Financial Select Sector SPDR Fund
Ticker
XLF
ISIN
-
Price
USD 49.64
Change Today
-0.13 / -0.261 %
Price 1 year ago
33.36 / 48.788 %
Morningstar
4
52 Week Low
33.94
52 Week High
49.89
200 Day Moving Average 42.53
42.53
50-day Moving Average
46.35
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.37 |
| Sortino Ratio | 0.87 |
| Maximum Drawdown | -1.8% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | -35.42 |
1 year
| Parameter | Value |
|---|---|
| Return | 3.12 |
| Volatility | 3.914% |
| Alpha | +5.19 |
| Beta | None |
| R Squared | +89.70 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 9.814% |
| Average Annual Volatility | 28.884% |
| Sharpe Ratio | 0.34 |
| Sortino Ratio | 0.33 |
| Maximum Drawdown | -83.0% |
| Maximum Drawdown Date | 2009-03-06 |
| Calmar Ratio | -0.12 |
Company information
Summary
The investment seeks investment results that, before expenses, correspond generally to the price and yield performance of publicly traded equity securities of companies in the Financial Select Sector Index. The fund generally invests substantially all, but at least 95%, of its total assets in the securities comprising the index. The index includes securities of companies from the following industries: diversified financial services; insurance; banks; capital markets; mortgage real estate investment trusts ("REITs"); consumer finance; and thrifts and mortgage finance. The fund is non-diversified.
Market
US
Category
Financial
Expense Ratio
0.10%
Fund family
SPDR State Street Global Advisors
Morningstar
4
Yield
0.0222
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 99.83% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | 97.64 |
| Switzerland | 1.83 |
| United Kingdom | 0.53 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| BRK.B | Berkshire Hathaway Inc Class B | 12.83% |
| JPM | JPMorgan Chase & Co | 11.47% |
| BAC | Bank of America Corp | 7.57% |
| WFC | Wells Fargo & Co | 4.56% |
| C | Citigroup Inc | 3.56% |
| MS | Morgan Stanley | 3.32% |
| GS | Goldman Sachs Group Inc | 3.15% |
| BLK | BlackRock Inc | 3.02% |
| SCHW | Charles Schwab Corp | 2.66% |
| AXP | American Express Co | 2.62% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| SXLB.L | SPDR S&P U.S. Materials Select Sector UCITS ETF | IE00BWBXM83 | LSE | 0.15% | 5 | -0.93 | |
| SXLF.L | SPDR S&P U.S. Financials Select Sector UCITS ETF | IE00BWBXM50 | LSE | 0.15% | 5 | ||
| SXLK.L | SPDR S&P U.S. Technology Select Sector UCITS ETF | IE00BWBXM94 | LSE | 0.15% | 5 | +1.54 | |
| SXLP.L | SPDR S&P U.S. Consumer Staples Select Sector UCITS ETF | IE00BWBXM38 | LSE | 0.15% | 5 | ||
| SXLV.L | SPDR S&P U.S. Health Care Select Sector UCITS ETF | IE00BWBXM61 | LSE | 0.15% | 5 | ||
| XLE | Energy Select Sector SPDR Fund | IE00BWBXM49 | PCX | 0.10% | 5 | +49.37 | |
| XLRE | The Real Estate Select Sector SPDR Fund | US81369Y860 | PCX | 0.10% | 5 | -2.68 | |
| XLV | Health Care Select Sector SPDR Fund | IE00BWBXM61 | PCX | 0.10% | 5 | +6.04 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.