State Street Utilities Select Sector SPDR ETF (XLU) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
State Street Utilities Select Sector SPDR ETF (XLU): 1Y return 14.0%, Sharpe ratio 0.94, volatility 14.6%, max drawdown -9.2%. A ETF in the Equity asset class. Compare XLU with other assets and invest through your own broker with pfolio.
State Street Utilities Select Sector SPDR ETF (XLU) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
XLU Performance
- MTD
- Return: 0.8%, Sharpe: 1.41, Volatility: 17.6%, Max Drawdown: -1.4%
- YTD
- Return: 8.5%, Sharpe: 0.99, Volatility: 16.4%, Max Drawdown: -9.1%
- 1Y
- Return: 14.0%, Sharpe: 0.94, Volatility: 14.6%, Max Drawdown: -9.2%
- 5Y
- Return: 65.2%, Sharpe: 0.66, Volatility: 17.0%, Max Drawdown: -25.3%
- 10Y
- Return: 140.4%, Sharpe: 0.54, Volatility: 18.9%, Max Drawdown: -36.1%
Frequently Asked Questions
- What is State Street Utilities Select Sector SPDR ETF (XLU)?
- State Street Utilities Select Sector SPDR ETF (XLU) 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 XLU compare to other assets?
- You can compare XLU with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in XLU through pfolio?
- pfolio helps you build diversified portfolios that may include XLU. You invest through your own broker — pfolio provides the analytics.