Last Update: 31 Dec 2020
In the last 10 years, the Utilities Select Sector SPDR Fund (XLU) ETF obtained a 11.09% compound annual return, with a 12.68% standard deviation.
In 2020, the portfolio granted a 3.09% dividend yield. If you are interested in getting periodic income, please refer to the Utilities Select Sector SPDR Fund (XLU): 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: Utilities
- Industry: Broad Utilities
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 Utilities Select Sector SPDR Fund (XLU): Dividend Yield page.
| Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+0.63%
|
0.00%
|
1 - 0 | |
|
3M
|
+6.49%
|
0.00%
|
3 - 0 | |
|
6M
|
+13.03%
|
-2.60%
Aug 2020 - Aug 2020
|
5 - 1 | |
|
YTD
|
+0.57%
|
19.69%
|
-18.83%
Feb 2020 - Mar 2020
|
8 - 4 |
|
1Y
|
+0.57%
|
19.69%
|
-18.83%
Feb 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+9.59%
annualized
|
13.65%
|
-18.83%
Feb 2020 - Mar 2020
|
23 - 13 |
|
5Y
|
+11.34%
annualized
|
13.48%
|
-18.83%
Feb 2020 - Mar 2020
|
39 - 21 |
|
10Y
|
+11.09%
annualized
|
12.68%
|
-18.83%
Feb 2020 - Mar 2020
|
81 - 39 |
|
MAX
01 Jan 1999
|
+7.10%
annualized
|
14.75%
|
-43.50%
Nov 2000 - Feb 2003
|
168 - 96 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
Utilities Select Sector SPDR Fund (XLU) ETF: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.53% |
+42.26% Mar 2003 - Feb 2004 |
-33.74% Oct 2001 - Sep 2002 |
21.34% |
| 2 Years |
+8.15% |
+32.79% Mar 2003 - Feb 2005 |
-24.15% Nov 2000 - Oct 2002 |
20.75% |
| 3 Years |
+7.72% |
+26.85% Mar 2003 - Feb 2006 |
-12.24% Nov 1999 - Oct 2002 |
26.64% |
| 5 Years |
+8.36% |
+22.44% Nov 2002 - Oct 2007 |
-1.71% Jan 1999 - Dec 2003 |
2.93% |
| 7 Years |
+8.35% |
+14.33% Apr 2009 - Mar 2016 |
+2.11% Apr 2002 - Mar 2009 |
0.00% |
| 10 Years |
+7.75% |
+12.88% Feb 2010 - Jan 2020 |
+2.14% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+8.31% |
+11.63% Nov 2002 - Oct 2017 |
+5.26% Jan 1999 - Dec 2013 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
Utilities Select Sector SPDR Fund (XLU) ETF Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.0 | -1.2 | 1.6 | 2.6 | 0.8 | 0.4 | 0.2 | 0.4 | 0.6 | 1.1 | 0.3 | 1.3 |
| Best |
6.8 2020 |
5.3 2007 |
10.9 2000 |
9.7 1999 |
10.1 2003 |
7.6 2016 |
7.8 2020 |
5.1 2019 |
13.2 2000 |
8.0 2014 |
4.8 2009 |
6.6 2003 |
| Worst |
-7.4 2008 |
-12.5 2009 |
-10.0 2020 |
-6.1 2002 |
-9.1 2013 |
-6.7 2002 |
-14.7 2002 |
-5.5 2016 |
-12.1 2002 |
-13.0 2008 |
-5.4 2016 |
-6.1 2017 |
| Gain Frequency |
50 | 55 | 73 | 82 | 64 | 55 | 59 | 64 | 68 | 73 | 55 | 68 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+0.57% | 6.8 | -9.9 | -10.0 | 3.3 | 4.2 | -4.7 | 7.8 | -2.6 | 1.1 | 5.1 | 0.7 | 0.6 |
| 2019 |
+25.91% | 3.5 | 4.1 | 2.8 | 0.9 | -0.8 | 3.2 | -0.1 | 5.1 | 4.3 | -0.8 | -1.9 | 3.3 |
| 2018 |
+3.92% | -3.1 | -3.9 | 3.8 | 2.0 | -1.1 | 2.8 | 1.6 | 1.3 | -0.7 | 2.0 | 3.5 | -4.0 |
| 2017 |
+12.03% | 1.3 | 5.3 | -0.1 | 0.8 | 4.1 | -2.7 | 2.4 | 3.3 | -2.8 | 3.9 | 2.7 | -6.1 |
| 2016 |
+16.06% | 4.9 | 1.9 | 8.0 | -2.4 | 1.5 | 7.6 | -0.7 | -5.5 | 0.4 | 0.9 | -5.4 | 4.9 |
| 2015 |
-4.91% | 2.3 | -6.4 | -1.0 | -0.5 | 0.6 | -6.0 | 6.1 | -3.5 | 2.9 | 1.1 | -2.1 | 2.1 |
| 2014 |
+28.73% | 3.0 | 3.5 | 3.3 | 4.2 | -1.1 | 4.5 | -6.8 | 4.9 | -1.9 | 8.0 | 1.2 | 3.6 |
| 2013 |
+13.05% | 4.8 | 2.3 | 5.4 | 6.0 | -9.1 | 0.9 | 4.3 | -5.0 | 1.2 | 3.8 | -1.9 | 0.9 |
| 2012 |
+1.04% | -3.6 | 0.6 | 1.4 | 1.8 | 0.6 | 4.1 | 2.5 | -4.1 | 1.2 | 1.4 | -4.3 | 0.0 |
| 2011 |
+19.62% | 1.2 | 1.2 | 0.2 | 4.1 | 2.1 | -0.2 | -0.9 | 2.2 | 0.2 | 3.7 | 1.0 | 3.3 |
| 2010 |
+5.30% | -4.8 | -1.3 | 2.7 | 2.6 | -5.5 | -0.7 | 7.5 | 1.5 | 2.9 | 1.1 | -3.0 | 3.1 |
| 2009 |
+11.71% | -0.2 | -12.5 | 1.9 | 1.2 | 3.6 | 5.4 | 3.8 | 1.0 | 1.4 | -3.2 | 4.8 | 5.5 |
| 2008 |
-28.93% | -7.4 | -4.1 | 1.6 | 5.1 | 3.6 | -0.7 | -6.4 | -1.1 | -11.0 | -13.0 | 4.2 | -2.4 |
| 2007 |
+18.41% | -0.4 | 5.3 | 3.6 | 4.9 | 0.5 | -4.8 | -4.0 | 1.6 | 3.8 | 6.7 | 0.7 | -0.2 |
| 2006 |
+20.90% | 2.4 | 1.3 | -4.6 | 1.6 | 1.6 | 2.3 | 4.8 | 2.8 | -1.5 | 5.3 | 2.7 | 0.9 |
| 2005 |
+16.37% | 2.1 | 2.1 | 1.1 | 3.1 | -0.1 | 5.9 | 2.3 | 0.7 | 4.2 | -6.4 | -0.2 | 0.9 |
| 2004 |
+23.58% | 2.1 | 1.9 | 1.1 | -4.3 | 1.2 | 1.7 | 1.5 | 4.1 | 0.6 | 4.9 | 4.5 | 2.5 |
| 2003 |
+26.44% | -2.4 | -5.4 | 5.1 | 8.6 | 10.1 | 1.4 | -6.7 | 2.0 | 5.0 | 0.7 | 0.2 | 6.6 |
| 2002 |
-28.77% | -3.6 | -0.2 | 5.3 | -6.1 | -0.8 | -6.7 | -14.7 | 4.0 | -12.1 | -2.3 | 2.9 | 3.2 |
| 2001 |
-12.98% | -5.6 | 2.1 | -1.4 | 4.8 | 0.7 | -5.0 | -0.9 | -3.6 | -0.9 | -5.3 | -1.3 | 3.2 |
| 2000 |
+22.48% | -1.8 | -12.2 | 10.9 | 6.6 | -0.2 | -3.4 | 1.6 | 3.9 | 13.2 | 5.8 | -0.1 | -1.4 |
| 1999 |
-4.42% | -2.5 | -2.8 | -6.3 | 9.7 | 1.2 | 4.1 | 0.3 | -4.8 | 2.5 | 0.5 | -3.3 | -2.2 |