Health Care Select Sector SPDR Fund (XLV): Historical Returns

Data Source: from January 1999 to March 2024 (~25 years)
Consolidated Returns as of 31 March 2024
Live Update: Apr 19 2024, 03:00PM Eastern Time
Category: Stocks
Health Care Select Sector SPDR Fund (XLV) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.20%
1 Day
Apr 19 2024, 03:00PM Eastern Time
6.11%
Current Month
April 2024

In the last 20 Years, the Health Care Select Sector SPDR Fund (XLV) ETF obtained a 10.12% compound annual return, with a 13.56% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Growth
  • Region: North America
  • Country: U.S.
  • Sector: Healthcare
  • Industry: Broad Healthcare

Investment Returns as of Mar 31, 2024

The Health Care Select Sector SPDR Fund (XLV) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
HEALTH CARE SELECT SECTOR SPDR FUND (XLV) ETF
Consolidated returns as of 31 March 2024
Live Update: Apr 19 2024, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Mar 31, 2024
  1 Day Time ET(*) Apr 2024 1M 6M 1Y 5Y 10Y 20Y MAX
(~25Y)
Health Care Select Sector SPDR Fund (XLV) ETF 0.20 -6.11 2.38 15.68 15.98 11.84 11.46 10.12 8.67
US Inflation Adjusted return 1.99 13.85 12.09 7.34 8.39 7.34 5.94
Returns over 1 year are annualized | Available data source: since Jan 1999
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Mar 2024. Current inflation (annualized) is 1Y: 3.48% , 5Y: 4.19% , 10Y: 2.84% , 20Y: 2.59%

In 2023, the Health Care Select Sector SPDR Fund (XLV) ETF granted a 1.61% dividend yield. If you are interested in getting periodic income, please refer to the Health Care Select Sector SPDR Fund (XLV) ETF: Dividend Yield page.

Capital Growth as of Mar 31, 2024

An investment of 1$, since April 2004, now would be worth 6.88$, with a total return of 587.53% (10.12% annualized).

The Inflation Adjusted Capital now would be 4.12$, with a net total return of 311.99% (7.34% annualized).
An investment of 1$, since January 1999, now would be worth 8.16$, with a total return of 716.18% (8.67% annualized).

The Inflation Adjusted Capital now would be 4.30$, with a net total return of 329.75% (5.94% annualized).

Investment Metrics as of Mar 31, 2024

Metrics of Health Care Select Sector SPDR Fund (XLV) ETF, updated as of 31 March 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
HEALTH CARE SELECT SECTOR SPDR FUND (XLV) ETF
Advanced Metrics
Data Source: 1 January 1999 - 31 March 2024 (~25 years)
Swipe left to see all data
Metrics as of Mar 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~25Y)
Investment Return (%) 2.38 8.71 15.68 15.98 9.73 11.84 11.46 10.12 8.67
Infl. Adjusted Return (%) details 1.99 7.50 13.85 12.09 3.88 7.34 8.39 7.34 5.94
US Inflation (%) 0.38 1.13 1.61 3.48 5.63 4.19 2.84 2.59 2.57
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) -6.78 -13.07 -13.07 -13.21 -35.50 -35.50
Start to Recovery (# months) details 5 25 25 19 41 41
Start (yyyy mm) 2023 08 2022 01 2022 01 2015 08 2007 12 2007 12
Start to Bottom (# months) 3 9 9 2 15 15
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2015 09 2009 02 2009 02
Bottom to End (# months) 2 16 16 17 26 26
End (yyyy mm) 2023 12 2024 01 2024 01 2017 02 2011 04 2011 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-13.07
same as
deepest
-23.83
Start to Recovery (# months) details 25 49
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 12 2000 01
Start to Bottom (# months) 3 9 9 9 15 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2001 09
Bottom to End (# months) 2 16 16 16 26 28
End (yyyy mm) 2023 12 2024 01 2024 01 2024 01 2011 04 2004 01
Longest negative period (# months) details 7 27 27 27 66 123
Period Start (yyyy mm) 2023 04 2021 08 2021 08 2021 08 2004 05 1999 02
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 10 2009 04
Annualized Return (%) -5.10 -1.24 -1.24 -1.24 -0.14 -0.11
Deepest Drawdown Depth (%) -7.66 -17.63 -17.63 -17.63 -37.20 -37.20
Start to Recovery (# months) details 5 27* 27* 27* 58 58
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2007 06
Start to Bottom (# months) 3 9 9 9 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02
Bottom to End (# months) 2 18 18 18 37 37
End (yyyy mm) 2023 12 - - - 2012 03 2012 03
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-27.81
Start to Recovery (# months) details 88
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2000 01
Start to Bottom (# months) 3 9 9 9 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2001 09
Bottom to End (# months) 2 18 18 18 37 67
End (yyyy mm) 2023 12 - - - 2012 03 2007 04
Longest negative period (# months) details 7 31 34 34 90 152
Period Start (yyyy mm) 2023 04 2021 04 2021 01 2021 01 2004 04 1999 02
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2011 09 2011 09
Annualized Return (%) -8.14 -1.89 -0.99 -0.99 -0.10 -0.08
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 10.94 14.49 14.90 14.00 13.56 14.13
Sharpe Ratio 0.98 0.50 0.67 0.73 0.65 0.33
Sortino Ratio 1.25 0.69 0.96 1.00 0.88 0.45
Ulcer Index 2.50 5.26 4.73 5.02 8.34 8.50
Ratio: Return / Standard Deviation 1.46 0.67 0.79 0.82 0.75 0.61
Ratio: Return / Deepest Drawdown 2.36 0.74 0.91 0.87 0.29 0.24
% Positive Months details 66% 58% 55% 61% 61% 60%
Positive Months 8 21 33 74 148 183
Negative Months 4 15 27 46 92 120
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 11.46 17.00 17.00
Worst 10 Years Return (%) - Annualized 8.39 -0.73
Best 10 Years Return (%) - Annualized 8.39 14.82 14.82
Worst 10 Years Return (%) - Annualized 5.90 -3.20
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 41.40 29.65 23.99 17.00 10.12
Worst Rolling Return (%) - Annualized -30.48 -9.42 -3.27 8.39
% Positive Periods 80% 86% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.53 26.93 16.87 10.23 7.62
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 4.46 5.77
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 39.30 28.12 21.79 14.82 7.34
Worst Rolling Return (%) - Annualized -31.23 -11.35 -5.69 5.90
% Positive Periods 74% 82% 87% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.53 26.93 16.87 10.23 7.62
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 4.46 5.77
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1999 - Mar 2024)
Best Rolling Return (%) - Annualized 41.40 29.65 23.99 17.00 10.79
Worst Rolling Return (%) - Annualized -30.48 -9.42 -4.60 -0.73 7.02
% Positive Periods 76% 84% 95% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.53 26.93 16.87 8.71 5.49
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.45
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 39.30 28.12 21.79 14.82 8.37
Worst Rolling Return (%) - Annualized -31.23 -11.35 -7.06 -3.20 4.84
% Positive Periods 68% 76% 78% 86% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.53 26.93 16.87 8.71 5.49
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.45
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • 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 portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio 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 portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Mar 31, 2024

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.

Monthly correlations of Health Care Select Sector SPDR Fund (XLV) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

HEALTH CARE SELECT SECTOR SPDR FUND (XLV) ETF
Monthly correlations as of 31 March 2024
Swipe left to see all data
Correlation vs XLV
Asset Class 1 Year 5 Years 10 Years Since
Jan 1999
VTI
US Total Stock Market
0.83
0.79
0.79
0.78
SPY
US Large Cap
0.84
0.81
0.80
0.79
IJR
US Small Cap
0.71
0.67
0.65
0.61
VNQ
US REITs
0.78
0.69
0.63
0.50
QQQ
US Technology
0.51
0.67
0.68
0.62
PFF
Preferred Stocks
0.87
0.61
0.52
0.39
EFA
EAFE Stocks
0.91
0.72
0.69
0.67
VT
World All Countries
0.86
0.77
0.76
0.75
EEM
Emerging Markets
0.66
0.52
0.51
0.57
VGK
Europe
0.89
0.74
0.68
0.67
VPL
Pacific
0.81
0.66
0.66
0.59
FLLA
Latin America
0.66
0.53
0.40
0.49
BND
US Total Bond Market
0.72
0.41
0.28
0.12
TLT
Long Term Treasuries
0.76
0.16
0.09
-0.08
BIL
US Cash
0.29
-0.08
-0.04
-0.09
TIP
TIPS
0.76
0.50
0.36
0.17
LQD
Invest. Grade Bonds
0.74
0.52
0.41
0.29
HYG
High Yield Bonds
0.82
0.66
0.61
0.57
CWB
US Convertible Bonds
0.66
0.61
0.63
0.66
BNDX
International Bonds
0.56
0.37
0.26
0.17
EMB
Emerg. Market Bonds
0.78
0.58
0.47
0.43
GLD
Gold
0.10
0.31
0.13
0.04
DBC
Commodities
0.19
0.37
0.24
0.20

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

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.

HEALTH CARE SELECT SECTOR SPDR FUND (XLV) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 April 2004 - 31 March 2024 (20 Years)
Data Source: 1 January 1999 - 31 March 2024 (~25 years)
Inflation Adjusted:
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Rolling Returns

( more details)

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.

HEALTH CARE SELECT SECTOR SPDR FUND (XLV) 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:

If you need a deeper detail about rolling returns, please refer to the Health Care Select Sector SPDR Fund (XLV) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Health Care Select Sector SPDR Fund (XLV) ETF?

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.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Health Care Select Sector SPDR Fund (XLV) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

HEALTH CARE SELECT SECTOR SPDR FUND (XLV) ETF
Monthly Returns Distribution
Data Source: 1 April 2004 - 31 March 2024 (20 Years)
Data Source: 1 January 1999 - 31 March 2024 (~25 years)
148 Positive Months (62%) - 92 Negative Months (38%)
183 Positive Months (60%) - 120 Negative Months (40%)
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(Scroll down to see all data)
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