S&P 500 Sector Returns

Last Update: 30 April 2024

The best performing Sector in the last 10 years is Information Technology, that granded a +19.94% annualized return.

The worst is Energy, with a +4.01% annualized return in the last 10 years.

The main S&P 500 Sectors can be easily replicated by ETFs.

S&P 500 Sector Metrics

Columns are sortable, assets are pre-ordered by 10 year return.

ASSET CLASSES
Metrics: Return - Risk - Drawdown
Last Update: 30 April 2024
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 3Y: 5.50% , 5Y: 4.18% , 10Y: 2.85%
Returns over 1 year are annualized. Last update: 30 April 2024.
Risk is represented as the annualized Standard Deviation of monthly returns.
High values of Standard Deviation mean high fluctuations in prices.
Last update: 30 April 2024.
The maximum Drawdown is calculated considering the end of month prices.
Low Risk Assets usually grant less severe drawdowns.
Last update: 30 April 2024.
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2024. 2024: 1.45%, 2023: 3.32%, 2022: 6.41%, 2021: 7.18%
Last update: 30 April 2024.
Swipe left to see all data
Return (%) - Apr 30, 2024
St.Dev. (%)
Ann. Return / St.Dev.
Max Drawdown (%)
Return / Drawdown
Ulcer Index
YTD(%)
Yearly Returns (%)
Dividend Yield (%)
Ticker Asset 1M 3M 6M 1Y 3Y 5Y 10Y 1Y 3Y 5Y 10Y 1Y 3Y 5Y 10Y 3Y 5Y 10Y 3Y 5Y 10Y 3Y 5Y 10Y 2024 2023 2022 2021 2024 2023 2022 2021
XLK
Information Technology
-5.76
-0.55
20.13
31.18
12.96
21.27
19.94
18.53 23.01 22.49 18.78 1.68 0.56 0.95 1.06 -31.22 -31.22 -31.22 0.42 0.68 0.64 13.42 10.84 8.20
2.14
56.02
-27.73
34.83
0.18 1.18 0.75 0.87
SPY
[Benchmark] S&P 500
-4.03
4.28
20.90
22.45
7.94
13.11
12.31
14.34 17.42 18.29 15.15 1.57 0.46 0.72 0.81 -23.93 -23.93 -23.93 0.33 0.55 0.51 9.92 8.39 6.40
5.94
26.19
-18.17
28.74
0.34 1.74 1.34 1.54
XLY
Consumer Discretionary
-4.50
2.97
15.92
19.70
0.18
8.92
11.97
21.23 25.05 24.39 19.68 0.93 0.01 0.37 0.61 -36.27 -36.27 -36.27 0.00 0.25 0.33 18.98 15.13 11.06
-1.57
39.64
-36.27
27.93
0.22 1.08 0.63 0.68
XLV
Healthcare
-5.01
0.33
13.59
6.82
6.49
11.31
10.96
12.27 14.75 15.05 14.12 0.56 0.44 0.75 0.78 -13.07 -13.07 -13.21 0.50 0.87 0.83 5.33 4.73 5.04
3.27
2.06
-2.09
25.59
0.38 1.61 1.42 1.66
XLI
Industrials
-3.53
7.98
24.61
23.56
7.74
11.17
10.71
19.00 19.67 21.62 18.36 1.24 0.39 0.52 0.58 -20.74 -27.13 -27.13 0.37 0.41 0.39 6.67 7.76 6.51
6.93
18.13
-5.58
21.09
0.33 1.90 1.53 1.50
XLF
Financials
-4.18
4.52
25.81
23.84
5.60
9.79
10.63
16.67 19.82 22.67 19.34 1.43 0.28 0.43 0.55 -23.13 -31.75 -31.75 0.24 0.31 0.33 10.74 12.10 9.61
7.74
12.03
-10.60
34.82
0.41 1.89 1.80 2.17
XLB
Materials
-4.59
8.20
17.76
12.29
4.30
11.35
8.58
20.47 21.76 22.47 19.14 0.60 0.20 0.51 0.45 -23.73 -26.15 -26.15 0.18 0.43 0.33 8.93 8.41 8.40
3.98
12.45
-12.31
27.45
0.38 2.22 1.96 2.05
XLP
Consumer Staples
-1.13
4.30
12.91
0.33
5.48
8.37
8.33
11.54 13.56 13.99 12.61 0.03 0.40 0.60 0.66 -12.86 -13.28 -13.63 0.43 0.63 0.61 4.61 4.52 4.38
5.58
-0.83
-0.83
17.20
0.77 2.56 2.41 2.63
XLU
Utilities
1.66
9.50
13.79
0.08
2.91
5.77
7.87
14.15 16.97 17.16 15.04 0.01 0.17 0.34 0.52 -17.63 -18.82 -18.82 0.17 0.31 0.42 7.90 8.28 6.98
6.25
-7.17
1.42
16.81
0.82 3.08 2.91 3.23
XLC
Communication Services
-4.65
2.88
20.91
31.18
0.82
10.20
7.28
12.99 20.75 20.78 17.34 2.40 0.04 0.49 0.42 -43.46 -43.46 -43.46 0.02 0.23 0.17 24.26 19.12 14.54
7.44
52.81
-37.63
15.96
0.29 1.25 0.69 0.85
XLRE
Real Estate
-8.45
-4.44
11.25
-0.71
-2.50
3.37
6.04
21.44 21.92 20.14 17.47 -0.03 -0.11 0.17 0.35 -32.24 -32.24 -32.24 -0.08 0.10 0.19 19.03 15.44 11.64
-9.05
12.37
-26.25
45.26
0.66 3.64 2.67 3.75
XLE
Energy
-0.94
13.02
11.72
13.63
28.76
12.79
4.01
18.85 28.47 37.16 29.81 0.72 1.01 0.34 0.13 -17.12 -52.33 -63.92 1.68 0.24 0.06 6.28 19.48 27.92
12.44
-0.64
64.17
53.31
0.88 3.45 5.90 6.27
Return over 1 year are annualized.

For further information about the seasonality, check the Asset Class and Commodity Seasonality page.

S&P 500 Sector Correlations

Monthly correlations of S&P 500 Sectors, over different timeframes.

If your screen resolution is not wide enough, scroll table horizzontally to explore the full dataset. You can click on header columns to sort them and hover on cells for tooltip details.

S&P 500 SECTORS MONTHLY CORRELATIONS
Monthly correlations as of 30 April 2024
Swipe left to see all data
SPY
XLK
XLY
XLC
XLU
XLRE
XLF
XLI
XLV
XLP
XLB
XLE
SPY
-
0.84
0.90
0.92
0.59
0.91
0.93
0.94
0.89
0.79
0.87
0.32
XLK
0.84
-
0.79
0.88
0.28
0.73
0.65
0.66
0.59
0.42
0.51
-0.18
XLY
0.90
0.79
-
0.76
0.42
0.85
0.75
0.91
0.72
0.57
0.83
0.23
XLC
0.92
0.88
0.76
-
0.40
0.77
0.83
0.76
0.79
0.64
0.66
0.19
XLU
0.59
0.28
0.42
0.40
-
0.63
0.69
0.65
0.51
0.86
0.74
0.47
XLRE
0.91
0.73
0.85
0.77
0.63
-
0.89
0.90
0.85
0.76
0.86
0.29
XLF
0.93
0.65
0.75
0.83
0.69
0.89
-
0.90
0.94
0.91
0.89
0.51
XLI
0.94
0.66
0.91
0.76
0.65
0.90
0.90
-
0.88
0.84
0.96
0.48
XLV
0.89
0.59
0.72
0.79
0.51
0.85
0.94
0.88
-
0.84
0.84
0.51
XLP
0.79
0.42
0.57
0.64
0.86
0.76
0.91
0.84
0.84
-
0.85
0.58
XLB
0.87
0.51
0.83
0.66
0.74
0.86
0.89
0.96
0.84
0.85
-
0.64
XLE
0.32
-0.18
0.23
0.19
0.47
0.29
0.51
0.48
0.51
0.58
0.64
-
SPY
XLK
XLY
XLC
XLU
XLRE
XLF
XLI
XLV
XLP
XLB
XLE
SPY
-
0.93
0.90
0.89
0.60
0.83
0.86
0.92
0.82
0.77
0.90
0.62
XLK
0.93
-
0.88
0.86
0.46
0.73
0.67
0.78
0.69
0.63
0.73
0.42
XLY
0.90
0.88
-
0.81
0.47
0.79
0.71
0.79
0.65
0.57
0.80
0.47
XLC
0.89
0.86
0.81
-
0.48
0.72
0.76
0.77
0.65
0.59
0.76
0.50
XLU
0.60
0.46
0.47
0.48
-
0.69
0.47
0.58
0.59
0.71
0.62
0.28
XLRE
0.83
0.73
0.79
0.72
0.69
-
0.70
0.77
0.71
0.72
0.80
0.40
XLF
0.86
0.67
0.71
0.76
0.47
0.70
-
0.90
0.68
0.65
0.85
0.75
XLI
0.92
0.78
0.79
0.77
0.58
0.77
0.90
-
0.75
0.79
0.91
0.66
XLV
0.82
0.69
0.65
0.65
0.59
0.71
0.68
0.75
-
0.78
0.78
0.49
XLP
0.77
0.63
0.57
0.59
0.71
0.72
0.65
0.79
0.78
-
0.78
0.47
XLB
0.90
0.73
0.80
0.76
0.62
0.80
0.85
0.91
0.78
0.78
-
0.63
XLE
0.62
0.42
0.47
0.50
0.28
0.40
0.75
0.66
0.49
0.47
0.63
-
SPY
XLK
XLY
XLC
XLU
XLRE
XLF
XLI
XLV
XLP
XLB
XLE
SPY
-
0.91
0.91
0.83
0.47
0.74
0.85
0.92
0.80
0.71
0.87
0.62
XLK
0.91
-
0.86
0.77
0.37
0.62
0.64
0.76
0.63
0.58
0.71
0.42
XLY
0.91
0.86
-
0.76
0.36
0.70
0.71
0.79
0.65
0.56
0.78
0.48
XLC
0.83
0.77
0.76
-
0.39
0.63
0.67
0.72
0.58
0.57
0.71
0.51
XLU
0.47
0.37
0.36
0.39
-
0.68
0.30
0.43
0.43
0.65
0.40
0.19
XLRE
0.74
0.62
0.70
0.63
0.68
-
0.57
0.66
0.65
0.68
0.63
0.35
XLF
0.85
0.64
0.71
0.67
0.30
0.57
-
0.87
0.65
0.56
0.80
0.69
XLI
0.92
0.76
0.79
0.72
0.43
0.66
0.87
-
0.73
0.69
0.88
0.65
XLV
0.80
0.63
0.65
0.58
0.43
0.65
0.65
0.73
-
0.69
0.72
0.44
XLP
0.71
0.58
0.56
0.57
0.65
0.68
0.56
0.69
0.69
-
0.62
0.38
XLB
0.87
0.71
0.78
0.71
0.40
0.63
0.80
0.88
0.72
0.62
-
0.64
XLE
0.62
0.42
0.48
0.51
0.19
0.35
0.69
0.65
0.44
0.38
0.64
-