State Street Utilities Select Sector SPDR ETF (XLU) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
State Street Utilities Select Sector SPDR ETF (XLU): 1Y return 21.9%, Sharpe ratio 1.45, volatility 13.9%, 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: 0.3%, Sharpe: 0.62, Volatility: 11.3%, Max Drawdown: -2.4%
- YTD
- Return: 8.6%, Sharpe: 1.85, Volatility: 15.6%, Max Drawdown: -6.5%
- 1Y
- Return: 21.9%, Sharpe: 1.45, Volatility: 13.9%, Max Drawdown: -9.2%
- 5Y
- Return: 60.7%, Sharpe: 0.63, Volatility: 16.9%, Max Drawdown: -25.3%
- 10Y
- Return: 158.8%, Sharpe: 0.58, 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.