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.

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
 
 
 
 
 
 
 
 
 
 
 
 
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
 
 
 
 
 
 
 
 
 
 
 
 
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
 
 
 
 
 
 
 
 
 
 
 
 
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

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
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