State Street Materials Select Sector SPDR ETF (XLB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
State Street Materials Select Sector SPDR ETF (XLB): 1Y return 12.5%, Sharpe ratio 0.75, volatility 17.3%, max drawdown -12.4%. A ETF in the Equity asset class. Compare XLB with other assets and invest through your own broker with pfolio.
State Street Materials Select Sector SPDR ETF (XLB) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
XLB Performance
- MTD
- Return: -0.5%, Sharpe: -0.58, Volatility: 20.7%, Max Drawdown: -3.6%
- YTD
- Return: 12.4%, Sharpe: 1.21, Volatility: 19.2%, Max Drawdown: -12.4%
- 1Y
- Return: 12.5%, Sharpe: 0.75, Volatility: 17.3%, Max Drawdown: -12.4%
- 5Y
- Return: 35.4%, Sharpe: 0.41, Volatility: 18.7%, Max Drawdown: -24.7%
- 10Y
- Return: 156.4%, Sharpe: 0.55, Volatility: 20.3%, Max Drawdown: -37.3%
Frequently Asked Questions
- What is State Street Materials Select Sector SPDR ETF (XLB)?
- State Street Materials Select Sector SPDR ETF (XLB) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does XLB compare to other assets?
- You can compare XLB with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in XLB through pfolio?
- pfolio helps you build diversified portfolios that may include XLB. You invest through your own broker — pfolio provides the analytics.