009
0.00%
15 Years
8.07 10.84
Feb 2003 - Jan 2018
5.08
Apr 2005 - Mar 2020
0.00%
20 Years
8.13 9.99
Nov 2001 - Oct 2021
5.83
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 Materials Select Sector SPDR Fund (XLB) ETF: Rolling Returns page.

Seasonality

Materials Select Sector SPDR Fund (XLB) 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 %
-1.82
38%
1.00
63%
1.66
71%
3.51
75%
0.28
63%
-1.15
42%
1.40
50%
-0.27
43%
-2.25
43%
2.04
61%
3.12
78%
2.37
70%
Best
Year
11.0
2012
8.0
2015
15.4
2009
24.7
1999
6.9
2020
11.6
2019
12.9
2009
4.4
2020
8.1
2007
17.3
2011
12.7
2001
14.0
2000
Worst
Year
-12.2
2000
-10.0
2000
-14.0
2020
-7.1
2005
-9.5
2010
-13.9
2022
-11.3
2002
-7.0
2011
-16.5
2011
-22.4
2008
-10.7
2008
-6.9
2018
Statistics calculated for the period Jan 1999 - Jul 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
164 Positive Months (58%) - 119 Negative Months (42%)
Jan 1999 - Jul 2022
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-12.86 -18.00 -6.8 -1.3 6.1 -3.5 1.2 -13.9 6.2
2021
+27.45 +19.07 -2.4 4.1 7.6 5.4 5.1 -5.3 2.1 1.9 -7.2 7.6 -0.6 7.6
2020
+20.52 +18.90 -6.2 -8.5 -14.0 15.2 6.9 2.2 7.1 4.4 1.5 -0.7 12.4 2.5
2019
+24.13 +21.36 5.6 3.2 1.3 3.5 -8.2 11.6 -0.3 -2.8 3.2 0.0 3.2 2.9
2018
-14.87 -16.46 4.0 -5.3 -4.1 0.1 2.1 0.3 2.9 -0.8 -1.8 -9.2 3.8 -6.9
2017
+24.00 +21.44 4.5 0.6 0.6 1.3 0.0 1.8 1.5 0.8 3.7 3.9 0.9 2.1
2016
+16.80 +14.42 -10.7 7.8 7.6 5.1 -0.3 -0.8 5.1 -0.3 -1.2 -2.1 6.8 0.2
2015
-8.67 -9.33 -1.8 8.0 -4.9 3.4 0.4 -3.9 -5.0 -5.6 -7.4 13.4 1.0 -4.3
2014
+7.17 +6.37 -4.7 6.9 0.8 0.8 3.0 1.6 -2.0 3.9 -1.4 -2.4 1.6 -0.6
2013
+26.00 +24.13 3.9 -1.4 2.2 0.9 1.9 -4.1 5.6 -0.1 4.4 4.2 1.3 4.9
2012
+14.70 +12.73 11.0 -0.6 0.4 -0.8 -7.8 4.9 -1.3 2.3 3.8 -2.1 1.9 3.2
2011
-10.93 -13.49 0.1 2.7 1.8 2.1 -2.7 -0.4 -3.5 -7.0 -16.5 17.3 0.2 -2.3
2010
+20.55 +18.77 -8.6 4.5 7.9 0.2 -9.5 -7.3 12.8 -3.0 7.8 6.2 1.1 10.0
2009
+48.18 +44.25 -7.4 -8.0 15.4 15.6 5.8 -4.5 12.9 2.4 4.2 -5.2 10.8 2.1
2008
-44.05 -44.10 -4.2 2.3 -1.4 5.3 5.2 -5.8 -3.2 -1.6 -15.5 -22.4 -10.7 -0.6
2007
+22.05 +17.27 4.0 2.7 2.4 1.5 5.9 -0.5 -2.7 -0.7 8.1 4.2 -5.0 1.1
2006
+18.36 +15.43 4.8 -2.1 4.7 3.6 -4.0 0.5 -3.7 3.0 0.0 6.0 4.4 0.6
2005
+4.08 +0.64 -3.1 7.9 -2.7 -7.1 -0.6 -2.0 5.5 -4.2 0.8 0.2 7.7 2.9
2004
+13.49 +9.91 -4.4 5.2 -2.3 -4.6 2.8 5.0 -2.3 1.7 4.0 -0.9 8.1 1.3
2003
+37.39 +34.86 -5.0 -2.7 0.6 9.0 3.1 0.9 7.9 2.8 -4.5 9.5 2.3 9.8
2002
-5.35 -7.55 2.3 5.3 3.1 -4.7 5.0 -1.7 -11.3 -0.5 -13.0 5.7 12.0 -4.6
2001
+2.15 +0.59 -2.7 1.3 -5.0 10.7 3.8 -3.4 -0.3 -0.4 -11.8 2.7 12.7 -3.0
2000
-16.24 -18.99 -12.2 -10.0 10.1 -3.3 -3.2 -8.6 0.9 2.3 -9.8 8.8 -2.5 14.0
1999
+22.89 +19.68 -3.7 1.6 1.8 24.7 -9.1 5.8 -1.1 -4.5 -3.1 2.4 -1.4 11.6
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