S&P 500 Sector Returns

Last Update: 31 May 2023

The best performing Sector in the last 10 years is Information Technology, that granded a +19.62% annualized return.

The worst is Energy, with a +3.37% annualized return in the last 10 years.

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

S&P 500 Sector Historical Returns

S&P 500 Sector Returns, for last 1,3,6 Months and 1,3,5,10 years.

Columns are sortable, S&P 500 Sectors are pre-ordered by 10 year return.

S&P 500 SECTORS - HISTORICAL RETURNS (%)
Last Update: 31 May 2023
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 3Y: 5.77% , 5Y: 3.81% , 10Y: 2.68%
Ticker ETF 1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
XLK
Information Technology
8.92
20.60
21.45
18.15
19.89
20.00
19.62
XLV
Healthcare
-4.27
0.91
-7.31
-1.76
9.00
11.00
12.03
SPY
[Benchmark] S&P 500
0.46
5.86
3.37
2.92
12.87
10.94
11.90
XLY
Consumer Discretionary
2.54
4.49
4.33
-0.90
7.74
8.59
11.82
XLI
Industrials
-3.15
-3.69
-3.94
4.11
14.47
7.33
10.41
XLU
Utilities
-5.87
0.62
-7.68
-9.99
5.79
8.20
9.11
XLF
Financials
-4.25
-10.65
-11.55
-8.51
12.95
5.35
9.10
XLP
Consumer Staples
-6.16
1.37
-4.73
0.11
9.84
10.84
8.97
XLB
Materials
-6.87
-7.93
-8.36
-10.76
12.84
7.43
8.63
XLRE
Real Estate
-4.53
-5.02
-6.45
-15.56
4.50
6.07
6.38
XLC
Communication Services
3.91
16.65
21.46
4.43
5.73
7.33
6.15
XLE
Energy
-10.03
-7.55
-14.24
-8.41
31.48
5.33
3.37
Stocks Bonds Commodities
(*) 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.

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S&P 500 SECTORS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2023
Swipe left to see all data
Asset
SPY
XLK
XLY
XLC
XLU
XLRE
XLF
XLI
XLV
XLP
XLB
XLE
SPY
-
0.93
0.85
0.83
0.72
0.90
0.80
0.91
0.70
0.76
0.89
0.76
XLK
0.93
-
0.87
0.86
0.58
0.77
0.56
0.76
0.49
0.56
0.71
0.52
XLY
0.85
0.87
-
0.80
0.44
0.82
0.62
0.65
0.32
0.37
0.70
0.48
XLC
0.83
0.86
0.80
-
0.57
0.83
0.53
0.60
0.35
0.50
0.74
0.41
XLU
0.72
0.58
0.44
0.57
-
0.73
0.51
0.73
0.65
0.85
0.70
0.62
XLRE
0.90
0.77
0.82
0.83
0.73
-
0.79
0.82
0.56
0.67
0.88
0.60
XLF
0.80
0.56
0.62
0.53
0.51
0.79
-
0.87
0.64
0.65
0.89
0.82
XLI
0.91
0.76
0.65
0.60
0.73
0.82
0.87
-
0.78
0.84
0.90
0.86
XLV
0.70
0.49
0.32
0.35
0.65
0.56
0.64
0.78
-
0.88
0.68
0.76
XLP
0.76
0.56
0.37
0.50
0.85
0.67
0.65
0.84
0.88
-
0.75
0.78
XLB
0.89
0.71
0.70
0.74
0.70
0.88
0.89
0.90
0.68
0.75
-
0.78
XLE
0.76
0.52
0.48
0.41
0.62
0.60
0.82
0.86
0.76
0.78
0.78
-
Asset
SPY
XLK
XLY
XLC
XLU
XLRE
XLF
XLI
XLV
XLP
XLB
XLE
SPY
-
0.92
0.91
0.89
0.59
0.81
0.86
0.92
0.80
0.75
0.90
0.66
XLK
0.92
-
0.89
0.85
0.44
0.68
0.66
0.77
0.64
0.60
0.74
0.48
XLY
0.91
0.89
-
0.83
0.47
0.78
0.70
0.76
0.63
0.56
0.78
0.52
XLC
0.89
0.85
0.83
-
0.47
0.72
0.75
0.75
0.61
0.58
0.75
0.53
XLU
0.59
0.44
0.47
0.47
-
0.71
0.45
0.55
0.58
0.70
0.60
0.29
XLRE
0.81
0.68
0.78
0.72
0.71
-
0.67
0.72
0.69
0.73
0.78
0.46
XLF
0.86
0.66
0.70
0.75
0.45
0.67
-
0.90
0.64
0.64
0.85
0.77
XLI
0.92
0.77
0.76
0.75
0.55
0.72
0.90
-
0.74
0.75
0.89
0.70
XLV
0.80
0.64
0.63
0.61
0.58
0.69
0.64
0.74
-
0.74
0.76
0.51
XLP
0.75
0.60
0.56
0.58
0.70
0.73
0.64
0.75
0.74
-
0.75
0.49
XLB
0.90
0.74
0.78
0.75
0.60
0.78
0.85
0.89
0.76
0.75
-
0.67
XLE
0.66
0.48
0.52
0.53
0.29
0.46
0.77
0.70
0.51
0.49
0.67
-
Asset
SPY
XLK
XLY
XLC
XLU
XLRE
XLF
XLI
XLV
XLP
XLB
XLE
SPY
-
0.90
0.91
0.82
0.46
0.70
0.84
0.92
0.79
0.71
0.87
0.64
XLK
0.90
-
0.86
0.75
0.35
0.57
0.63
0.75
0.62
0.56
0.71
0.45
XLY
0.91
0.86
-
0.76
0.35
0.65
0.70
0.78
0.65
0.56
0.76
0.50
XLC
0.82
0.75
0.76
-
0.40
0.61
0.65
0.70
0.55
0.56
0.69
0.52
XLU
0.46
0.35
0.35
0.40
-
0.70
0.29
0.41
0.43
0.63
0.37
0.20
XLRE
0.70
0.57
0.65
0.61
0.70
-
0.53
0.62
0.62
0.66
0.59
0.37
XLF
0.84
0.63
0.70
0.65
0.29
0.53
-
0.87
0.63
0.55
0.79
0.71
XLI
0.92
0.75
0.78
0.70
0.41
0.62
0.87
-
0.72
0.69
0.87
0.67
XLV
0.79
0.62
0.65
0.55
0.43
0.62
0.63
0.72
-
0.68
0.72
0.45
XLP
0.71
0.56
0.56
0.56
0.63
0.66
0.55
0.69
0.68
-
0.61
0.40
XLB
0.87
0.71
0.76
0.69
0.37
0.59
0.79
0.87
0.72
0.61
-
0.65
XLE
0.64
0.45
0.50
0.52
0.20
0.37
0.71
0.67
0.45
0.40
0.65
-

S&P 500 Sector Yearly Returns

Click on column header to sort data.

S&P 500 SECTORS - YEARLY RETURNS (%)
Last Update: 31 May 2023
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%.
Ticker ETF 2023(*) 2022 2021 2020 2019 2018
XLK
Information Technology
32.31
-27.73
34.83
43.62
49.86
-1.66
XLV
Healthcare
-5.54
-2.09
25.59
13.34
20.45
6.28
SPY
[Benchmark] S&P 500
9.68
-18.17
28.74
18.37
31.22
-4.56
XLY
Consumer Discretionary
17.74
-36.27
27.93
29.63
28.39
1.59
XLI
Industrials
-0.99
-5.58
21.09
10.96
29.09
-13.24
XLU
Utilities
-7.23
1.42
16.81
0.57
25.91
3.92
XLF
Financials
-6.68
-10.60
34.82
-1.68
31.87
-13.04
XLP
Consumer Staples
-2.06
-0.83
17.20
10.15
27.43
-8.07
XLB
Materials
-3.01
-12.31
27.45
20.52
24.13
-14.87
XLRE
Real Estate
-1.72
-26.25
45.26
-2.11
28.69
-2.37
XLC
Communication Services
30.05
-37.63
15.96
26.91
31.05
-16.77
XLE
Energy
-11.54
64.17
53.31
-32.51
11.73
-18.21
Stocks Bonds Commodities
(*)YTD - 31 May 2023

S&P 500 Sector Drawdowns

S&P 500 Sector Maximum Drawdowns, in last 3,5,10 years.

The following table represents S&P 500 Sector total returns and maximum drawdown in the same period. Columns are sortable.

S&P 500 SECTORS - TOTAL RETURNS vs DRAWDOWNS (%)
Return: Total Return (%) - DD: Maximum Drawdown (%)
Last Update: 31 May 2023
3Y
5Y
10Y
Ticker ETF Return DD Return DD Return DD
XLK
Information Technology +72.34 -31.22 +148.85 -31.22 +500.07 -31.22
XLV
Healthcare +29.52 -13.07 +68.49 -13.07 +211.38 -13.21
SPY
[Benchmark] S&P 500 +43.78 -23.93 +68.06 -23.93 +207.86 -23.93
XLY
Consumer Discretionary +25.06 -36.27 +51.01 -36.27 +205.76 -36.27
XLI
Industrials +50.01 -20.74 +42.44 -27.13 +169.32 -27.13
XLU
Utilities +18.41 -11.29 +48.28 -18.82 +139.11 -18.82
XLF
Financials +44.12 -23.13 +29.76 -31.75 +138.94 -31.75
XLP
Consumer Staples +32.53 -12.86 +67.31 -13.28 +135.98 -13.63
XLB
Materials +43.69 -23.73 +43.08 -26.15 +128.75 -26.15
XLRE
Real Estate +14.12 -28.90 +34.28 -28.90 +85.56 -28.90
XLC
Communication Services +18.18 -43.46 +42.45 -43.46 +81.57 -43.46
XLE
Energy +127.30 -23.68 +29.62 -58.14 +39.28 -63.92
Stocks Bonds Commodities