S&P 500 Sector Returns (2024)

Last Update: 31 March 2024

The best performing Sector in the last 10 years is Information Technology, that granded a +20.68% annualized return.

The worst is Energy, with a +4.65% annualized return in the last 10 years.

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

S&P 500 Sector Metrics

Columns are sortable, assets are pre-ordered by 10 year return.

ASSET CLASSES

Metrics: Return - Risk - Drawdown

Last Update: 31 March 2024

Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Mar 2024. Current inflation (annualized) is 1Y: 3.48% , 3Y: 5.63% , 5Y: 4.19% , 10Y: 2.84%
Returns over 1 year are annualized. Last update: 31 March 2024.

Risk is represented as the annualized Standard Deviation of monthly returns.
High values of Standard Deviation mean high fluctuations in prices.
Last update: 31 March 2024.

The maximum Drawdown is calculated considering the end of month prices.
Low Risk Assets usually grant less severe drawdowns.
Last update: 31 March 2024.

Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Mar 2024. 2024: 1.13%, 2023: 3.32%, 2022: 6.41%, 2021: 7.18%
Last update: 31 March 2024.

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		Return (%) - Mar 31, 2024							St.Dev. (%)				Ann. Return / St.Dev.				Max Drawdown (%)			Return / Drawdown			Ulcer Index			YTD(%)	Yearly Returns (%)			Dividend Yield (%)
Ticker	Asset	1M	3M	6M	1Y	3Y	5Y	10Y▾	1Y	3Y	5Y	10Y	1Y	3Y	5Y	10Y	3Y	5Y	10Y	3Y	5Y	10Y	3Y	5Y	10Y	2024	2023	2022	2021	2024	2023	2022	2021
XLK	Information Technology	0.79	8.38	27.54	39.04	17.17	24.24	20.68	16.74	22.74	22.31	18.63	2.33	0.76	1.09	1.11	-31.22	-31.22	-31.22	0.55	0.78	0.66	13.39	10.82	8.18	8.38	56.02	-27.73	34.83	0.18	1.18	0.75	0.87
SPY		3.27	10.39	23.24	29.63	11.33	14.96	12.85	13.00	17.38	18.18	15.06	2.28	0.65	0.82	0.85	-23.93	-23.93	-23.93	0.47	0.63	0.54	9.90	8.38	6.39	10.39	26.19	-18.17	28.74	0.34	1.74	1.34	1.54
XLY	Consumer Discretionary	-0.07	3.06	14.68	23.92	3.87	11.10	12.33	20.48	25.13	24.34	19.61	1.17	0.15	0.46	0.63	-36.27	-36.27	-36.27	0.11	0.31	0.34	18.87	15.05	11.00	3.06	39.64	-36.27	27.93	0.22	1.08	0.63	0.68
XLV	Healthcare	2.38	8.71	15.68	15.99	9.73	11.84	11.46	10.94	14.49	14.90	14.00	1.46	0.67	0.79	0.82	-13.07	-13.07	-13.21	0.74	0.91	0.87	5.26	4.73	5.02	8.71	2.06	-2.09	25.59	0.38	1.61	1.42	1.66
XLI	Industrials	4.42	10.84	25.31	26.58	10.31	12.85	11.26	18.45	19.56	21.55	18.30	1.44	0.53	0.60	0.62	-20.74	-27.13	-27.13	0.50	0.47	0.42	6.65	7.75	6.50	10.84	18.13	-5.58	21.09	0.33	1.90	1.53	1.50
XLF	Financials	4.80	12.44	28.09	33.34	9.38	12.66	10.92	15.42	19.89	22.82	19.29	2.16	0.47	0.55	0.57	-23.13	-31.75	-31.75	0.41	0.40	0.34	10.72	12.08	9.61	12.44	12.03	-10.60	34.82	0.41	1.89	1.80	2.17
XLB	Materials	6.47	8.98	19.51	17.53	7.81	13.18	9.19	19.65	21.71	22.34	19.06	0.89	0.36	0.59	0.48	-23.73	-26.15	-26.15	0.33	0.50	0.35	8.90	8.39	8.39	8.98	12.45	-12.31	27.45	0.38	2.22	1.96	2.05
XLP	Consumer Staples	3.32	6.79	12.62	5.18	6.53	9.23	8.75	11.94	13.55	14.00	12.61	0.43	0.48	0.66	0.69	-12.86	-13.28	-13.63	0.51	0.70	0.64	4.60	4.52	4.38	6.79	-0.83	-0.83	17.20	0.77	2.56	2.41	2.63
XLU	Utilities	6.59	4.52	13.38	0.32	3.76	5.62	8.14	14.18	17.10	17.15	15.08	0.02	0.22	0.33	0.54	-17.63	-18.82	-18.82	0.21	0.30	0.43	7.86	8.26	6.97	4.52	-7.17	1.42	16.81	0.82	3.08	2.91	3.23
XLC	Communication Services	3.17	12.68	25.17	42.17	4.60	12.79	7.70	10.74	20.84	20.79	17.26	3.93	0.22	0.61	0.45	-43.46	-43.46	-43.46	0.11	0.29	0.18	24.24	19.10	14.53	12.68	52.81	-37.63	15.96	0.29	1.25	0.69	0.85
XLRE	Real Estate	1.76	-0.65	18.06	9.53	3.12	5.10	7.33	19.48	21.85	19.74	17.25	0.49	0.14	0.26	0.43	-32.24	-32.24	-32.24	0.10	0.16	0.23	18.59	15.12	11.42	-0.65	12.37	-26.25	45.26	0.66	3.64	2.67	3.75
XLE	Energy	10.48	13.51	6.29	17.89	29.46	13.00	4.65	18.76	28.42	37.15	29.83	0.95	1.04	0.35	0.16	-17.12	-52.34	-63.92	1.72	0.25	0.07	6.28	19.49	27.92	13.51	-0.64	64.17	53.31	0.88	3.45	5.90	6.27
Return over 1 year are annualized.

For further information about the seasonality, check the Asset Class and Commodity Seasonality page.

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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 March 2024

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	SPY	XLK	XLY	XLC	XLU	XLRE	XLF	XLI	XLV	XLP	XLB	XLE
SPY	-	0.80	0.89	0.91	0.69	0.89	0.92	0.93	0.84	0.78	0.86	0.29
XLK	0.80	-	0.77	0.83	0.34	0.66	0.56	0.63	0.43	0.34	0.45	-0.27
XLY	0.89	0.77	-	0.73	0.45	0.83	0.71	0.90	0.64	0.50	0.81	0.19
XLC	0.91	0.83	0.73	-	0.57	0.71	0.81	0.73	0.71	0.68	0.62	0.15
XLU	0.69	0.34	0.45	0.57	-	0.74	0.80	0.68	0.66	0.88	0.79	0.50
XLRE	0.89	0.66	0.83	0.71	0.74	-	0.87	0.88	0.80	0.76	0.85	0.26
XLF	0.92	0.56	0.71	0.81	0.80	0.87	-	0.86	0.93	0.91	0.87	0.50
XLI	0.93	0.63	0.90	0.73	0.68	0.88	0.86	-	0.82	0.75	0.96	0.45
XLV	0.84	0.43	0.64	0.71	0.66	0.80	0.93	0.82	-	0.90	0.80	0.52
XLP	0.78	0.34	0.50	0.68	0.88	0.76	0.91	0.75	0.90	-	0.80	0.57
XLB	0.86	0.45	0.81	0.62	0.79	0.85	0.87	0.96	0.80	0.80	-	0.63
XLE	0.29	-0.27	0.19	0.15	0.50	0.26	0.50	0.45	0.52	0.57	0.63	-

	SPY	XLK	XLY	XLC	XLU	XLRE	XLF	XLI	XLV	XLP	XLB	XLE
SPY	-	0.93	0.90	0.89	0.61	0.83	0.86	0.92	0.81	0.77	0.90	0.61
XLK	0.93	-	0.88	0.86	0.46	0.71	0.67	0.78	0.67	0.63	0.73	0.42
XLY	0.90	0.88	-	0.80	0.48	0.79	0.71	0.79	0.63	0.57	0.80	0.47
XLC	0.89	0.86	0.80	-	0.48	0.70	0.76	0.77	0.62	0.59	0.75	0.49
XLU	0.61	0.46	0.48	0.48	-	0.71	0.47	0.59	0.60	0.71	0.63	0.28
XLRE	0.83	0.71	0.79	0.70	0.71	-	0.69	0.77	0.70	0.72	0.80	0.40
XLF	0.86	0.67	0.71	0.76	0.47	0.69	-	0.90	0.64	0.65	0.84	0.74
XLI	0.92	0.78	0.79	0.77	0.59	0.77	0.90	-	0.74	0.79	0.91	0.66
XLV	0.81	0.67	0.63	0.62	0.60	0.70	0.64	0.74	-	0.77	0.77	0.49
XLP	0.77	0.63	0.57	0.59	0.71	0.72	0.65	0.79	0.77	-	0.78	0.46
XLB	0.90	0.73	0.80	0.75	0.63	0.80	0.84	0.91	0.77	0.78	-	0.63
XLE	0.61	0.42	0.47	0.49	0.28	0.40	0.74	0.66	0.49	0.46	0.63	-

	SPY	XLK	XLY	XLC	XLU	XLRE	XLF	XLI	XLV	XLP	XLB	XLE
SPY	-	0.91	0.91	0.83	0.48	0.73	0.85	0.92	0.80	0.71	0.87	0.62
XLK	0.91	-	0.86	0.77	0.37	0.61	0.64	0.75	0.63	0.57	0.71	0.42
XLY	0.91	0.86	-	0.76	0.36	0.69	0.71	0.79	0.65	0.55	0.78	0.48
XLC	0.83	0.77	0.76	-	0.39	0.62	0.67	0.71	0.58	0.57	0.70	0.51
XLU	0.48	0.37	0.36	0.39	-	0.69	0.30	0.43	0.43	0.65	0.40	0.19
XLRE	0.73	0.61	0.69	0.62	0.69	-	0.56	0.66	0.64	0.68	0.63	0.35
XLF	0.85	0.64	0.71	0.67	0.30	0.56	-	0.87	0.65	0.55	0.80	0.69
XLI	0.92	0.75	0.79	0.71	0.43	0.66	0.87	-	0.73	0.69	0.88	0.65
XLV	0.80	0.63	0.65	0.58	0.43	0.64	0.65	0.73	-	0.68	0.72	0.44
XLP	0.71	0.57	0.55	0.57	0.65	0.68	0.55	0.69	0.68	-	0.62	0.38
XLB	0.87	0.71	0.78	0.70	0.40	0.63	0.80	0.88	0.72	0.62	-	0.64
XLE	0.62	0.42	0.48	0.51	0.19	0.35	0.69	0.65	0.44	0.38	0.64	-

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S&P 500 Sector Returns (2024)

S&P 500 Sector Metrics

S&P 500 Sector Correlations

References