Last Update: 31 October 2022
The best performing Sector in the last 10 years is Information Technology, that granded a +17.80% annualized return.
The worst is Communication Services, with a +4.54% annualized return in the last 10 years.
The main S&P 500 Sectors can be easily replicated by ETFs.
S&P 500 Sector Historical Returns
S&P 500 Sector Returns, for last 1,3,6 Months and 1,3,5,10 years.
Columns are sortable, S&P 500 Sectors are pre-ordered by 10 year return.
S&P 500 SECTORS - HISTORICAL RETURNS (%)
Last Update: 31 October 2022
Cells with red background indicate returns lower than the US Inflation recorded in the same period.
US Inflation is updated to Oct 2022.
Current inflation (annualized) is
1Y: 7.75%
, 3Y: 5.01%
, 5Y: 3.85%
, 10Y: 2.57%
| ETF | 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*)▾ | |
|---|---|---|---|---|---|---|---|---|
|
Information Technology XLK |
7.65 | -11.12 | -9.13 | -20.14 | 16.37 | 16.59 | 17.80 | |
|
Healthcare XLV |
9.61 | 0.67 | 2.72 | 0.71 | 13.80 | 12.18 | 14.56 | |
|
Consumer Discretionary XLY |
1.11 | -11.36 | -11.19 | -27.87 | 6.96 | 10.54 | 13.51 | |
|
[Benchmark] S&P 500 SPY |
8.13 | -5.87 | -5.47 | -14.63 | 10.16 | 10.37 | 12.68 | |
|
Financials XLF |
11.92 | 1.33 | -0.51 | -13.96 | 8.05 | 7.18 | 12.28 | |
|
Industrials XLI |
13.89 | -0.88 | 0.07 | -8.23 | 8.15 | 7.64 | 12.12 | |
|
Consumer Staples XLP |
9.01 | -1.72 | -5.02 | 4.68 | 8.79 | 9.42 | 10.38 | |
|
Materials XLB |
8.93 | -4.66 | -11.80 | -11.10 | 10.64 | 6.81 | 9.74 | |
|
Utilities XLU |
1.94 | -9.09 | -4.92 | 2.73 | 4.30 | 7.16 | 9.69 | |
|
Real Estate XLRE |
2.00 | -16.41 | -19.83 | -20.75 | 0.82 | 5.83 | 7.61 | |
|
Energy XLE |
24.97 | 16.02 | 22.36 | 63.59 | 23.06 | 11.11 | 6.12 | |
|
Communication Services XLC |
0.67 | -14.30 | -18.00 | -39.41 | -0.79 | 0.69 | 4.54 |
Stocks
Bonds
Commodities
(*) annualized
For further information about the seasonality, check the Asset Class and Commodity Seasonality page.
Readings that may interest you
S&P 500 Sector Correlations
Monthly correlations of S&P 500 Sectors, over different timeframes.
If your screen resolution is not wide enough, scroll table horizzontally to explore the full dataset. You can click on header columns to sort them and hover on cells for tooltip details.
S&P 500 SECTORS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | SPY | XLK | XLY | XLC | XLU | XLRE | XLF | XLI | XLV | XLP | XLB | XLE | |
| SPY |
1.00
|
0.96
|
0.86
|
0.90
|
0.81
|
0.84
|
0.89
|
0.96
|
0.82
|
0.70
|
0.92
|
0.62
|
|
| XLK |
0.96
|
1.00
|
0.92
|
0.83
|
0.73
|
0.82
|
0.78
|
0.88
|
0.71
|
0.60
|
0.84
|
0.50
|
|
| XLY |
0.86
|
0.92
|
1.00
|
0.72
|
0.63
|
0.77
|
0.64
|
0.75
|
0.56
|
0.42
|
0.73
|
0.32
|
|
| XLC |
0.90
|
0.83
|
0.72
|
1.00
|
0.87
|
0.73
|
0.86
|
0.83
|
0.72
|
0.54
|
0.79
|
0.63
|
|
| XLU |
0.81
|
0.73
|
0.63
|
0.87
|
1.00
|
0.88
|
0.64
|
0.74
|
0.71
|
0.65
|
0.82
|
0.48
|
|
| XLRE |
0.84
|
0.82
|
0.77
|
0.73
|
0.88
|
1.00
|
0.57
|
0.78
|
0.76
|
0.81
|
0.85
|
0.30
|
|
| XLF |
0.89
|
0.78
|
0.64
|
0.86
|
0.64
|
0.57
|
1.00
|
0.92
|
0.71
|
0.60
|
0.82
|
0.85
|
|
| XLI |
0.96
|
0.88
|
0.75
|
0.83
|
0.74
|
0.78
|
0.92
|
1.00
|
0.84
|
0.77
|
0.89
|
0.68
|
|
| XLV |
0.82
|
0.71
|
0.56
|
0.72
|
0.71
|
0.76
|
0.71
|
0.84
|
1.00
|
0.73
|
0.82
|
0.41
|
|
| XLP |
0.70
|
0.60
|
0.42
|
0.54
|
0.65
|
0.81
|
0.60
|
0.77
|
0.73
|
1.00
|
0.75
|
0.41
|
|
| XLB |
0.92
|
0.84
|
0.73
|
0.79
|
0.82
|
0.85
|
0.82
|
0.89
|
0.82
|
0.75
|
1.00
|
0.65
|
|
| XLE |
0.62
|
0.50
|
0.32
|
0.63
|
0.48
|
0.30
|
0.85
|
0.68
|
0.41
|
0.41
|
0.65
|
1.00
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | SPY | XLK | XLY | XLC | XLU | XLRE | XLF | XLI | XLV | XLP | XLB | XLE | |
| SPY |
1.00
|
0.94
|
0.92
|
0.89
|
0.56
|
0.79
|
0.89
|
0.93
|
0.83
|
0.75
|
0.91
|
0.67
|
|
| XLK |
0.94
|
1.00
|
0.90
|
0.83
|
0.44
|
0.69
|
0.74
|
0.81
|
0.71
|
0.62
|
0.79
|
0.51
|
|
| XLY |
0.92
|
0.90
|
1.00
|
0.82
|
0.49
|
0.75
|
0.74
|
0.80
|
0.71
|
0.61
|
0.81
|
0.54
|
|
| XLC |
0.89
|
0.83
|
0.82
|
1.00
|
0.51
|
0.72
|
0.82
|
0.79
|
0.68
|
0.64
|
0.78
|
0.58
|
|
| XLU |
0.56
|
0.44
|
0.49
|
0.51
|
1.00
|
0.74
|
0.44
|
0.51
|
0.52
|
0.62
|
0.56
|
0.26
|
|
| XLRE |
0.79
|
0.69
|
0.75
|
0.72
|
0.74
|
1.00
|
0.63
|
0.71
|
0.68
|
0.74
|
0.73
|
0.45
|
|
| XLF |
0.89
|
0.74
|
0.74
|
0.82
|
0.44
|
0.63
|
1.00
|
0.91
|
0.68
|
0.67
|
0.85
|
0.78
|
|
| XLI |
0.93
|
0.81
|
0.80
|
0.79
|
0.51
|
0.71
|
0.91
|
1.00
|
0.76
|
0.75
|
0.90
|
0.69
|
|
| XLV |
0.83
|
0.71
|
0.71
|
0.68
|
0.52
|
0.68
|
0.68
|
0.76
|
1.00
|
0.71
|
0.79
|
0.50
|
|
| XLP |
0.75
|
0.62
|
0.61
|
0.64
|
0.62
|
0.74
|
0.67
|
0.75
|
0.71
|
1.00
|
0.74
|
0.46
|
|
| XLB |
0.91
|
0.79
|
0.81
|
0.78
|
0.56
|
0.73
|
0.85
|
0.90
|
0.79
|
0.74
|
1.00
|
0.68
|
|
| XLE |
0.67
|
0.51
|
0.54
|
0.58
|
0.26
|
0.45
|
0.78
|
0.69
|
0.50
|
0.46
|
0.68
|
1.00
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | SPY | XLK | XLY | XLC | XLU | XLRE | XLF | XLI | XLV | XLP | XLB | XLE | |
| SPY |
1.00
|
0.91
|
0.92
|
0.81
|
0.45
|
0.68
|
0.86
|
0.92
|
0.81
|
0.72
|
0.88
|
0.65
|
|
| XLK |
0.91
|
1.00
|
0.86
|
0.72
|
0.36
|
0.58
|
0.68
|
0.77
|
0.66
|
0.60
|
0.75
|
0.48
|
|
| XLY |
0.92
|
0.86
|
1.00
|
0.74
|
0.37
|
0.63
|
0.72
|
0.80
|
0.70
|
0.60
|
0.78
|
0.52
|
|
| XLC |
0.81
|
0.72
|
0.74
|
1.00
|
0.44
|
0.62
|
0.68
|
0.71
|
0.59
|
0.60
|
0.69
|
0.54
|
|
| XLU |
0.45
|
0.36
|
0.37
|
0.44
|
1.00
|
0.72
|
0.27
|
0.37
|
0.41
|
0.61
|
0.34
|
0.17
|
|
| XLRE |
0.68
|
0.58
|
0.63
|
0.62
|
0.72
|
1.00
|
0.49
|
0.59
|
0.62
|
0.67
|
0.55
|
0.35
|
|
| XLF |
0.86
|
0.68
|
0.72
|
0.68
|
0.27
|
0.49
|
1.00
|
0.88
|
0.65
|
0.55
|
0.79
|
0.72
|
|
| XLI |
0.92
|
0.77
|
0.80
|
0.71
|
0.37
|
0.59
|
0.88
|
1.00
|
0.72
|
0.68
|
0.87
|
0.67
|
|
| XLV |
0.81
|
0.66
|
0.70
|
0.59
|
0.41
|
0.62
|
0.65
|
0.72
|
1.00
|
0.67
|
0.72
|
0.44
|
|
| XLP |
0.72
|
0.60
|
0.60
|
0.60
|
0.61
|
0.67
|
0.55
|
0.68
|
0.67
|
1.00
|
0.60
|
0.38
|
|
| XLB |
0.88
|
0.75
|
0.78
|
0.69
|
0.34
|
0.55
|
0.79
|
0.87
|
0.72
|
0.60
|
1.00
|
0.66
|
|
| XLE |
0.65
|
0.48
|
0.52
|
0.54
|
0.17
|
0.35
|
0.72
|
0.67
|
0.44
|
0.38
|
0.66
|
1.00
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S&P 500 Sector Yearly Returns
Click on column header to sort data.
S&P 500 SECTORS - YEARLY RETURNS (%)
Last Update: 31 October 2022
Cells with red background indicate returns lower than the US Inflation recorded in the same period.
US Inflation is updated to Oct 2022.
| ETF | 2022(*) | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|
|
Information Technology XLK |
-25.95 | 34.83 | 43.62 | 49.86 | -1.66 | 34.25 | |
|
Healthcare XLV |
-4.71 | 25.59 | 13.34 | 20.45 | 6.28 | 21.77 | |
|
Consumer Discretionary XLY |
-29.14 | 27.93 | 29.63 | 28.39 | 1.59 | 22.82 | |
|
[Benchmark] S&P 500 SPY |
-17.75 | 28.74 | 18.37 | 31.22 | -4.56 | 21.70 | |
|
Financials XLF |
-11.73 | 34.82 | -1.68 | 31.87 | -13.04 | 22.00 | |
|
Industrials XLI |
-9.72 | 21.09 | 10.96 | 29.09 | -13.24 | 23.97 | |
|
Consumer Staples XLP |
-3.93 | 17.20 | 10.15 | 27.43 | -8.07 | 12.98 | |
|
Materials XLB |
-16.92 | 27.45 | 20.52 | 24.13 | -14.87 | 24.01 | |
|
Utilities XLU |
-4.72 | 16.81 | 0.57 | 25.91 | 3.92 | 12.03 | |
|
Real Estate XLRE |
-27.48 | 45.26 | -2.11 | 28.69 | -2.37 | 10.69 | |
|
Energy XLE |
67.20 | 53.31 | -32.51 | 11.73 | -18.21 | -0.90 | |
|
Communication Services XLC |
-37.50 | 15.96 | 26.91 | 31.05 | -16.77 | -5.50 |
Stocks
Bonds
Commodities
(*)YTD - 31 October 2022
S&P 500 Sector Drawdowns
S&P 500 Sector Maximum Drawdowns, in last 3,5,10 years.
The following table represents S&P 500 Sector total returns and maximum drawdown in the same period. Columns are sortable.
S&P 500 SECTORS - TOTAL RETURNS vs DRAWDOWNS (%)
Return: Total Return (%) - DD: Maximum Drawdown (%)
Last Update: 31 October 2022
3Y |
5Y |
10Y |
|||||
|---|---|---|---|---|---|---|---|
| ETF | Return | DD | Return | DD | Return | DD | |
|
Information Technology XLK |
+57.60 | -31.22 | +115.44 | -31.22 | +414.66 | -31.22 | |
|
Healthcare XLV |
+47.37 | -13.07 | +77.69 | -13.07 | +289.33 | -13.21 | |
|
Consumer Discretionary XLY |
+22.37 | -32.50 | +65.02 | -32.50 | +255.12 | -32.50 | |
|
[Benchmark] S&P 500 SPY |
+33.66 | -23.93 | +63.75 | -23.93 | +230.06 | -23.93 | |
|
Financials XLF |
+26.13 | -31.75 | +41.44 | -31.75 | +218.52 | -31.75 | |
|
Industrials XLI |
+26.49 | -27.13 | +44.48 | -27.13 | +213.88 | -27.13 | |
|
Consumer Staples XLP |
+28.75 | -13.28 | +56.82 | -13.63 | +168.47 | -13.63 | |
|
Materials XLB |
+35.44 | -26.15 | +39.03 | -26.15 | +153.21 | -26.15 | |
|
Utilities XLU |
+13.45 | -18.82 | +41.29 | -18.82 | +152.23 | -18.82 | |
|
Real Estate XLRE |
+2.48 | -28.90 | +32.75 | -28.90 | +108.18 | -28.90 | |
|
Energy XLE |
+86.37 | -50.44 | +69.35 | -58.14 | +81.17 | -63.92 | |
|
Communication Services XLC |
-2.34 | -43.46 | +3.50 | -43.46 | +55.88 | -43.46 | |
Stocks
Bonds
Commodities