Data Source: from January 1999 to November 2022 (~24 years)
Consolidated Returns as of 30 November 2022
Live Update: Dec 07 2022, 12:00PM Eastern Time
Category: Stocks
ETF: Utilities Select Sector SPDR Fund (XLU)
ETF • LIVE PERFORMANCE (USD currency)
0.07%
1 Day
Dec 07 2022, 12:00PM Eastern Time
0.43%
Current Month
December 2022

In the last 20 Years, the Utilities Select Sector SPDR Fund (XLU) ETF obtained a 10.71% compound annual return, with a 14.22% standard deviation.

In 2021, the ETF granted a 3.23% dividend yield. If you are interested in getting periodic income, please refer to the Utilities Select Sector SPDR Fund (XLU) 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: Utilities
  • Industry: Broad Utilities

Historical Returns as of Nov 30, 2022

Historical returns and Metrics of Utilities Select Sector SPDR Fund (XLU) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
UTILITIES SELECT SECTOR SPDR FUND (XLU) 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 (%)
6.96 -3.27 -2.50 11.79 7.34 8.04 10.92 10.71 7.29
US Inflation (%) 0.00 0.62 1.96 7.22 5.03 3.85 2.61 2.52 2.53
Infl. Adjusted
Return (%)
6.96 -3.87 -4.37 4.27 2.20 4.03 8.09 7.99 4.64
Waiting for updates, inflation of Nov 2022 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 21.69 19.55 16.46 14.96 14.22 15.22
Sharpe Ratio 0.50 0.35 0.43 0.69 0.68 0.22
Sortino Ratio 0.68 0.48 0.57 0.92 0.87 0.28
MAXIMUM DRAWDOWN
Drawdown Depth (%) -11.29 -18.82 -18.82 -18.82 -38.05 -43.51
Start (yyyy mm) 2022 09 2020 02 2020 02 2020 02 2007 12 2000 11
Bottom (yyyy mm) 2022 09 2020 03 2020 03 2020 03 2009 02 2003 02
Start to Bottom (# months) 1 2 2 2 15 28
Start to Recovery (# months) in progress
> 3
15
15
15
54
53
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 42.26 26.85 22.44 12.88 10.71
Worst Return (%) -33.74 -12.24 -1.71 2.14 6.57
% Positive Periods 80% 76% 97% 100% 100%
MONTHS
Positive 1 2 4 7 21 35 75 161 180
Negative 0 1 2 5 15 25 45 79 107
% Positive 100% 67% 67% 58% 58% 58% 63% 67% 63%
WITHDRAWAL RATES (WR)
Safe WR (%) 35.23 21.77 15.21 10.93 5.90
Perpetual WR (%) 2.15 3.87 7.49 7.40 4.43
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 Utilities Select Sector SPDR Fund (XLU) 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).

UTILITIES SELECT SECTOR SPDR FUND (XLU) ETF
Monthly correlations as of 30 November 2022
Swipe left to see all data
Correlation vs XLU
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1999
US Total Stock Market
VTI
0.81
0.55
0.44
0.44
US Large Cap
SPY
0.83
0.57
0.46
0.47
US Small Cap
IJR
0.70
0.46
0.32
0.29
US REITs
VNQ
0.89
0.70
0.70
0.48
US Technology
QQQ
0.80
0.45
0.35
0.21
Preferred Stocks
PFF
0.78
0.64
0.57
0.32
EAFE Stocks
EFA
0.78
0.51
0.40
0.43
World All Countries
VT
0.83
0.54
0.44
0.45
Emerging Markets
EEM
0.63
0.35
0.31
0.32
Europe
VGK
0.75
0.51
0.39
0.42
Pacific
VPL
0.78
0.45
0.38
0.37
Latin America
FLLA
0.60
0.41
0.34
0.36
US Total Bond Market
BND
0.59
0.35
0.44
0.26
Long Term Treasuries
TLT
0.49
0.12
0.30
0.14
US Cash
BIL
-0.05
-0.05
-0.06
-0.03
TIPS
TIP
0.64
0.43
0.48
0.28
Invest. Grade Bonds
LQD
0.66
0.45
0.49
0.35
High Yield Bonds
HYG
0.66
0.58
0.50
0.40
International Bonds
BNDX
0.49
0.41
0.48
0.26
Emerg. Market Bonds
EMB
0.76
0.55
0.51
0.40
Gold
GLD
0.40
0.30
0.29
0.17
Commodities
DBC
0.51
0.23
0.11
0.18

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 Utilities Select Sector SPDR Fund (XLU) ETF: Dividend Yield page.

An investment of 1000$, since December 2002, now would be worth 7653.85$, with a total return of 665.38% (10.71% annualized).

The Inflation Adjusted Capital now would be 4656.33$, with a net total return of 365.63% (7.99% annualized).
An investment of 1000$, since January 1999, now would be worth 5380.48$, with a total return of 438.05% (7.29% annualized).

The Inflation Adjusted Capital now would be 2959.15$, with a net total return of 195.91% (4.64% annualized).

Drawdowns

Worst drawdowns since December 2002.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-38.05% Dec 2007 Feb 2009 15 May 2012 39 54
-18.82% Feb 2020 Mar 2020 2 Apr 2021 13 15
-12.73% Feb 2015 Jun 2015 5 Mar 2016 9 14
-12.52% Dec 2017 Feb 2018 3 Nov 2018 9 12
-11.29% Sep 2022 Sep 2022 1 in progress 2 3
-10.15% Jul 2016 Nov 2016 5 Feb 2017 3 8
-9.05% May 2013 Aug 2013 4 Feb 2014 6 10
-8.56% Jun 2007 Jul 2007 2 Oct 2007 3 5
-7.57% Jan 2003 Feb 2003 2 Apr 2003 2 4
-6.80% Jul 2014 Jul 2014 1 Oct 2014 3 4
-6.80% Sep 2021 Sep 2021 1 Dec 2021 3 4
-6.73% Oct 2005 Mar 2006 6 Jul 2006 4 10
-6.69% Jul 2003 Jul 2003 1 Oct 2003 3 4
-5.88% Aug 2012 Dec 2012 5 Feb 2013 2 7
-5.10% Jan 2022 Feb 2022 2 Mar 2022 1 3
-5.08% Apr 2022 Jun 2022 3 Jul 2022 1 4
-4.50% May 2021 Jun 2021 2 Aug 2021 2 4
-4.28% Apr 2004 Apr 2004 1 Jul 2004 3 4
-3.99% Dec 2018 Dec 2018 1 Feb 2019 2 3
-2.76% Sep 2017 Sep 2017 1 Oct 2017 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
-43.51% Nov 2000 Feb 2003 28 Mar 2005 25 53
-38.05% Dec 2007 Feb 2009 15 May 2012 39 54
-19.90% Aug 1999 Feb 2000 7 Sep 2000 7 14
-18.82% Feb 2020 Mar 2020 2 Apr 2021 13 15
-12.73% Feb 2015 Jun 2015 5 Mar 2016 9 14
-12.52% Dec 2017 Feb 2018 3 Nov 2018 9 12
-11.29% Sep 2022 Sep 2022 1 in progress 2 3
-11.14% Jan 1999 Mar 1999 3 Jun 1999 3 6
-10.15% Jul 2016 Nov 2016 5 Feb 2017 3 8
-9.05% May 2013 Aug 2013 4 Feb 2014 6 10
-8.56% Jun 2007 Jul 2007 2 Oct 2007 3 5
-6.80% Jul 2014 Jul 2014 1 Oct 2014 3 4
-6.80% Sep 2021 Sep 2021 1 Dec 2021 3 4
-6.73% Oct 2005 Mar 2006 6 Jul 2006 4 10
-5.88% Aug 2012 Dec 2012 5 Feb 2013 2 7
-5.10% Jan 2022 Feb 2022 2 Mar 2022 1 3
-5.08% Apr 2022 Jun 2022 3 Jul 2022 1 4
-4.50% May 2021 Jun 2021 2 Aug 2021 2 4
-3.99% Dec 2018 Dec 2018 1 Feb 2019 2 3
-2.76% Sep 2017 Sep 2017 1 Oct 2017 1 2

Rolling Returns ( more details)

Utilities Select Sector SPDR Fund (XLU) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.80 42.26
Mar 2003 - Feb 2004
-33.74
Oct 2001 - Sep 2002
20.29%
2 Years
8.24 32.79
Mar 2003 - Feb 2005
-24.15
Nov 2000 - Oct 2002
18.94%
3 Years
7.93 26.85
Mar 2003 - Feb 2006
-12.24
Nov 1999 - Oct 2002
24.21%
5 Years
8.46 22.44
Nov 2002 - Oct 2007
-1.71
Jan 1999 - Dec 2003
2.63%
7 Years
8.54 14.33
Apr 2009 - Mar 2016
2.11
Apr 2002 - Mar 2009
0.00%
10 Years
8.14 12.88
Feb 2010 - Jan 2020
2.14
Mar 1999 - Feb 2009
0.00%
15 Years
8.24 11.63
Nov 2002 - Oct 2017
5.26
Jan 1999 - Dec 2013
0.00%
20 Years
7.98 10.71
Dec 2002 - Nov 2022
6.57
Jan 1999 - Dec 2018
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 Utilities Select Sector SPDR Fund (XLU) ETF: Rolling Returns page.

Seasonality

Utilities Select Sector SPDR Fund (XLU) 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
0.60
40%
-3.53
20%
3.50
80%
1.24
80%
0.86
40%
-1.16
40%
3.81
80%
1.64
80%
-2.68
40%
2.59
80%
1.53
60%
0.71
60%
 Capital Growth on monthly avg returns
100
100.60
97.05
100.45
101.69
102.57
101.38
105.24
106.97
104.10
106.80
108.43
109.20
Best 6.7
2020
4.1
2019
10.6
2021
4.2
2021
4.3
2022
3.2
2019
7.8
2020
5.1
2019
4.2
2019
5.1
2020
7.0
2022
9.7
2021
Worst -3.3
2022
-9.9
2020
-9.9
2020
-4.3
2022
-2.3
2021
-4.9
2022
-0.1
2019
-2.6
2020
-11.3
2022
-0.8
2019
-1.9
2019
-6.1
2017
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
1.92
70%
-1.10
50%
3.31
70%
1.42
70%
0.05
50%
-0.16
50%
2.44
70%
0.24
60%
-1.36
50%
3.06
90%
0.20
50%
1.50
70%
 Capital Growth on monthly avg returns
100
101.92
100.80
104.13
105.61
105.66
105.50
108.08
108.34
106.86
110.13
110.36
112.02
Best 6.7
2020
5.3
2017
10.6
2021
6.0
2013
4.3
2022
7.6
2016
7.8
2020
5.1
2019
4.2
2019
8.0
2014
7.0
2022
9.7
2021
Worst -3.3
2022
-9.9
2020
-9.9
2020
-4.3
2022
-9.1
2013
-6.0
2015
-6.8
2014
-5.5
2016
-11.3
2022
-0.8
2019
-5.4
2016
-6.1
2017
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
-0.21
46%
-1.45
50%
2.32
75%
2.41
79%
0.79
63%
0.08
50%
0.62
63%
0.51
67%
-0.17
63%
1.27
75%
0.45
54%
1.65
70%
 Capital Growth on monthly avg returns
100
99.79
98.34
100.61
103.04
103.86
103.94
104.58
105.12
104.94
106.27
106.76
108.52
Best 6.7
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
7.0
2022
9.7
2021
Worst -7.3
2008
-12.5
2009
-9.9
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
Monthly Seasonality over the period Jan 1999 - Nov 2022

Monthly/Yearly Returns

Utilities Select Sector SPDR Fund (XLU) 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
180 Positive Months (63%) - 107 Negative Months (37%)
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
+1.92 -4.65 -3.3 -1.9 10.3 -4.3 4.3 -4.9 5.4 0.5 -11.3 1.9 7.0
2021
+16.81 +9.13 -0.9 -6.1 10.6 4.2 -2.3 -2.2 4.3 3.9 -6.8 4.7 -1.7 9.7
2020
+0.57 -0.78 6.7 -9.9 -9.9 3.3 4.2 -4.7 7.8 -2.6 1.1 5.1 0.7 0.6
2019
+25.91 +23.10 3.5 4.1 2.8 0.9 -0.8 3.2 -0.1 5.1 4.2 -0.8 -1.9 3.3
2018
+3.92 +1.97 -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 +9.72 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 +13.70 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 -5.60 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 +27.77 3.0 3.5 3.3 4.2 -1.1 4.4 -6.8 4.9 -1.9 8.0 1.2 3.6
2013
+13.05 +11.38 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 -0.69 -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 +16.17 1.2 1.2 0.2 4.0 2.1 -0.2 -0.9 2.2 0.2 3.7 1.0 3.3
2010
+5.30 +3.75 -4.8 -1.3 2.7 2.6 -5.5 -0.7 7.5 1.4 2.9 1.1 -3.0 3.1
2009
+11.71 +8.75 -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 -28.99 -7.3 -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 +13.77 -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 +17.90 2.4 1.3 -4.6 1.6 1.6 2.3 4.8 2.7 -1.5 5.3 2.7 0.9
2005
+16.37 +12.53 2.1 2.1 1.1 3.1 -0.1 5.9 2.2 0.7 4.2 -6.4 -0.2 0.9
2004
+23.58 +19.68 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 +24.11 -2.3 -5.3 5.0 8.6 10.1 1.4 -6.7 2.0 5.0 0.7 0.2 6.5
2002
-28.77 -30.42 -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 -14.31 -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 +18.47 -1.8 -12.2 10.9 6.5 -0.2 -3.4 1.5 3.9 13.2 5.8 0.0 -1.4
1999
-4.42 -6.91 -2.5 -2.8 -6.3 9.7 1.2 4.1 0.3 -4.8 2.5 0.5 -3.3 -2.2
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