U.S. Sectors: 10-Year Best and Worst Period Returns, Yield, Volatility and Mean Returns

This table shows the best and worst three-month, one-year and three-year total return, the trailing yield, and the standard deviation, mean return and Sharpe Ratio for three years, five years and 10 years for ETFs that are proxies for the S&P 500 and nine sectors. Note: The classification system used by S&P actually has ten sectors, but the SPDR sector funds are only nine in number. XLK includes both technology and telecom. The ten ETFs analyzed are: SPY (S&P 500 index) XLB (materials) XLE (energy) XLF (financials) XLI (industrials) XLK (technology/telecom) XLP (consumer staples) XLU (utilities) XLV (healthcare) XLY (consumer cyclicals) Click image to enlarge For each attribute, ETFs with a better number than SPY are shaded green. These data may be useful to some in thinking about allocation among and between U.S. sectors. They may also be... Read more