XLU
THE UTILITIES SELECT SECTOR SPDR FUND
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
XLU Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.50% | 18.50% | 9.63% | 9.94% | 7.90% | 10.00% | 7.99% | 7.63% |
| Sharpe Ratio | 1.21 | 1.21 | 0.67 | 0.55 | 0.55 | 0.50 | 0.59 | 0.39 |
| Max Drawdown | -9.18% | -9.18% | -18.71% | -25.26% | -20.98% | -36.07% | -28.75% | -52.27% |
| % Time Invested | 100.0% | 100.0% | 70.7% | 100.0% | 72.4% | 100.0% | 72.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 1.0 | 0.0 | 1.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-04-03 | Open | Open | 100% | $30.83 | $45.68 | 48.17% | Mark-to-Market |
| 2023-09-19 | 2024-04-03 | Interest | 100% | $1.00 | $1.02 | 2.29% | Interest Income |
| 2023-09-15 | 2023-09-19 | Completed | 100% | $29.94 | $29.81 | -0.41% | Signal |
| 2023-02-23 | 2023-09-15 | Interest | 100% | $1.00 | $1.02 | 2.11% | Interest Income |
| 2023-01-27 | 2023-02-23 | Completed | 100% | $31.12 | $30.45 | -2.18% | Signal |
| 2022-10-31 | 2023-01-27 | Interest | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2022-10-25 | 2022-10-31 | Completed | 100% | $28.77 | $30.20 | 4.98% | Signal |
| 2022-10-03 | 2022-10-25 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-07-13 | 2022-10-03 | Completed | 100% | $30.90 | $29.90 | -3.23% | Stop |
| 2022-06-17 | 2022-07-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2020-10-09 | 2022-06-17 | Completed | 100% | $26.99 | $29.02 | 7.52% | Stop |
| 2020-06-05 | 2020-10-09 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2020-06-03 | 2020-06-05 | Completed | 100% | $25.41 | $25.35 | -0.25% | Signal |
| 2020-04-09 | 2020-06-03 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-04-03 | 2020-04-09 | Completed | 100% | $22.08 | $24.52 | 11.01% | Signal |
| 2020-03-12 | 2020-04-03 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-08-02 | 2020-03-12 | Completed | 100% | $20.56 | $23.67 | 15.09% | Stop |
| 2018-06-29 | 2018-08-02 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2018-06-25 | 2018-06-29 | Completed | 100% | $19.91 | $20.31 | 2.03% | Signal |
| 2018-02-06 | 2018-06-25 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2017-02-23 | 2018-02-06 | Completed | 100% | $18.86 | $18.70 | -0.87% | Signal |
| 2016-11-15 | 2017-02-23 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2015-11-19 | 2016-11-15 | Completed | 100% | $15.31 | $17.11 | 11.74% | Signal |
| 2015-08-06 | 2015-11-19 | Interest | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2015-08-04 | 2015-08-06 | Completed | 100% | $15.61 | $15.48 | -0.86% | Signal |
| 2015-05-18 | 2015-08-04 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2013-11-08 | 2015-05-18 | Completed | 100% | $12.89 | $15.47 | 20.05% | Signal |
| 2013-10-17 | 2013-11-08 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2013-02-15 | 2013-10-17 | Completed | 100% | $11.87 | $12.51 | 5.40% | Signal |
| 2012-12-20 | 2013-02-15 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2010-08-06 | 2012-12-20 | Completed | 100% | $8.97 | $11.43 | 27.35% | Signal |
| 2010-06-30 | 2010-08-06 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2010-06-01 | 2010-06-30 | Completed | 100% | $8.25 | $8.26 | 0.14% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-07-17 | 2010-05-07 | Completed | 100% | $7.91 | $8.37 | 5.77% | Stop |
| 2009-01-08 | 2009-07-17 | Interest | 100% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2009-01-06 | 2009-01-08 | Completed | 100% | $8.24 | $7.97 | -3.25% | Signal |
| 2008-08-05 | 2009-01-06 | Interest | 100% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2008-06-06 | 2008-08-05 | Completed | 100% | $11.02 | $9.78 | -11.23% | Signal |
| 2008-03-12 | 2008-06-06 | Interest | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2008-02-14 | 2008-03-12 | Completed | 100% | $10.55 | $10.08 | -4.40% | Signal |
| 2008-01-23 | 2008-02-14 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2006-06-23 | 2008-01-23 | Completed | 100% | $7.92 | $9.83 | 24.15% | Stop |
| 2006-05-02 | 2006-06-23 | Interest | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2003-05-07 | 2006-05-02 | Completed | 100% | $4.53 | $7.77 | 71.63% | Signal |
| 2002-12-20 | 2003-05-07 | Interest | 100% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2002-12-18 | 2002-12-20 | Completed | 100% | $4.28 | $4.30 | 0.56% | Signal |
| 2001-07-27 | 2002-12-18 | Interest | 100% | $1.00 | $1.07 | 6.53% | Interest Income |
| 2001-04-17 | 2001-07-27 | Completed | 100% | $6.72 | $6.56 | -2.43% | Signal |
| 2001-03-23 | 2001-04-17 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2000-12-14 | 2001-03-23 | Completed | 100% | $7.04 | $5.97 | -15.20% | Stop |
| 2000-12-12 | 2000-12-14 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
