Energy Select Sector SPDR Fund
Provider: StateStreet
Energy Select Sector SPDR Fund is an exchange-traded fund incorporated in the USA. The ETF tracks the performance of the Energy Select Sector Index. The ETF holds large-cap U.S. energy stocks. It invests in companies that develop produce crude oil natural gas provide drilling and other energy related services. The holdings are weighted by market capitalization.
| Annualised Return | 5.23% |
| Realised Volatility | 26.55% |
| Downside Volatility | 19.06% |
| Max Drawdown | -63.97% |
| Winning months | 57.52% |
| Sharpe Ratio | 0.2 |
| Sortino Ratio | 0.27 |
| Calmar Ratio | 0.08 |
| Viking Ratio | 0.35 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.31% | 3.83% | 3.49% | -13.86% | 1.28% | 4.87% | 2.83% | 3.65% | -0.32% | -3.31% | 3.33% | ||
| 2024 | -0.51% | 3.27% | 10.49% | -0.94% | -0.34% | -1.41% | 2.26% | -2.07% | -3.02% | 0.9% | 7.83% | -9.58% | 5.56% |
| 2023 | 2.81% | -6.94% | 0.01% | 2.78% | -10.03% | 6.91% | 7.77% | 1.65% | 2.4% | -5.75% | -0.72% | 0.08% | -0.63% |
| 2022 | 18.77% | 7.07% | 9.34% | -1.69% | 16.03% | -17.07% | 9.66% | 2.65% | -9.56% | 24.97% | 1.28% | -3.05% | 64.32% |
| 2021 | 3.75% | 22.46% | 2.97% | 0.67% | 5.71% | 4.23% | -8.32% | -2% | 8.93% | 10.33% | -5.01% | 2.98% | 53.28% |
| 2020 | -10.99% | -15.29% | -34.37% | 30.76% | 2% | -1.1% | -4.81% | -1.05% | -14.61% | -4.11% | 27.99% | 4.48% | -32.67% |
| 2019 | 11.21% | 2.3% | 2.13% | -0.02% | -11.1% | 9.4% | -1.59% | -8.33% | 3.94% | -2.09% | 1.6% | 6.03% | 11.74% |
| 2018 | 3.58% | -10.83% | 1.72% | 9.49% | 2.99% | 0.57% | 1.55% | -3.48% | 2.45% | -11.33% | -1.56% | -12.44% | -18.22% |
| 2017 | -3.21% | -2.08% | -1.49% | -2.95% | -3.54% | -0.11% | 2.62% | -5.48% | 10.18% | -0.83% | 1.75% | 5.27% | -0.89% |
| 2016 | -3.56% | -2.66% | 10.06% | 9.01% | -0.93% | 2.72% | -1.26% | 1.68% | 3.69% | -2.82% | 8.47% | 1.73% | 27.94% |
| 2015 | -4.56% | 4.59% | -1.16% | 6.57% | -5.19% | -3.48% | -7.69% | -4.25% | -7.34% | 11.34% | -0.01% | -10.46% | -21.45% |
| 2014 | -5.81% | 5.09% | 2.14% | 5.28% | 1.66% | 5.51% | -3.47% | 2.18% | -7.75% | -3.53% | -8.69% | -0.21% | -8.68% |
| 2013 | 8.3% | 0.44% | 2.54% | -1.31% | 2.85% | -2.27% | 5.26% | -1.03% | 2.11% | 4.2% | 0.06% | 2.87% | 26.25% |
| 2012 | 2.26% | 5.93% | -3.81% | -0.71% | -10.68% | 4.81% | 4.94% | 2.64% | 3.18% | -2.04% | -1.22% | 1.02% | 5.21% |
| 2011 | 7.18% | 7.37% | 1.88% | 0.91% | -4.19% | -1.92% | 1.46% | -10.22% | -14.42% | 19.14% | 1.66% | -2.04% | 2.84% |
| 2010 | -4.4% | 3.01% | 2.82% | 4.16% | -11.45% | -5.93% | 8.37% | -4.9% | 10% | 5.67% | 5.86% | 9.32% | 21.78% |
| 2009 | -1.78% | -12.33% | 3.75% | 7.82% | 12.89% | -6.55% | 5.35% | 1.09% | 5.84% | 2.47% | 2.84% | 0.88% | 21.76% |
| 2008 | -12.29% | 9.27% | -2.34% | 10.38% | 5.2% | 3.16% | -15.91% | 0.34% | -14.93% | -18.8% | -2.18% | -4.5% | -38.96% |
| 2007 | 4.49% | -2.05% | 6.29% | 5.13% | 7.78% | 1.3% | 0.01% | 1.2% | 7.4% | 2.54% | -4.21% | 8.28% | 44.36% |