Materials Select Sector SPDR Fund (XLB): Historical Returns

Data Source: from January 1999 to February 2024 (~25 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
Category: Stocks
Materials Select Sector SPDR Fund (XLB) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.46%
1 Day
Mar 01 2024
0.46%
Current Month
March 2024

In the last 20 Years, the Materials Select Sector SPDR Fund (XLB) ETF obtained a 8.46% compound annual return, with a 20.02% standard deviation.

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The ETF is related to the following investment themes:

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

Investment Returns as of Feb 29, 2024

The Materials Select Sector SPDR Fund (XLB) 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.
MATERIALS SELECT SECTOR SPDR FUND (XLB) ETF
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 20Y MAX
(~25Y)
Materials Select Sector SPDR Fund (XLB) ETF 0.46 0.46 6.51 6.89 9.27 12.05 8.59 8.46 8.02
US Inflation Adjusted return 6.51 5.68 6.39 7.64 5.66 5.75 5.34
Returns over 1 year are annualized | Available data source: since Jan 1999
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 20Y: 2.56%

In 2023, the Materials Select Sector SPDR Fund (XLB) ETF granted a 2.22% dividend yield. If you are interested in getting periodic income, please refer to the Materials Select Sector SPDR Fund (XLB) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2004, now would be worth 5.07$, with a total return of 407.04% (8.46% annualized).

The Inflation Adjusted Capital now would be 3.06$, with a net total return of 205.68% (5.75% annualized).
An investment of 1$, since January 1999, now would be worth 6.97$, with a total return of 597.22% (8.02% annualized).

The Inflation Adjusted Capital now would be 3.70$, with a net total return of 270.13% (5.34% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of Materials Select Sector SPDR Fund (XLB) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
MATERIALS SELECT SECTOR SPDR FUND (XLB) ETF
Advanced Metrics
Data Source: 1 January 1999 - 29 February 2024 (~25 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~25Y)
Investment Return (%) 6.51 6.99 6.89 9.27 8.18 12.05 8.59 8.46 8.02
Infl. Adjusted Return (%) details 6.51 6.42 5.68 6.39 2.53 7.64 5.66 5.75 5.34
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.55
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) -10.84 -23.73 -26.15 -26.15 -55.49 -55.49
Start to Recovery (# months) details 5 26 8 8 59 59
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2008 06 2008 06
Start to Bottom (# months) 3 9 3 3 9 9
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02
Bottom to End (# months) 2 17 5 5 50 50
End (yyyy mm) 2023 12 2024 02 2020 08 2020 08 2013 04 2013 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-23.73 -23.73
same as
deepest

same as
deepest
Start to Recovery (# months) details 26 26
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2008 06 2008 06
Start to Bottom (# months) 3 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 50 50
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2013 04 2013 04
Longest negative period (# months) details 8 32 32 61 63 118
Period Start (yyyy mm) 2023 03 2021 06 2021 06 2015 03 2007 06 1999 05
Period End (yyyy mm) 2023 10 2024 01 2024 01 2020 03 2012 08 2009 02
Annualized Return (%) -8.48 -0.08 -0.08 -0.52 -0.14 -1.11
Deepest Drawdown Depth (%) -11.68 -27.72 -27.72 -27.72 -55.02 -55.02
Start to Recovery (# months) details 7 26* 26* 26* 72 72
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02
Bottom to End (# months) 4 17 17 17 56 56
End (yyyy mm) 2024 02 - - - 2013 10 2013 10
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-27.66
same as
deepest

same as
deepest
Start to Recovery (# months) details 31
Start (yyyy mm) 2023 08 2022 01 2022 01 2018 02 2007 11 2007 11
Start to Bottom (# months) 3 9 9 26 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2020 03 2009 02 2009 02
Bottom to End (# months) 4 17 17 5 56 56
End (yyyy mm) 2024 02 - - 2020 08 2013 10 2013 10
Longest negative period (# months) details 11 34 35 73 100 123
Period Start (yyyy mm) 2023 03 2021 04 2020 12 2014 03 2007 10 1999 01
Period End (yyyy mm) 2024 01 2024 01 2023 10 2020 03 2016 01 2009 03
Annualized Return (%) -0.12 -1.97 -1.22 -0.15 -0.17 -0.07
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 19.06 21.82 22.22 18.98 20.02 21.16
Sharpe Ratio 0.21 0.27 0.46 0.39 0.36 0.19
Sortino Ratio 0.33 0.37 0.64 0.55 0.49 0.27
Ulcer Index 4.67 8.90 8.39 8.39 13.48 14.11
Ratio: Return / Standard Deviation 0.49 0.38 0.54 0.45 0.42 0.38
Ratio: Return / Deepest Drawdown 0.86 0.34 0.46 0.33 0.15 0.14
% Positive Months details 41% 50% 55% 58% 58% 56%
Positive Months 5 18 33 70 140 172
Negative Months 7 18 27 50 100 130
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 8.59 13.51 13.51
Worst 10 Years Return (%) - Annualized 4.48 1.29
Best 10 Years Return (%) - Annualized 5.66 11.54 11.54
Worst 10 Years Return (%) - Annualized 2.65 -1.26
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 78.41 27.27 22.42 13.51 8.46
Worst Rolling Return (%) - Annualized -51.37 -12.44 -4.16 4.48
% Positive Periods 74% 87% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.95 23.91 15.36 9.08 7.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.66 5.26
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 73.86 24.29 19.95 11.54 5.75
Worst Rolling Return (%) - Annualized -51.38 -14.31 -6.62 2.65
% Positive Periods 68% 83% 88% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.95 23.91 15.36 9.08 7.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.66 5.26
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1999 - Feb 2024)
Best Rolling Return (%) - Annualized 78.41 27.27 22.42 13.51 10.20
Worst Rolling Return (%) - Annualized -51.37 -12.44 -4.16 1.29 5.83
% Positive Periods 71% 85% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.95 23.91 15.36 9.08 5.80
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.12
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 73.86 24.29 19.95 11.54 7.58
Worst Rolling Return (%) - Annualized -51.38 -14.31 -6.62 -1.26 3.68
% Positive Periods 67% 81% 89% 97% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.95 23.91 15.36 9.08 5.80
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.12
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 Feb 29, 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 Materials Select Sector SPDR Fund (XLB) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

MATERIALS SELECT SECTOR SPDR FUND (XLB) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs XLB
Asset Class 1 Year 5 Years 10 Years Since
Jan 1999
VTI
US Total Stock Market
0.87
0.90
0.87
0.82
SPY
US Large Cap
0.85
0.90
0.87
0.82
IJR
US Small Cap
0.83
0.85
0.80
0.72
VNQ
US REITs
0.86
0.82
0.64
0.59
QQQ
US Technology
0.51
0.74
0.73
0.59
PFF
Preferred Stocks
0.65
0.74
0.64
0.44
EFA
EAFE Stocks
0.86
0.88
0.84
0.79
VT
World All Countries
0.89
0.91
0.89
0.85
EEM
Emerging Markets
0.84
0.75
0.71
0.75
VGK
Europe
0.84
0.88
0.83
0.79
VPL
Pacific
0.84
0.84
0.79
0.69
FLLA
Latin America
0.81
0.69
0.57
0.66
BND
US Total Bond Market
0.46
0.41
0.28
0.06
TLT
Long Term Treasuries
0.56
0.11
0.00
-0.21
BIL
US Cash
0.40
-0.11
-0.06
-0.04
TIP
TIPS
0.41
0.50
0.40
0.15
LQD
Invest. Grade Bonds
0.55
0.58
0.47
0.24
HYG
High Yield Bonds
0.73
0.79
0.76
0.62
CWB
US Convertible Bonds
0.76
0.74
0.75
0.71
BNDX
International Bonds
0.39
0.44
0.30
0.14
EMB
Emerg. Market Bonds
0.80
0.73
0.62
0.50
GLD
Gold
0.06
0.30
0.19
0.17
DBC
Commodities
0.25
0.52
0.47
0.39

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.

MATERIALS SELECT SECTOR SPDR FUND (XLB) ETF
Drawdown periods
Drawdown periods - 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
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-55.49% Jun 2008 Feb 2009 9 Apr 2013 50 59 23.83
-26.15% Jan 2020 Mar 2020 3 Aug 2020 5 8 11.92
-23.73% Jan 2022 Sep 2022 9 Feb 2024 17 26 10.20
-23.06% Mar 2015 Jan 2016 11 Nov 2016 10 21 10.41
-18.14% Feb 2018 Dec 2018 11 Dec 2019 12 23 8.80
-11.98% Mar 2005 Jun 2005 4 Jan 2006 7 11 7.84
-8.55% Jun 2021 Sep 2021 4 Dec 2021 3 7 3.89
-8.07% Nov 2007 Jan 2008 3 May 2008 4 7 5.01
-7.14% May 2006 Jul 2006 3 Oct 2006 3 6 4.10
-6.83% Mar 2004 Apr 2004 2 Jun 2004 2 4 3.73
-4.72% Jan 2014 Jan 2014 1 Feb 2014 1 2 2.72
-4.59% Sep 2014 Jan 2015 5 Feb 2015 1 6 2.68
-4.11% Jun 2013 Jun 2013 1 Jul 2013 1 2 2.37
-3.85% Jun 2007 Aug 2007 3 Sep 2007 1 4 2.25
-3.06% Jan 2005 Jan 2005 1 Feb 2005 1 2 1.77
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 60 4.0 Months 24.90%
 
DD = 0% 24.90%
 
0% < DD <= -5% 61 4.0 Months 25.31%
 
DD <= -5% 50.21%
 
-5% < DD <= -10% 52 4.6 Months 21.58%
 
DD <= -10% 71.78%
 
-10% < DD <= -15% 26 9.3 Months 10.79%
 
DD <= -15% 82.57%
 
-15% < DD <= -20% 12 20.1 Months 4.98%
 
DD <= -20% 87.55%
 
-20% < DD <= -25% 10 24.1 Months 4.15%
 
DD <= -25% 91.70%
 
-25% < DD <= -30% 7 34.4 Months 2.90%
 
DD <= -30% 94.61%
 
-30% < DD <= -35% 4 60.3 Months 1.66%
 
DD <= -35% 96.27%
 
-35% < DD <= -40% 1 241.0 Months 0.41%
 
DD <= -40% 96.68%
 
-40% < DD <= -45% 3 80.3 Months 1.24%
 
DD <= -45% 97.93%
 
-45% < DD <= -50% 3 80.3 Months 1.24%
 
DD <= -50% 99.17%
 
-50% < DD <= -55% 1 241.0 Months 0.41%
 
DD <= -55% 99.59%
 
-55% < DD <= -60% 1 241.0 Months 0.41%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-55.02% Nov 2007 Feb 2009 16 Oct 2013 56 72 22.83
-27.72% Jan 2022 Sep 2022 9 in progress 17 26 15.09
-27.66% Feb 2018 Mar 2020 26 Aug 2020 5 31 11.19
-23.81% Mar 2015 Jan 2016 11 Jan 2017 12 23 10.82
-13.21% Mar 2005 Sep 2005 7 Jan 2006 4 11 9.18
-10.36% Jun 2021 Sep 2021 4 Dec 2021 3 7 5.33
-8.14% May 2006 Jul 2006 3 Oct 2006 3 6 4.83
-7.18% Mar 2004 Apr 2004 2 Sep 2004 5 7 3.42
-4.95% Jan 2014 Jan 2014 1 Feb 2014 1 2 2.86
-4.27% Jun 2007 Aug 2007 3 Sep 2007 1 4 2.52
-3.76% Sep 2014 Oct 2014 2 Feb 2015 4 6 2.33
-3.01% Jan 2005 Jan 2005 1 Feb 2005 1 2 1.74
-2.61% Jan 2021 Jan 2021 1 Feb 2021 1 2 1.51
-2.19% Feb 2006 Feb 2006 1 Mar 2006 1 2 1.27
-2.10% Jul 2014 Jul 2014 1 Aug 2014 1 2 1.22
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 50 4.8 Months 20.75%
 
DD = 0% 20.75%
 
0% < DD <= -5% 44 5.5 Months 18.26%
 
DD <= -5% 39.00%
 
-5% < DD <= -10% 54 4.5 Months 22.41%
 
DD <= -10% 61.41%
 
-10% < DD <= -15% 36 6.7 Months 14.94%
 
DD <= -15% 76.35%
 
-15% < DD <= -20% 21 11.5 Months 8.71%
 
DD <= -20% 85.06%
 
-20% < DD <= -25% 13 18.5 Months 5.39%
 
DD <= -25% 90.46%
 
-25% < DD <= -30% 8 30.1 Months 3.32%
 
DD <= -30% 93.78%
 
-30% < DD <= -35% 6 40.2 Months 2.49%
 
DD <= -35% 96.27%
 
-35% < DD <= -40% 2 120.5 Months 0.83%
 
DD <= -40% 97.10%
 
-40% < DD <= -45% 2 120.5 Months 0.83%
 
DD <= -45% 97.93%
 
-45% < DD <= -50% 3 80.3 Months 1.24%
 
DD <= -50% 99.17%
 
-50% < DD <= -55% 1 241.0 Months 0.41%
 
DD <= -55% 99.59%
 
-55% < DD <= -60% 1 241.0 Months 0.41%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-55.49% Jun 2008 Feb 2009 9 Apr 2013 50 59 23.83
-31.43% May 1999 Sep 2000 17 Nov 2003 38 55 17.18
-26.15% Jan 2020 Mar 2020 3 Aug 2020 5 8 11.92
-23.73% Jan 2022 Sep 2022 9 Feb 2024 17 26 10.20
-23.06% Mar 2015 Jan 2016 11 Nov 2016 10 21 10.41
-18.14% Feb 2018 Dec 2018 11 Dec 2019 12 23 8.80
-11.98% Mar 2005 Jun 2005 4 Jan 2006 7 11 7.84
-8.55% Jun 2021 Sep 2021 4 Dec 2021 3 7 3.89
-8.07% Nov 2007 Jan 2008 3 May 2008 4 7 5.01
-7.14% May 2006 Jul 2006 3 Oct 2006 3 6 4.10
-6.83% Mar 2004 Apr 2004 2 Jun 2004 2 4 3.73
-4.72% Jan 2014 Jan 2014 1 Feb 2014 1 2 2.72
-4.59% Sep 2014 Jan 2015 5 Feb 2015 1 6 2.68
-4.42% Jan 2004 Jan 2004 1 Feb 2004 1 2 2.55
-4.11% Jun 2013 Jun 2013 1 Jul 2013 1 2 2.37
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 64 4.7 Months 21.12%
 
DD = 0% 21.12%
 
0% < DD <= -5% 69 4.4 Months 22.77%
 
DD <= -5% 43.89%
 
-5% < DD <= -10% 61 5.0 Months 20.13%
 
DD <= -10% 64.03%
 
-10% < DD <= -15% 39 7.8 Months 12.87%
 
DD <= -15% 76.90%
 
-15% < DD <= -20% 25 12.1 Months 8.25%
 
DD <= -20% 85.15%
 
-20% < DD <= -25% 17 17.8 Months 5.61%
 
DD <= -25% 90.76%
 
-25% < DD <= -30% 14 21.6 Months 4.62%
 
DD <= -30% 95.38%
 
-30% < DD <= -35% 5 60.6 Months 1.65%
 
DD <= -35% 97.03%
 
-35% < DD <= -40% 1 303.0 Months 0.33%
 
DD <= -40% 97.36%
 
-40% < DD <= -45% 3 101.0 Months 0.99%
 
DD <= -45% 98.35%
 
-45% < DD <= -50% 3 101.0 Months 0.99%
 
DD <= -50% 99.34%
 
-50% < DD <= -55% 1 303.0 Months 0.33%
 
DD <= -55% 99.67%
 
-55% < DD <= -60% 1 303.0 Months 0.33%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-55.02% Nov 2007 Feb 2009 16 Oct 2013 56 72 22.83
-34.90% May 1999 Sep 2002 41 Sep 2004 24 65 20.17
-27.72% Jan 2022 Sep 2022 9 in progress 17 26 15.09
-27.66% Feb 2018 Mar 2020 26 Aug 2020 5 31 11.19
-23.81% Mar 2015 Jan 2016 11 Jan 2017 12 23 10.82
-13.21% Mar 2005 Sep 2005 7 Jan 2006 4 11 9.18
-10.36% Jun 2021 Sep 2021 4 Dec 2021 3 7 5.33
-8.14% May 2006 Jul 2006 3 Oct 2006 3 6 4.83
-4.95% Jan 2014 Jan 2014 1 Feb 2014 1 2 2.86
-4.27% Jun 2007 Aug 2007 3 Sep 2007 1 4 2.52
-3.88% Jan 1999 Jan 1999 1 Apr 1999 3 4 2.06
-3.76% Sep 2014 Oct 2014 2 Feb 2015 4 6 2.33
-3.01% Jan 2005 Jan 2005 1 Feb 2005 1 2 1.74
-2.61% Jan 2021 Jan 2021 1 Feb 2021 1 2 1.51
-2.19% Feb 2006 Feb 2006 1 Mar 2006 1 2 1.27
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 51 5.9 Months 16.83%
 
DD = 0% 16.83%
 
0% < DD <= -5% 50 6.1 Months 16.50%
 
DD <= -5% 33.33%
 
-5% < DD <= -10% 59 5.1 Months 19.47%
 
DD <= -10% 52.81%
 
-10% < DD <= -15% 46 6.6 Months 15.18%
 
DD <= -15% 67.99%
 
-15% < DD <= -20% 34 8.9 Months 11.22%
 
DD <= -20% 79.21%
 
-20% < DD <= -25% 23 13.2 Months 7.59%
 
DD <= -25% 86.80%
 
-25% < DD <= -30% 18 16.8 Months 5.94%
 
DD <= -30% 92.74%
 
-30% < DD <= -35% 13 23.3 Months 4.29%
 
DD <= -35% 97.03%
 
-35% < DD <= -40% 2 151.5 Months 0.66%
 
DD <= -40% 97.69%
 
-40% < DD <= -45% 2 151.5 Months 0.66%
 
DD <= -45% 98.35%
 
-45% < DD <= -50% 3 101.0 Months 0.99%
 
DD <= -50% 99.34%
 
-50% < DD <= -55% 1 303.0 Months 0.33%
 
DD <= -55% 99.67%
 
-55% < DD <= -60% 1 303.0 Months 0.33%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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.

MATERIALS SELECT SECTOR SPDR FUND (XLB) 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:
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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 -51.37 03/2008
02/2009
0.48$ -7.48 0.92$ 11.52 1.11$ 25.17 1.25$ 78.41 04/2020
03/2021
1.78$ 9.27 25.76%
2Y -26.21 03/2007
02/2009
0.54$ -1.07 0.97$ 9.77 1.20$ 21.27 1.47$ 46.78 03/2009
02/2011
2.15$ 4.73 17.51%
3Y -12.44 03/2006
02/2009
0.67$ 0.74 1.02$ 8.83 1.28$ 15.88 1.55$ 27.27 03/2009
02/2012
2.06$ 8.18 12.68%
5Y -4.16 03/2004
02/2009
0.80$ 2.62 1.13$ 7.70 1.44$ 13.04 1.84$ 22.42 03/2009
02/2014
2.74$ 12.05 3.87%
7Y 3.41 10/2004
09/2011
1.26$ 5.41 1.44$ 8.82 1.80$ 10.64 2.02$ 14.27 03/2009
02/2016
2.54$ 9.87 0.00%
10Y 4.48 02/2006
01/2016
1.54$ 5.94 1.78$ 8.63 2.28$ 10.69 2.76$ 13.51 03/2009
02/2019
3.54$ 8.59 0.00%
15Y 5.08 04/2005
03/2020
2.10$ 6.73 2.65$ 7.58 2.99$ 8.89 3.58$ 13.02 03/2009
02/2024
6.26$ 13.02 0.00%
20Y 8.46 03/2004
02/2024
5.07$ 8.46 5.07$ 8.46 5.07$ 8.46 5.07$ 8.46 03/2004
02/2024
5.07$ 8.46 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -51.38 03/2008
02/2009
0.48$ -9.25 0.90$ 8.21 1.08$ 23.10 1.23$ 73.86 04/2020
03/2021
1.73$ 6.39 31.44%
2Y -27.69 03/2007
02/2009
0.52$ -4.18 0.91$ 6.03 1.12$ 18.62 1.40$ 43.70 03/2009
02/2011
2.06$ 0.39 27.65%
3Y -14.31 03/2006
02/2009
0.62$ -0.44 0.98$ 6.59 1.21$ 12.76 1.43$ 24.29 03/2009
02/2012
1.92$ 2.53 16.59%
5Y -6.62 03/2004
02/2009
0.70$ 0.55 1.02$ 4.99 1.27$ 11.00 1.68$ 19.95 03/2009
02/2014
2.48$ 7.64 11.60%
7Y 0.83 10/2004
09/2011
1.05$ 3.36 1.26$ 6.48 1.55$ 8.27 1.74$ 12.49 03/2009
02/2016
2.27$ 6.19 0.00%
10Y 2.65 02/2006
01/2016
1.29$ 4.16 1.50$ 6.48 1.87$ 8.33 2.22$ 11.54 03/2009
02/2019
2.98$ 5.66 0.00%
15Y 3.06 04/2005
03/2020
1.57$ 4.34 1.89$ 5.46 2.21$ 6.62 2.61$ 10.22 03/2009
02/2024
4.30$ 10.22 0.00%
20Y 5.75 03/2004
02/2024
3.05$ 5.75 3.05$ 5.75 3.05$ 5.75 3.05$ 5.75 03/2004
02/2024
3.05$ 5.75 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -51.37 03/2008
02/2009
0.48$ -8.67 0.91$ 11.18 1.11$ 25.17 1.25$ 78.41 04/2020
03/2021
1.78$ 9.27 28.52%
2Y -26.21 03/2007
02/2009
0.54$ -2.36 0.95$ 8.11 1.16$ 21.09 1.46$ 46.78 03/2009
02/2011
2.15$ 4.73 20.07%
3Y -12.44 03/2006
02/2009
0.67$ 0.26 1.00$ 9.02 1.29$ 15.88 1.55$ 27.27 03/2009
02/2012
2.06$ 8.18 14.23%
5Y -4.16 03/2004
02/2009
0.80$ 2.98 1.15$ 8.88 1.53$ 13.81 1.90$ 22.42 03/2009
02/2014
2.74$ 12.05 3.70%
7Y -0.27 03/2002
02/2009
0.98$ 5.41 1.44$ 8.80 1.80$ 11.00 2.07$ 15.50 10/2000
09/2007
2.74$ 9.87 0.46%
10Y 1.29 03/1999
02/2009
1.13$ 5.75 1.74$ 8.47 2.25$ 10.08 2.61$ 13.51 03/2009
02/2019
3.54$ 8.59 0.00%
15Y 5.08 04/2005
03/2020
2.10$ 7.03 2.77$ 7.89 3.12$ 9.24 3.76$ 13.02 03/2009
02/2024
6.26$ 13.02 0.00%
20Y 5.83 04/2000
03/2020
3.10$ 6.77 3.70$ 8.97 5.56$ 9.50 6.14$ 10.20 02/2003
01/2023
6.98$ 8.46 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -51.38 03/2008
02/2009
0.48$ -11.41 0.88$ 7.93 1.07$ 22.97 1.22$ 73.86 04/2020
03/2021
1.73$ 6.39 32.99%
2Y -27.69 03/2007
02/2009
0.52$ -4.56 0.91$ 5.25 1.10$ 17.89 1.38$ 43.70 03/2009
02/2011
2.06$ 0.39 29.75%
3Y -14.31 03/2006
02/2009
0.62$ -1.58 0.95$ 6.75 1.21$ 12.72 1.43$ 24.29 03/2009
02/2012
1.92$ 2.53 18.35%
5Y -6.62 03/2004
02/2009
0.70$ 0.69 1.03$ 5.69 1.31$ 11.22 1.70$ 19.95 03/2009
02/2014
2.48$ 7.64 10.29%
7Y -2.77 03/2002
02/2009
0.82$ 3.25 1.25$ 6.34 1.53$ 8.61 1.78$ 12.51 10/2000
09/2007
2.28$ 6.19 1.37%
10Y -1.26 03/1999
02/2009
0.88$ 3.86 1.46$ 5.76 1.75$ 7.70 2.10$ 11.54 03/2009
02/2019
2.98$ 5.66 2.73%
15Y 3.06 04/2005
03/2020
1.57$ 4.62 1.96$ 5.71 2.30$ 7.07 2.78$ 10.22 03/2009
02/2024
4.30$ 10.22 0.00%
20Y 3.68 04/2000
03/2020
2.05$ 4.63 2.47$ 6.42 3.47$ 7.06 3.91$ 7.58 11/2001
10/2021
4.31$ 5.75 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

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

Seasonality

In which months is it better to invest in Materials Select Sector SPDR Fund (XLB) 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 Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-2.06
20%
-0.50
40%
0.00
60%
4.08
60%
-0.38
60%
1.12
60%
3.70
80%
-0.67
40%
-3.31
40%
2.52
40%
7.01
80%
2.39
80%
Best 9.0
2023
6.5
2024
7.6
2021
15.2
2020
6.9
2020
11.6
2019
7.1
2020
4.4
2020
3.2
2019
8.9
2022
12.4
2020
7.6
2021
Worst -6.8
2022
-8.5
2020
-14.0
2020
-3.5
2022
-8.2
2019
-13.9
2022
-0.3
2019
-3.5
2022
-9.3
2022
-3.2
2023
-0.6
2021
-5.5
2022
Monthly Seasonality over the period Feb 1999 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.87
40%
1.18
60%
-0.01
60%
3.11
80%
0.32
70%
0.46
60%
2.09
70%
-0.54
40%
-2.46
30%
1.62
40%
4.92
90%
0.25
60%
Best 9.0
2023
8.0
2015
7.6
2021
15.2
2020
6.9
2020
11.6
2019
7.1
2020
4.4
2020
3.7
2017
13.4
2015
12.4
2020
7.6
2021
Worst -10.7
2016
-8.5
2020
-14.0
2020
-3.5
2022
-8.2
2019
-13.9
2022
-5.0
2015
-5.6
2015
-9.3
2022
-9.2
2018
-0.6
2021
-6.9
2018
Monthly Seasonality over the period Feb 1999 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-1.48
38%
1.05
62%
1.55
68%
3.36
72%
-0.01
60%
-0.67
44%
1.48
52%
-0.52
40%
-2.64
40%
2.11
60%
3.68
80%
2.14
68%
Best 11.0
2012
8.0
2015
15.4
2009
24.7
1999
6.9
2020
11.6
2019
12.9
2009
4.4
2020
8.1
2007
17.3
2011
12.7
2001
14.0
2000
Worst -12.2
2000
-10.0
2000
-14.0
2020
-7.1
2005
-9.5
2010
-13.9
2022
-11.3
2002
-7.0
2011
-16.5
2011
-22.4
2008
-10.7
2008
-6.9
2018
Monthly Seasonality over the period Feb 1999 - Feb 2024

Monthly Returns

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

MATERIALS SELECT SECTOR SPDR FUND (XLB) ETF
Monthly Returns Distribution
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 1999 - 29 February 2024 (~25 years)
140 Positive Months (58%) - 100 Negative Months (42%)
172 Positive Months (57%) - 130 Negative Months (43%)
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