Utilities Select Sector SPDR Fund (XLU): 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
Utilities Select Sector SPDR Fund (XLU) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.61%
1 Day
Mar 01 2024
0.61%
Current Month
March 2024

In the last 20 Years, the Utilities Select Sector SPDR Fund (XLU) ETF obtained a 8.50% compound annual return, with a 14.07% 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: Utilities
  • Industry: Broad Utilities

Investment Returns as of Feb 29, 2024

The Utilities Select Sector SPDR Fund (XLU) 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.
UTILITIES SELECT SECTOR SPDR FUND (XLU) 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)
Utilities Select Sector SPDR Fund (XLU) ETF -0.61 -0.61 1.06 0.37 -1.27 4.86 7.80 8.50 6.50
US Inflation Adjusted return 1.06 -0.76 -3.88 0.73 4.89 5.78 3.85
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 Utilities Select Sector SPDR Fund (XLU) ETF granted a 3.08% dividend yield. If you are interested in getting periodic income, please refer to the Utilities Select Sector SPDR Fund (XLU) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2004, now would be worth 5.11$, with a total return of 410.79% (8.50% annualized).

The Inflation Adjusted Capital now would be 3.08$, with a net total return of 207.94% (5.78% annualized).
An investment of 1$, since January 1999, now would be worth 4.87$, with a total return of 387.37% (6.50% annualized).

The Inflation Adjusted Capital now would be 2.59$, with a net total return of 158.73% (3.85% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of Utilities Select Sector SPDR Fund (XLU) 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.
UTILITIES SELECT SECTOR SPDR FUND (XLU) 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 (%) 1.06 -0.12 0.37 -1.27 5.03 4.86 7.80 8.50 6.50
Infl. Adjusted Return (%) details 1.06 -0.65 -0.76 -3.88 -0.47 0.73 4.89 5.78 3.85
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 (%) -13.18 -17.63 -18.82 -18.82 -38.05 -43.51
Start to Recovery (# months) details 10* 18* 15 15 54 53
Start (yyyy mm) 2023 05 2022 09 2020 02 2020 02 2007 12 2000 11
Start to Bottom (# months) 5 13 2 2 15 28
Bottom (yyyy mm) 2023 09 2023 09 2020 03 2020 03 2009 02 2003 02
Bottom to End (# months) 5 5 13 13 39 25
End (yyyy mm) - - 2021 04 2021 04 2012 05 2005 03
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-17.63 -17.63
same as
deepest
-38.05
Start to Recovery (# months) details 18* 18* 54
Start (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2007 12 2007 12
Start to Bottom (# months) 5 13 13 13 15 15
Bottom (yyyy mm) 2023 09 2023 09 2023 09 2023 09 2009 02 2009 02
Bottom to End (# months) 5 5 5 5 39 39
End (yyyy mm) - - - - 2012 05 2012 05
Longest negative period (# months) details 12* 33 45 45 57 100
Period Start (yyyy mm) 2023 03 2021 05 2020 02 2020 02 2005 10 2000 11
Period End (yyyy mm) 2024 02 2024 01 2023 10 2023 10 2010 06 2009 02
Annualized Return (%) -1.27 -0.17 -0.88 -0.88 -0.10 -0.15
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -14.38 -22.44 -22.44 -22.44 -38.67 -46.50
Start to Recovery (# months) details 10* 23* 23* 23* 65 57
Start (yyyy mm) 2023 05 2022 04 2022 04 2022 04 2007 11 2000 11
Start to Bottom (# months) 5 18 18 18 16 28
Bottom (yyyy mm) 2023 09 2023 09 2023 09 2023 09 2009 02 2003 02
Bottom to End (# months) 5 5 5 5 49 29
End (yyyy mm) - - - - 2013 03 2005 07
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-38.67
Start to Recovery (# months) details 65
Start (yyyy mm) 2023 05 2022 04 2022 04 2022 04 2007 11 2007 11
Start to Bottom (# months) 5 18 18 18 16 16
Bottom (yyyy mm) 2023 09 2023 09 2023 09 2023 09 2009 02 2009 02
Bottom to End (# months) 5 5 5 5 49 49
End (yyyy mm) - - - - 2013 03 2013 03
Longest negative period (# months) details 12* 36* 57 57 70 125
Period Start (yyyy mm) 2023 03 2021 03 2019 05 2019 05 2007 05 1999 01
Period End (yyyy mm) 2024 02 2024 02 2024 01 2024 01 2013 02 2009 05
Annualized Return (%) -3.88 -0.47 -0.07 -0.07 -0.10 -0.33
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 13.48 17.71 16.97 14.99 14.07 15.15
Sharpe Ratio -0.48 0.15 0.18 0.44 0.51 0.17
Sortino Ratio -0.61 0.21 0.24 0.59 0.65 0.22
Ulcer Index 7.14 7.79 8.22 6.94 10.79 13.82
Ratio: Return / Standard Deviation -0.09 0.28 0.29 0.52 0.60 0.43
Ratio: Return / Deepest Drawdown -0.10 0.29 0.26 0.41 0.22 0.15
% Positive Months details 66% 55% 56% 60% 65% 62%
Positive Months 8 20 34 72 157 188
Negative Months 4 16 26 48 83 114
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 7.80 12.88 12.88
Worst 10 Years Return (%) - Annualized 6.08 2.14
Best 10 Years Return (%) - Annualized 4.89 10.93 10.93
Worst 10 Years Return (%) - Annualized 4.30 -0.44
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 38.57 25.37 15.42 12.88 8.50
Worst Rolling Return (%) - Annualized -32.58 -8.44 0.17 6.08
% Positive Periods 82% 84% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.84 25.46 16.12 9.66 9.31
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.32 6.29
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 34.21 21.50 13.03 10.93 5.78
Worst Rolling Return (%) - Annualized -32.29 -9.94 -1.66 4.30
% Positive Periods 75% 76% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.84 25.46 16.12 9.66 9.31
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.32 6.29
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 42.26 26.85 22.44 12.88 10.71
Worst Rolling Return (%) - Annualized -33.74 -12.24 -1.71 2.14 6.57
% Positive Periods 76% 77% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.02 24.18 15.34 8.83 5.69
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.37
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 39.89 23.41 18.97 10.93 7.99
Worst Rolling Return (%) - Annualized -34.73 -14.40 -4.05 -0.44 4.30
% Positive Periods 69% 69% 90% 97% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.02 24.18 15.34 8.83 5.69
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.37
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 Utilities Select Sector SPDR Fund (XLU) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

UTILITIES SELECT SECTOR SPDR FUND (XLU) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs XLU
Asset Class 1 Year 5 Years 10 Years Since
Jan 1999
VTI
US Total Stock Market
0.70
0.58
0.45
0.44
SPY
US Large Cap
0.73
0.61
0.47
0.47
IJR
US Small Cap
0.47
0.45
0.33
0.30
VNQ
US REITs
0.68
0.67
0.66
0.48
QQQ
US Technology
0.56
0.47
0.36
0.22
PFF
Preferred Stocks
0.33
0.56
0.50
0.32
EFA
EAFE Stocks
0.85
0.56
0.42
0.43
VT
World All Countries
0.77
0.59
0.45
0.46
EEM
Emerging Markets
0.81
0.46
0.35
0.33
VGK
Europe
0.85
0.56
0.42
0.43
VPL
Pacific
0.79
0.52
0.38
0.38
FLLA
Latin America
0.66
0.50
0.37
0.36
BND
US Total Bond Market
0.68
0.42
0.43
0.29
TLT
Long Term Treasuries
0.68
0.24
0.32
0.17
BIL
US Cash
-0.02
-0.14
-0.11
-0.05
TIP
TIPS
0.74
0.49
0.48
0.29
LQD
Invest. Grade Bonds
0.70
0.51
0.49
0.37
HYG
High Yield Bonds
0.72
0.59
0.49
0.41
CWB
US Convertible Bonds
0.51
0.38
0.31
0.38
BNDX
International Bonds
0.62
0.43
0.45
0.27
EMB
Emerg. Market Bonds
0.79
0.61
0.52
0.41
GLD
Gold
0.69
0.41
0.34
0.18
DBC
Commodities
0.18
0.28
0.14
0.19

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.

UTILITIES SELECT SECTOR SPDR FUND (XLU) 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
-38.05% Dec 2007 Feb 2009 15 May 2012 39 54 19.69
-18.82% Feb 2020 Mar 2020 2 Apr 2021 13 15 10.80
-17.63% Sep 2022 Sep 2023 13 in progress 5 18 10.43
-12.73% Feb 2015 Jun 2015 5 Mar 2016 9 14 7.25
-12.52% Dec 2017 Feb 2018 3 Nov 2018 9 12 6.57
-10.15% Jul 2016 Nov 2016 5 Feb 2017 3 8 5.32
-9.05% May 2013 Aug 2013 4 Feb 2014 6 10 6.13
-8.56% Jun 2007 Jul 2007 2 Oct 2007 3 5 5.15
-6.80% Jul 2014 Jul 2014 1 Oct 2014 3 4 3.68
-6.80% Sep 2021 Sep 2021 1 Dec 2021 3 4 3.69
-6.73% Oct 2005 Mar 2006 6 Jul 2006 4 10 4.50
-5.88% Aug 2012 Dec 2012 5 Feb 2013 2 7 3.54
-5.10% Jan 2022 Feb 2022 2 Mar 2022 1 3 3.02
-5.08% Apr 2022 Jun 2022 3 Jul 2022 1 4 2.98
-4.50% May 2021 Jun 2021 2 Aug 2021 2 4 2.28
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 3.8 Months 26.56%
 
DD = 0% 26.56%
 
0% < DD <= -5% 64 3.8 Months 26.56%
 
DD <= -5% 53.11%
 
-5% < DD <= -10% 58 4.2 Months 24.07%
 
DD <= -10% 77.18%
 
-10% < DD <= -15% 21 11.5 Months 8.71%
 
DD <= -15% 85.89%
 
-15% < DD <= -20% 12 20.1 Months 4.98%
 
DD <= -20% 90.87%
 
-20% < DD <= -25% 6 40.2 Months 2.49%
 
DD <= -25% 93.36%
 
-25% < DD <= -30% 10 24.1 Months 4.15%
 
DD <= -30% 97.51%
 
-30% < DD <= -35% 3 80.3 Months 1.24%
 
DD <= -35% 98.76%
 
-35% < DD <= -40% 3 80.3 Months 1.24%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
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
-38.67% Nov 2007 Feb 2009 16 Mar 2013 49 65 20.05
-22.44% Apr 2022 Sep 2023 18 in progress 5 23 13.05
-18.59% Feb 2020 Mar 2020 2 Dec 2021 21 23 9.44
-13.80% Feb 2015 Jun 2015 5 Mar 2016 9 14 8.11
-13.30% Dec 2017 Feb 2018 3 Feb 2019 12 15 6.84
-10.82% Jul 2016 Nov 2016 5 May 2017 6 11 5.08
-9.70% May 2013 Aug 2013 4 Mar 2014 7 11 6.40
-8.93% Jun 2007 Jul 2007 2 Oct 2007 3 5 5.48
-7.15% Oct 2005 Mar 2006 6 Jul 2006 4 10 4.79
-6.91% Jul 2014 Jul 2014 1 Oct 2014 3 4 3.75
-6.34% Jan 2022 Feb 2022 2 Mar 2022 1 3 3.70
-4.43% Apr 2004 Apr 2004 1 Aug 2004 4 5 2.58
-3.25% Sep 2017 Sep 2017 1 Oct 2017 1 2 1.88
-3.16% Oct 2019 Nov 2019 2 Jan 2020 2 4 1.49
-2.79% Apr 2016 Apr 2016 1 Jun 2016 2 3 1.60
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 49 4.9 Months 20.33%
 
DD = 0% 20.33%
 
0% < DD <= -5% 58 4.2 Months 24.07%
 
DD <= -5% 44.40%
 
-5% < DD <= -10% 62 3.9 Months 25.73%
 
DD <= -10% 70.12%
 
-10% < DD <= -15% 29 8.3 Months 12.03%
 
DD <= -15% 82.16%
 
-15% < DD <= -20% 14 17.2 Months 5.81%
 
DD <= -20% 87.97%
 
-20% < DD <= -25% 10 24.1 Months 4.15%
 
DD <= -25% 92.12%
 
-25% < DD <= -30% 12 20.1 Months 4.98%
 
DD <= -30% 97.10%
 
-30% < DD <= -35% 4 60.3 Months 1.66%
 
DD <= -35% 98.76%
 
-35% < DD <= -40% 3 80.3 Months 1.24%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
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
-43.51% Nov 2000 Feb 2003 28 Mar 2005 25 53 23.08
-38.05% Dec 2007 Feb 2009 15 May 2012 39 54 19.69
-19.90% Aug 1999 Feb 2000 7 Sep 2000 7 14 7.79
-18.82% Feb 2020 Mar 2020 2 Apr 2021 13 15 10.80
-17.63% Sep 2022 Sep 2023 13 in progress 5 18 10.43
-12.73% Feb 2015 Jun 2015 5 Mar 2016 9 14 7.25
-12.52% Dec 2017 Feb 2018 3 Nov 2018 9 12 6.57
-11.14% Jan 1999 Mar 1999 3 Jun 1999 3 6 4.86
-10.15% Jul 2016 Nov 2016 5 Feb 2017 3 8 5.32
-9.05% May 2013 Aug 2013 4 Feb 2014 6 10 6.13
-8.56% Jun 2007 Jul 2007 2 Oct 2007 3 5 5.15
-6.80% Jul 2014 Jul 2014 1 Oct 2014 3 4 3.68
-6.80% Sep 2021 Sep 2021 1 Dec 2021 3 4 3.69
-6.73% Oct 2005 Mar 2006 6 Jul 2006 4 10 4.50
-5.88% Aug 2012 Dec 2012 5 Feb 2013 2 7 3.54
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 59 5.1 Months 19.47%
 
DD = 0% 19.47%
 
0% < DD <= -5% 75 4.0 Months 24.75%
 
DD <= -5% 44.22%
 
-5% < DD <= -10% 72 4.2 Months 23.76%
 
DD <= -10% 67.99%
 
-10% < DD <= -15% 29 10.4 Months 9.57%
 
DD <= -15% 77.56%
 
-15% < DD <= -20% 24 12.6 Months 7.92%
 
DD <= -20% 85.48%
 
-20% < DD <= -25% 11 27.5 Months 3.63%
 
DD <= -25% 89.11%
 
-25% < DD <= -30% 15 20.2 Months 4.95%
 
DD <= -30% 94.06%
 
-30% < DD <= -35% 6 50.5 Months 1.98%
 
DD <= -35% 96.04%
 
-35% < DD <= -40% 6 50.5 Months 1.98%
 
DD <= -40% 98.02%
 
-40% < DD <= -45% 6 50.5 Months 1.98%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
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
-46.50% Nov 2000 Feb 2003 28 Jul 2005 29 57 25.33
-38.67% Nov 2007 Feb 2009 16 Mar 2013 49 65 20.05
-22.44% Apr 2022 Sep 2023 18 in progress 5 23 13.05
-21.54% Jul 1999 Feb 2000 8 Sep 2000 7 15 9.13
-18.59% Feb 2020 Mar 2020 2 Dec 2021 21 23 9.44
-13.80% Feb 2015 Jun 2015 5 Mar 2016 9 14 8.11
-13.30% Dec 2017 Feb 2018 3 Feb 2019 12 15 6.84
-11.36% Jan 1999 Mar 1999 3 Jun 1999 3 6 5.10
-10.82% Jul 2016 Nov 2016 5 May 2017 6 11 5.08
-9.70% May 2013 Aug 2013 4 Mar 2014 7 11 6.40
-8.93% Jun 2007 Jul 2007 2 Oct 2007 3 5 5.48
-7.15% Oct 2005 Mar 2006 6 Jul 2006 4 10 4.79
-6.91% Jul 2014 Jul 2014 1 Oct 2014 3 4 3.75
-6.34% Jan 2022 Feb 2022 2 Mar 2022 1 3 3.70
-3.25% Sep 2017 Sep 2017 1 Oct 2017 1 2 1.88
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 41 7.4 Months 13.53%
 
DD = 0% 13.53%
 
0% < DD <= -5% 64 4.7 Months 21.12%
 
DD <= -5% 34.65%
 
-5% < DD <= -10% 78 3.9 Months 25.74%
 
DD <= -10% 60.40%
 
-10% < DD <= -15% 38 8.0 Months 12.54%
 
DD <= -15% 72.94%
 
-15% < DD <= -20% 22 13.8 Months 7.26%
 
DD <= -20% 80.20%
 
-20% < DD <= -25% 16 18.9 Months 5.28%
 
DD <= -25% 85.48%
 
-25% < DD <= -30% 20 15.2 Months 6.60%
 
DD <= -30% 92.08%
 
-30% < DD <= -35% 9 33.7 Months 2.97%
 
DD <= -35% 95.05%
 
-35% < DD <= -40% 8 37.9 Months 2.64%
 
DD <= -40% 97.69%
 
-40% < DD <= -45% 6 50.5 Months 1.98%
 
DD <= -45% 99.67%
 
-45% < DD <= -50% 1 303.0 Months 0.33%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
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.

UTILITIES SELECT SECTOR SPDR FUND (XLU) 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 -32.58 06/2008
05/2009
0.67$ -2.03 0.97$ 11.50 1.11$ 20.87 1.20$ 38.57 10/2004
09/2005
1.38$ -1.27 17.90%
2Y -18.49 05/2007
04/2009
0.66$ 2.29 1.04$ 10.47 1.22$ 16.38 1.35$ 22.39 08/2004
07/2006
1.49$ -1.37 13.36%
3Y -8.44 06/2007
05/2010
0.76$ -0.28 0.99$ 10.42 1.34$ 13.70 1.47$ 25.37 05/2004
04/2007
1.97$ 5.03 15.12%
5Y 0.17 12/2007
11/2012
1.00$ 3.44 1.18$ 9.72 1.59$ 11.94 1.75$ 15.42 05/2009
04/2014
2.04$ 4.86 0.00%
7Y 4.27 06/2007
05/2014
1.34$ 5.69 1.47$ 9.50 1.88$ 11.84 2.18$ 14.33 04/2009
03/2016
2.55$ 5.88 0.00%
10Y 6.08 06/2008
05/2018
1.80$ 6.87 1.94$ 9.37 2.44$ 11.15 2.87$ 12.88 02/2010
01/2020
3.35$ 7.80 0.00%
15Y 6.78 06/2008
05/2023
2.67$ 7.46 2.94$ 8.31 3.30$ 9.86 4.09$ 10.42 10/2004
09/2019
4.42$ 9.97 0.00%
20Y 8.50 03/2004
02/2024
5.10$ 8.50 5.10$ 8.50 5.10$ 8.50 5.10$ 8.50 03/2004
02/2024
5.10$ 8.50 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 -32.29 11/2007
10/2008
0.67$ -4.60 0.95$ 8.37 1.08$ 18.39 1.18$ 34.21 08/2004
07/2005
1.34$ -3.88 24.89%
2Y -19.80 05/2007
04/2009
0.64$ -2.09 0.95$ 8.42 1.17$ 13.72 1.29$ 19.35 01/2013
12/2014
1.42$ -5.46 17.97%
3Y -9.94 06/2007
05/2010
0.73$ -2.98 0.91$ 8.12 1.26$ 11.71 1.39$ 21.50 05/2004
04/2007
1.79$ -0.47 23.41%
5Y -1.66 12/2007
11/2012
0.91$ 1.21 1.06$ 7.20 1.41$ 10.42 1.64$ 13.03 02/2010
01/2015
1.84$ 0.73 4.42%
7Y 2.23 12/2006
11/2013
1.16$ 3.24 1.24$ 6.94 1.59$ 9.95 1.94$ 12.49 04/2009
03/2016
2.27$ 2.33 0.00%
10Y 4.30 05/2007
04/2017
1.52$ 4.97 1.62$ 6.97 1.96$ 9.20 2.41$ 10.93 02/2010
01/2020
2.82$ 4.89 0.00%
15Y 4.30 11/2007
10/2022
1.87$ 4.99 2.07$ 6.12 2.43$ 7.53 2.96$ 8.23 10/2004
09/2019
3.27$ 7.25 0.00%
20Y 5.78 03/2004
02/2024
3.07$ 5.78 3.07$ 5.78 3.07$ 5.78 3.07$ 5.78 03/2004
02/2024
3.07$ 5.78 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 -33.74 10/2001
09/2002
0.66$ -6.61 0.93$ 10.88 1.10$ 21.52 1.21$ 42.26 03/2003
02/2004
1.42$ -1.27 23.71%
2Y -24.15 11/2000
10/2002
0.57$ -3.35 0.93$ 9.92 1.20$ 17.76 1.38$ 32.79 03/2003
02/2005
1.76$ -1.37 20.07%
3Y -12.24 11/1999
10/2002
0.67$ -3.48 0.89$ 9.91 1.32$ 14.58 1.50$ 26.85 03/2003
02/2006
2.04$ 5.03 22.85%
5Y -1.71 01/1999
12/2003
0.91$ 2.81 1.14$ 9.30 1.55$ 12.50 1.80$ 22.44 11/2002
10/2007
2.75$ 4.86 2.47%
7Y 2.11 04/2002
03/2009
1.15$ 5.39 1.44$ 8.52 1.77$ 11.18 2.10$ 14.33 04/2009
03/2016
2.55$ 5.88 0.00%
10Y 2.14 03/1999
02/2009
1.23$ 4.44 1.54$ 8.78 2.31$ 11.09 2.86$ 12.88 02/2010
01/2020
3.35$ 7.80 0.00%
15Y 5.26 01/1999
12/2013
2.15$ 6.51 2.57$ 8.04 3.18$ 10.09 4.22$ 11.63 11/2002
10/2017
5.21$ 9.97 0.00%
20Y 6.57 01/1999
12/2018
3.56$ 7.15 3.97$ 8.05 4.70$ 10.13 6.89$ 10.71 12/2002
11/2022
7.65$ 8.50 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 -34.73 10/2001
09/2002
0.65$ -8.38 0.91$ 7.83 1.07$ 18.57 1.18$ 39.89 03/2003
02/2004
1.39$ -3.88 30.24%
2Y -25.69 11/2000
10/2002
0.55$ -7.19 0.86$ 7.81 1.16$ 15.11 1.32$ 29.72 03/2003
02/2005
1.68$ -5.46 24.73%
3Y -14.40 11/1999
10/2002
0.62$ -5.10 0.85$ 7.61 1.24$ 12.24 1.41$ 23.41 03/2003
02/2006
1.87$ -0.47 30.71%
5Y -4.05 01/1999
12/2003
0.81$ 0.73 1.03$ 6.28 1.35$ 10.79 1.66$ 18.97 11/2002
10/2007
2.38$ 0.73 9.47%
7Y -0.40 04/2002
03/2009
0.97$ 2.92 1.22$ 5.94 1.49$ 9.32 1.86$ 12.49 04/2009
03/2016
2.27$ 2.33 0.46%
10Y -0.44 03/1999
02/2009
0.95$ 1.97 1.21$ 6.30 1.84$ 8.90 2.34$ 10.93 02/2010
01/2020
2.82$ 4.89 2.19%
15Y 2.79 01/1999
12/2013
1.51$ 4.25 1.86$ 5.77 2.32$ 7.89 3.12$ 9.36 11/2002
10/2017
3.82$ 7.25 0.00%
20Y 4.30 01/1999
12/2018
2.32$ 4.87 2.58$ 5.77 3.06$ 7.40 4.16$ 7.99 12/2002
11/2022
4.65$ 5.78 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 Utilities Select Sector SPDR Fund (XLU) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Utilities Select Sector SPDR Fund (XLU) 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
-0.47
20%
-4.54
20%
3.73
80%
1.21
80%
-0.09
40%
-1.40
40%
3.99
80%
0.16
60%
-3.68
40%
2.45
80%
1.85
60%
2.99
80%
Best 6.7
2020
1.1
2024
10.6
2021
4.2
2021
4.3
2022
3.2
2019
7.8
2020
5.1
2019
4.2
2019
5.1
2020
7.0
2022
9.7
2021
Worst -3.3
2022
-9.9
2020
-9.9
2020
-4.3
2022
-5.9
2023
-4.9
2022
-0.1
2019
-6.1
2023
-11.3
2022
-0.8
2019
-1.9
2019
-0.5
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
0.65
50%
-2.17
40%
3.26
70%
1.02
70%
0.36
50%
-0.08
50%
2.26
70%
0.13
60%
-2.04
40%
2.81
90%
0.91
60%
1.55
70%
Best 6.7
2020
5.3
2017
10.6
2021
4.2
2014
4.3
2022
7.6
2016
7.8
2020
5.1
2019
4.2
2019
8.0
2014
7.0
2022
9.7
2021
Worst -3.3
2022
-9.9
2020
-9.9
2020
-4.3
2022
-5.9
2023
-6.0
2015
-6.8
2014
-6.1
2023
-11.3
2022
-0.8
2019
-5.4
2016
-6.1
2017
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
-0.39
42%
-1.53
50%
2.42
76%
2.39
80%
0.52
60%
0.14
52%
0.70
64%
0.25
64%
-0.39
60%
1.27
76%
0.64
56%
1.57
68%
Best 6.7
2020
5.3
2007
10.9
2000
9.7
1999
10.1
2003
7.6
2016
7.8
2020
5.1
2019
13.2
2000
8.0
2014
7.0
2022
9.7
2021
Worst -7.3
2008
-12.5
2009
-9.9
2020
-6.1
2002
-9.1
2013
-6.7
2002
-14.7
2002
-6.1
2023
-12.1
2002
-13.0
2008
-5.4
2016
-6.1
2017
Monthly Seasonality over the period Feb 1999 - Feb 2024

Monthly Returns

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

UTILITIES SELECT SECTOR SPDR FUND (XLU) ETF
Monthly Returns Distribution
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 1999 - 29 February 2024 (~25 years)
157 Positive Months (65%) - 83 Negative Months (35%)
188 Positive Months (62%) - 114 Negative Months (38%)
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