Financial Select Sector SPDR (XLF): Rolling Returns

Data Source: from January 1999 to February 2024 (~25 years)
Consolidated Returns as of 29 February 2024

Holding the Financial Select Sector SPDR (XLF) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~25 years), the longest period with a negative return lasted 185 months (from October 2000 to February 2016).

This means that every rolling period of 186 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Financial Select Sector SPDR (XLF) ETF: Historical Returns page.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

FINANCIAL SELECT SECTOR SPDR (XLF) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 1999 - 29 February 2024 (~25 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -69.38 03/2008
02/2009
0.30$ -12.74 0.87$ 8.82 1.08$ 26.56 1.26$ 97.52 03/2009
02/2010
1.97$ 15.07 35.81%
2Y -52.49 03/2007
02/2009
0.22$ -9.12 0.82$ 8.13 1.16$ 21.54 1.47$ 51.34 03/2009
02/2011
2.29$ 4.37 27.19%
3Y -36.60 03/2006
02/2009
0.25$ -12.73 0.66$ 10.09 1.33$ 16.00 1.56$ 27.40 10/2011
09/2014
2.06$ 9.74 23.41%
4Y -26.81 03/2005
02/2009
0.28$ -15.77 0.50$ 9.67 1.44$ 14.48 1.71$ 25.44 03/2009
02/2013
2.47$ 13.32 28.50%
5Y -21.87 03/2004
02/2009
0.29$ -11.58 0.54$ 9.24 1.55$ 15.55 2.06$ 25.42 03/2009
02/2014
3.10$ 11.03 28.73%
6Y -12.15 10/2005
09/2011
0.45$ -8.77 0.57$ 9.09 1.68$ 14.69 2.27$ 23.46 03/2009
02/2015
3.54$ 7.91 29.59%
7Y -9.74 10/2004
09/2011
0.48$ -5.89 0.65$ 9.93 1.94$ 13.87 2.48$ 18.37 10/2011
09/2018
3.25$ 9.50 30.57%
8Y -6.42 06/2004
05/2012
0.58$ -2.94 0.78$ 9.82 2.11$ 13.30 2.71$ 20.91 03/2009
02/2017
4.56$ 13.51 33.79%
9Y -3.81 02/2007
01/2016
0.70$ -1.69 0.85$ 9.16 2.20$ 13.69 3.17$ 20.76 03/2009
02/2018
5.45$ 10.39 33.83%
10Y -2.24 03/2006
02/2016
0.79$ -0.47 0.95$ 9.10 2.38$ 12.90 3.36$ 17.72 03/2009
02/2019
5.11$ 10.76 22.31%
11Y -0.98 03/2005
02/2016
0.89$ 0.46 1.05$ 6.80 2.06$ 12.56 3.67$ 16.23 03/2009
02/2020
5.22$ 12.01 5.50%
12Y -0.78 03/2004
02/2016
0.91$ 1.26 1.16$ 3.54 1.51$ 12.26 4.00$ 16.91 03/2009
02/2021
6.52$ 12.76 2.06%
13Y -0.50 04/2007
03/2020
0.93$ 1.96 1.28$ 3.44 1.55$ 10.93 3.85$ 17.25 03/2009
02/2022
7.91$ 10.73 3.53%
14Y 0.35 04/2006
03/2020
1.04$ 1.80 1.28$ 3.46 1.61$ 10.64 4.11$ 15.47 03/2009
02/2023
7.49$ 11.10 0.00%
15Y 1.40 04/2005
03/2020
1.23$ 2.50 1.44$ 3.63 1.70$ 5.69 2.29$ 15.44 03/2009
02/2024
8.62$ 15.44 0.00%
16Y 1.23 04/2004
03/2020
1.21$ 2.37 1.45$ 3.34 1.69$ 4.98 2.17$ 6.25 03/2008
02/2024
2.63$ 6.25 0.00%
17Y 2.76 11/2006
10/2023
1.58$ 3.35 1.75$ 4.04 1.95$ 4.99 2.28$ 5.45 11/2004
10/2021
2.46$ 4.00 0.00%
18Y 3.61 11/2005
10/2023
1.89$ 3.83 1.96$ 4.22 2.10$ 4.47 2.19$ 4.81 04/2004
03/2022
2.32$ 4.47 0.00%
19Y 3.70 04/2004
03/2023
1.99$ 3.79 2.02$ 4.16 2.17$ 4.49 2.30$ 4.88 03/2005
02/2024
2.47$ 4.88 0.00%
20Y 4.71 03/2004
02/2024
2.50$ 4.71 2.50$ 4.71 2.50$ 4.71 2.50$ 4.71 03/2004
02/2024
2.50$ 4.71 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -69.39 03/2008
02/2009
0.30$ -15.40 0.84$ 5.43 1.05$ 23.97 1.23$ 93.36 03/2009
02/2010
1.93$ 12.04 39.74%
2Y -53.44 03/2007
02/2009
0.21$ -12.31 0.76$ 5.64 1.11$ 18.47 1.40$ 48.17 03/2009
02/2011
2.19$ 0.04 30.88%
3Y -37.95 03/2006
02/2009
0.23$ -13.70 0.64$ 7.20 1.23$ 13.45 1.46$ 25.42 10/2011
09/2014
1.97$ 4.00 26.83%
4Y -28.62 03/2005
02/2009
0.25$ -17.48 0.46$ 6.94 1.30$ 12.54 1.60$ 22.62 03/2009
02/2013
2.26$ 8.39 29.02%
5Y -23.88 03/2004
02/2009
0.25$ -13.68 0.47$ 7.05 1.40$ 13.57 1.88$ 22.89 03/2009
02/2014
2.80$ 6.65 30.39%
6Y -14.06 12/2005
11/2011
0.40$ -10.65 0.50$ 6.64 1.47$ 12.20 1.99$ 21.40 03/2009
02/2015
3.20$ 4.10 30.77%
7Y -11.99 10/2004
09/2011
0.40$ -8.02 0.55$ 7.03 1.60$ 12.06 2.21$ 16.58 10/2011
09/2018
2.92$ 5.84 31.85%
8Y -8.68 06/2004
05/2012
0.48$ -4.89 0.66$ 6.64 1.67$ 11.28 2.35$ 18.85 03/2009
02/2017
3.98$ 9.80 35.17%
9Y -5.92 03/2004
02/2013
0.57$ -3.64 0.71$ 6.48 1.75$ 11.64 2.69$ 18.63 03/2009
02/2018
4.65$ 7.07 34.59%
10Y -3.93 03/2006
02/2016
0.66$ -2.37 0.78$ 6.58 1.89$ 10.27 2.65$ 15.68 03/2009
02/2019
4.29$ 7.77 36.36%
11Y -2.85 03/2005
02/2016
0.72$ -1.44 0.85$ 5.26 1.75$ 10.18 2.90$ 14.16 03/2009
02/2020
4.29$ 9.15 36.70%
12Y -2.74 03/2004
02/2016
0.71$ -0.60 0.93$ 1.82 1.24$ 9.94 3.11$ 14.84 03/2009
02/2021
5.26$ 9.94 22.68%
13Y -2.24 04/2007
03/2020
0.74$ 0.04 1.00$ 1.43 1.20$ 8.18 2.77$ 14.65 03/2009
02/2022
5.91$ 7.93 12.94%
14Y -1.47 04/2006
03/2020
0.81$ -0.05 0.99$ 1.47 1.22$ 7.88 2.89$ 12.63 03/2009
02/2023
5.28$ 8.32 15.07%
15Y -0.54 04/2005
03/2020
0.92$ 0.31 1.04$ 1.54 1.25$ 3.26 1.61$ 12.59 03/2009
02/2024
5.92$ 12.59 3.28%
16Y -0.78 04/2004
03/2020
0.88$ 0.23 1.03$ 1.12 1.19$ 2.68 1.52$ 3.79 03/2008
02/2024
1.81$ 3.79 4.08%
17Y 0.25 11/2006
10/2023
1.04$ 0.81 1.14$ 1.57 1.30$ 2.74 1.58$ 3.18 11/2004
10/2021
1.70$ 1.48 0.00%
18Y 1.11 10/2004
09/2022
1.22$ 1.29 1.25$ 1.67 1.34$ 1.95 1.41$ 2.33 04/2004
03/2022
1.51$ 1.95 0.00%
19Y 1.13 04/2004
03/2023
1.23$ 1.21 1.25$ 1.56 1.34$ 1.90 1.43$ 2.29 03/2005
02/2024
1.53$ 2.29 0.00%
20Y 2.09 03/2004
02/2024
1.51$ 2.09 1.51$ 2.09 1.51$ 2.09 1.51$ 2.09 03/2004
02/2024
1.51$ 2.09 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -69.38 03/2008
02/2009
0.30$ -12.69 0.87$ 8.03 1.08$ 25.89 1.25$ 97.52 03/2009
02/2010
1.97$ 15.07 37.46%
2Y -52.49 03/2007
02/2009
0.22$ -7.79 0.85$ 7.78 1.16$ 20.27 1.44$ 51.34 03/2009
02/2011
2.29$ 4.37 26.16%
3Y -36.60 03/2006
02/2009
0.25$ -6.93 0.80$ 8.84 1.28$ 15.63 1.54$ 27.40 10/2011
09/2014
2.06$ 9.74 21.35%
4Y -26.81 03/2005
02/2009
0.28$ -13.42 0.56$ 8.56 1.38$ 14.36 1.71$ 25.44 03/2009
02/2013
2.47$ 13.32 23.53%
5Y -21.87 03/2004
02/2009
0.29$ -10.97 0.55$ 7.64 1.44$ 14.40 1.95$ 25.42 03/2009
02/2014
3.10$ 11.03 24.69%
6Y -13.41 03/2003
02/2009
0.42$ -8.40 0.59$ 6.79 1.48$ 13.42 2.12$ 23.46 03/2009
02/2015
3.54$ 7.91 29.00%
7Y -13.79 03/2002
02/2009
0.35$ -5.90 0.65$ 7.23 1.63$ 13.25 2.38$ 18.37 10/2011
09/2018
3.25$ 9.50 36.53%
8Y -12.78 03/2001
02/2009
0.33$ -4.77 0.67$ 4.61 1.43$ 12.88 2.63$ 20.91 03/2009
02/2017
4.56$ 13.51 44.44%
9Y -8.53 04/2000
03/2009
0.44$ -3.70 0.71$ -0.42 0.96$ 12.38 2.85$ 20.76 03/2009
02/2018
5.45$ 10.39 50.26%
10Y -9.00 03/1999
02/2009
0.38$ -3.20 0.72$ 0.16 1.01$ 12.07 3.12$ 17.72 03/2009
02/2019
5.11$ 10.76 46.99%
11Y -5.84 10/2000
09/2011
0.51$ -2.08 0.79$ 1.35 1.15$ 11.96 3.46$ 16.23 03/2009
02/2020
5.22$ 12.01 28.07%
12Y -3.24 12/1999
11/2011
0.67$ -1.13 0.87$ 2.14 1.28$ 11.51 3.69$ 16.91 03/2009
02/2021
6.52$ 12.76 22.64%
13Y -2.46 01/1999
12/2011
0.72$ -0.09 0.98$ 2.15 1.31$ 10.42 3.62$ 17.25 03/2009
02/2022
7.91$ 10.73 15.65%
14Y -0.53 01/1999
12/2012
0.92$ 0.82 1.12$ 3.07 1.52$ 6.73 2.48$ 15.47 03/2009
02/2023
7.49$ 11.10 4.44%
15Y 0.04 02/2001
01/2016
1.00$ 1.35 1.22$ 3.02 1.56$ 4.94 2.06$ 15.44 03/2009
02/2024
8.62$ 15.44 0.00%
16Y 0.81 10/2000
09/2016
1.13$ 1.88 1.34$ 3.29 1.67$ 4.62 2.05$ 6.25 03/2008
02/2024
2.63$ 6.25 0.00%
17Y 1.17 03/1999
02/2016
1.21$ 2.72 1.57$ 3.50 1.79$ 4.85 2.23$ 5.45 11/2004
10/2021
2.46$ 4.00 0.00%
18Y 1.77 04/2002
03/2020
1.37$ 2.92 1.67$ 3.94 2.00$ 4.99 2.40$ 6.17 04/2003
03/2021
2.93$ 4.47 0.00%
19Y 1.88 04/2001
03/2020
1.42$ 3.11 1.78$ 4.05 2.12$ 5.23 2.63$ 6.59 04/2003
03/2022
3.36$ 4.88 0.00%
20Y 2.17 11/2000
10/2020
1.53$ 3.05 1.82$ 4.49 2.40$ 5.27 2.79$ 5.92 03/2003
02/2023
3.15$ 4.71 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -69.39 03/2008
02/2009
0.30$ -14.75 0.85$ 5.27 1.05$ 23.52 1.23$ 93.36 03/2009
02/2010
1.93$ 12.04 41.24%
2Y -53.44 03/2007
02/2009
0.21$ -11.65 0.78$ 5.20 1.10$ 17.12 1.37$ 48.17 03/2009
02/2011
2.19$ 0.04 29.75%
3Y -37.95 03/2006
02/2009
0.23$ -7.96 0.77$ 5.75 1.18$ 12.41 1.42$ 25.42 10/2011
09/2014
1.97$ 4.00 28.84%
4Y -28.62 03/2005
02/2009
0.25$ -15.44 0.51$ 5.60 1.24$ 12.41 1.59$ 22.62 03/2009
02/2013
2.26$ 8.39 26.67%
5Y -23.88 03/2004
02/2009
0.25$ -12.92 0.50$ 4.37 1.23$ 12.08 1.76$ 22.89 03/2009
02/2014
2.80$ 6.65 26.75%
6Y -15.50 03/2003
02/2009
0.36$ -10.55 0.51$ 4.03 1.26$ 11.27 1.89$ 21.40 03/2009
02/2015
3.20$ 4.10 32.90%
7Y -15.95 03/2002
02/2009
0.29$ -8.15 0.55$ 4.84 1.39$ 11.24 2.10$ 16.58 10/2011
09/2018
2.92$ 5.84 40.18%
8Y -14.82 03/2001
02/2009
0.27$ -7.01 0.55$ 2.18 1.18$ 10.93 2.29$ 18.85 03/2009
02/2017
3.98$ 9.80 46.86%
9Y -10.71 04/2000
03/2009
0.36$ -6.03 0.57$ -2.50 0.79$ 10.39 2.43$ 18.63 03/2009
02/2018
4.65$ 7.07 54.36%
10Y -11.29 03/1999
02/2009
0.30$ -5.55 0.56$ -1.85 0.82$ 9.72 2.52$ 15.68 03/2009
02/2019
4.29$ 7.77 57.92%
11Y -8.09 10/2000
09/2011
0.39$ -4.41 0.60$ -0.66 0.92$ 9.22 2.63$ 14.16 03/2009
02/2020
4.29$ 9.15 58.48%
12Y -5.63 12/1999
11/2011
0.49$ -3.51 0.65$ 0.26 1.03$ 8.83 2.76$ 14.84 03/2009
02/2021
5.26$ 9.94 47.80%
13Y -4.86 01/1999
12/2011
0.52$ -2.24 0.74$ 0.19 1.02$ 7.56 2.57$ 14.65 03/2009
02/2022
5.91$ 7.93 42.18%
14Y -2.92 01/1999
12/2012
0.66$ -1.23 0.84$ 1.00 1.14$ 4.47 1.84$ 12.63 03/2009
02/2023
5.28$ 8.32 39.26%
15Y -1.96 02/2001
01/2016
0.74$ -0.94 0.86$ 0.97 1.15$ 2.57 1.46$ 12.59 03/2009
02/2024
5.92$ 12.59 26.02%
16Y -1.24 10/2000
09/2016
0.81$ -0.22 0.96$ 1.00 1.17$ 2.47 1.47$ 3.79 03/2008
02/2024
1.81$ 3.79 22.52%
17Y -0.98 03/1999
02/2016
0.84$ 0.54 1.09$ 1.26 1.23$ 2.61 1.55$ 3.23 01/2003
12/2019
1.71$ 1.48 9.09%
18Y -0.29 04/2002
03/2020
0.94$ 0.81 1.15$ 1.60 1.33$ 2.78 1.63$ 4.04 04/2003
03/2021
2.04$ 1.95 2.30%
19Y -0.15 04/2001
03/2020
0.97$ 0.99 1.20$ 1.70 1.37$ 2.86 1.70$ 4.21 10/2002
09/2021
2.18$ 2.29 1.33%
20Y 0.13 10/2000
09/2020
1.02$ 0.94 1.20$ 2.09 1.51$ 2.85 1.75$ 3.46 11/2001
10/2021
1.97$ 2.09 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.03% +97.52%
Mar 2009 - Feb 2010
-69.38%
Mar 2008 - Feb 2009
37.46%
109 out of 291
US Inflation Adjusted +5.27% +93.36%
Mar 2009 - Feb 2010
-69.39%
Mar 2008 - Feb 2009
41.24%
120 out of 291
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.78% +51.34%
Mar 2009 - Feb 2011
-52.49%
Mar 2007 - Feb 2009
26.16%
73 out of 279
US Inflation Adjusted +5.20% +48.17%
Mar 2009 - Feb 2011
-53.44%
Mar 2007 - Feb 2009
29.75%
83 out of 279
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.84% +27.40%
Oct 2011 - Sep 2014
-36.60%
Mar 2006 - Feb 2009
21.35%
57 out of 267
US Inflation Adjusted +5.75% +25.42%
Oct 2011 - Sep 2014
-37.95%
Mar 2006 - Feb 2009
28.84%
77 out of 267
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.56% +25.44%
Mar 2009 - Feb 2013
-26.81%
Mar 2005 - Feb 2009
23.53%
60 out of 255
US Inflation Adjusted +5.60% +22.62%
Mar 2009 - Feb 2013
-28.62%
Mar 2005 - Feb 2009
26.67%
68 out of 255
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.64% +25.42%
Mar 2009 - Feb 2014
-21.87%
Mar 2004 - Feb 2009
24.69%
60 out of 243
US Inflation Adjusted +4.37% +22.89%
Mar 2009 - Feb 2014
-23.88%
Mar 2004 - Feb 2009
26.75%
65 out of 243
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.79% +23.46%
Mar 2009 - Feb 2015
-13.41%
Mar 2003 - Feb 2009
29.00%
67 out of 231
US Inflation Adjusted +4.03% +21.40%
Mar 2009 - Feb 2015
-15.50%
Mar 2003 - Feb 2009
32.90%
76 out of 231
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.23% +18.37%
Oct 2011 - Sep 2018
-13.79%
Mar 2002 - Feb 2009
36.53%
80 out of 219
US Inflation Adjusted +4.84% +16.58%
Oct 2011 - Sep 2018
-15.95%
Mar 2002 - Feb 2009
40.18%
88 out of 219
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.61% +20.91%
Mar 2009 - Feb 2017
-12.78%
Mar 2001 - Feb 2009
44.44%
92 out of 207
US Inflation Adjusted +2.18% +18.85%
Mar 2009 - Feb 2017
-14.82%
Mar 2001 - Feb 2009
46.86%
97 out of 207
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -0.42% +20.76%
Mar 2009 - Feb 2018
-8.53%
Apr 2000 - Mar 2009
50.26%
98 out of 195
US Inflation Adjusted -2.50% +18.63%
Mar 2009 - Feb 2018
-10.71%
Apr 2000 - Mar 2009
54.36%
106 out of 195
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.16% +17.72%
Mar 2009 - Feb 2019
-9.00%
Mar 1999 - Feb 2009
46.99%
86 out of 183
US Inflation Adjusted -1.85% +15.68%
Mar 2009 - Feb 2019
-11.29%
Mar 1999 - Feb 2009
57.92%
106 out of 183
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.35% +16.23%
Mar 2009 - Feb 2020
-5.84%
Oct 2000 - Sep 2011
28.07%
48 out of 171
US Inflation Adjusted -0.66% +14.16%
Mar 2009 - Feb 2020
-8.09%
Oct 2000 - Sep 2011
58.48%
100 out of 171
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.14% +16.91%
Mar 2009 - Feb 2021
-3.24%
Dec 1999 - Nov 2011
22.64%
36 out of 159
US Inflation Adjusted +0.26% +14.84%
Mar 2009 - Feb 2021
-5.63%
Dec 1999 - Nov 2011
47.80%
76 out of 159
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.15% +17.25%
Mar 2009 - Feb 2022
-2.46%
Jan 1999 - Dec 2011
15.65%
23 out of 147
US Inflation Adjusted +0.19% +14.65%
Mar 2009 - Feb 2022
-4.86%
Jan 1999 - Dec 2011
42.18%
62 out of 147
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.07% +15.47%
Mar 2009 - Feb 2023
-0.53%
Jan 1999 - Dec 2012
4.44%
6 out of 135
US Inflation Adjusted +1.00% +12.63%
Mar 2009 - Feb 2023
-2.92%
Jan 1999 - Dec 2012
39.26%
53 out of 135
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.02% +15.44%
Mar 2009 - Feb 2024
+0.04%
Feb 2001 - Jan 2016
0.00%
0 out of 123
US Inflation Adjusted +0.97% +12.59%
Mar 2009 - Feb 2024
-1.96%
Feb 2001 - Jan 2016
26.02%
32 out of 123
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.29% +6.25%
Mar 2008 - Feb 2024
+0.81%
Oct 2000 - Sep 2016
0.00%
0 out of 111
US Inflation Adjusted +1.00% +3.79%
Mar 2008 - Feb 2024
-1.24%
Oct 2000 - Sep 2016
22.52%
25 out of 111
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.50% +5.45%
Nov 2004 - Oct 2021
+1.17%
Mar 1999 - Feb 2016
0.00%
0 out of 99
US Inflation Adjusted +1.26% +3.23%
Jan 2003 - Dec 2019
-0.98%
Mar 1999 - Feb 2016
9.09%
9 out of 99
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.94% +6.17%
Apr 2003 - Mar 2021
+1.77%
Apr 2002 - Mar 2020
0.00%
0 out of 87
US Inflation Adjusted +1.60% +4.04%
Apr 2003 - Mar 2021
-0.29%
Apr 2002 - Mar 2020
2.30%
2 out of 87
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.05% +6.59%
Apr 2003 - Mar 2022
+1.88%
Apr 2001 - Mar 2020
0.00%
0 out of 75
US Inflation Adjusted +1.70% +4.21%
Oct 2002 - Sep 2021
-0.15%
Apr 2001 - Mar 2020
1.33%
1 out of 75
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.49% +5.92%
Mar 2003 - Feb 2023
+2.17%
Nov 2000 - Oct 2020
0.00%
0 out of 63
US Inflation Adjusted +2.09% +3.46%
Nov 2001 - Oct 2021
+0.13%
Oct 2000 - Sep 2020
0.00%
0 out of 63
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Financial Select Sector SPDR (XLF) ETF: Historical Returns page.