Financial Select Sector SPDR (XLF): Rolling Returns

Data Source: from January 1999 to March 2024 (~25 years)
Consolidated Returns as of 31 March 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 April 2004 - 31 March 2024 (20 Years)
Data Source: 1 January 1999 - 31 March 2024 (~25 years)
Inflation Adjusted:

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 		37.33%
109 out of 292
US Inflation Adjusted +5.27% +93.36%
Mar 2009 - Feb 2010 		-69.39%
Mar 2008 - Feb 2009 		41.10%
120 out of 292
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 		26.07%
73 out of 280
US Inflation Adjusted +5.14% +48.17%
Mar 2009 - Feb 2011 		-53.44%
Mar 2007 - Feb 2009 		30.00%
84 out of 280
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 		21.27%
57 out of 268
US Inflation Adjusted +5.63% +25.42%
Oct 2011 - Sep 2014 		-37.95%
Mar 2006 - Feb 2009 		28.73%
77 out of 268
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 		23.44%
60 out of 256
US Inflation Adjusted +5.60% +22.62%
Mar 2009 - Feb 2013 		-28.62%
Mar 2005 - Feb 2009 		26.56%
68 out of 256
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 		24.59%
60 out of 244
US Inflation Adjusted +4.37% +22.89%
Mar 2009 - Feb 2014 		-23.88%
Mar 2004 - Feb 2009 		26.64%
65 out of 244
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 		28.88%
67 out of 232
US Inflation Adjusted +4.02% +21.40%
Mar 2009 - Feb 2015 		-15.50%
Mar 2003 - Feb 2009 		32.76%
76 out of 232
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 		36.36%
80 out of 220
US Inflation Adjusted +4.84% +16.58%
Oct 2011 - Sep 2018 		-15.95%
Mar 2002 - Feb 2009 		40.00%
88 out of 220
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 		44.23%
92 out of 208
US Inflation Adjusted +2.18% +18.85%
Mar 2009 - Feb 2017 		-14.82%
Mar 2001 - Feb 2009 		46.63%
97 out of 208
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 		50.00%
98 out of 196
US Inflation Adjusted -2.50% +18.63%
Mar 2009 - Feb 2018 		-10.71%
Apr 2000 - Mar 2009 		54.08%
106 out of 196
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 		46.74%
86 out of 184
US Inflation Adjusted -1.85% +15.68%
Mar 2009 - Feb 2019 		-11.29%
Mar 1999 - Feb 2009 		57.61%
106 out of 184
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 		27.91%
48 out of 172
US Inflation Adjusted -0.66% +14.16%
Mar 2009 - Feb 2020 		-8.09%
Oct 2000 - Sep 2011 		58.14%
100 out of 172
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 		22.50%
36 out of 160
US Inflation Adjusted +0.26% +14.84%
Mar 2009 - Feb 2021 		-5.63%
Dec 1999 - Nov 2011 		47.50%
76 out of 160
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 		15.54%
23 out of 148
US Inflation Adjusted +0.19% +14.65%
Mar 2009 - Feb 2022 		-4.86%
Jan 1999 - Dec 2011 		41.89%
62 out of 148
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 		4.41%
6 out of 136
US Inflation Adjusted +1.00% +12.63%
Mar 2009 - Feb 2023 		-2.92%
Jan 1999 - Dec 2012 		38.97%
53 out of 136
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 124
US Inflation Adjusted +0.97% +12.56%
Mar 2009 - Feb 2024 		-1.96%
Feb 2001 - Jan 2016 		25.81%
32 out of 124
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% +6.77%
Apr 2008 - Mar 2024 		+0.81%
Oct 2000 - Sep 2016 		0.00%
0 out of 112
US Inflation Adjusted +1.00% +4.26%
Apr 2008 - Mar 2024 		-1.24%
Oct 2000 - Sep 2016 		22.32%
25 out of 112
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 100
US Inflation Adjusted +1.26% +3.23%
Jan 2003 - Dec 2019 		-0.98%
Mar 1999 - Feb 2016 		9.00%
9 out of 100
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 88
US Inflation Adjusted +1.60% +4.04%
Apr 2003 - Mar 2021 		-0.29%
Apr 2002 - Mar 2020 		2.27%
2 out of 88
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 76
US Inflation Adjusted +1.70% +4.21%
Oct 2002 - Sep 2021 		-0.15%
Apr 2001 - Mar 2020 		1.32%
1 out of 76
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 64
US Inflation Adjusted +2.07% +3.46%
Nov 2001 - Oct 2021 		+0.13%
Oct 2000 - Sep 2020 		0.00%
0 out of 64
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.