Performance analysis of XLSR (STATE STREET(R) US SECTOR ROTATION ETF)
Annual Return
Over the past 3 years, XLSR has had an average annual return of +14.47%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, XLSR has had an average annual return of +9.20%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Apr 3, 2019, XLSR has had an average annual return of +12.56%, underperforming the benchmark SPY, which returned +15.74% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.81% | +17.35% | +17.59% | +18.95% | -15.70% | +20.47% | +20.17% | +14.13% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.31% | -1.94% | -5.68% | +9.53% | +4.78% | -2.04% | -0.48% | +3.81% | |||||
| 2025 | +2.96% | -1.53% | -6.14% | -1.89% | +5.67% | +4.54% | +2.01% | +2.73% | +3.73% | +3.32% | +1.90% | -0.59% | +17.35% |
| 2024 | +1.29% | +4.81% | +2.81% | -4.67% | +4.25% | +2.90% | -0.55% | +1.36% | +1.24% | -0.34% | +6.16% | -2.43% | +17.59% |
| 2023 | +4.49% | -2.40% | +1.47% | +0.62% | +0.39% | +7.21% | +2.81% | -1.98% | -5.02% | -2.46% | +8.93% | +4.35% | +18.95% |
| 2022 | -4.25% | -2.60% | +3.58% | -7.99% | +0.78% | -8.96% | +8.25% | -3.52% | -9.00% | +9.11% | +4.90% | -4.96% | -15.70% |
| 2021 | -2.03% | +2.02% | +1.73% | +5.59% | +1.60% | +1.26% | +1.66% | +3.45% | -5.22% | +5.09% | -0.66% | +4.80% | +20.47% |
| 2020 | +0.48% | -8.44% | -10.57% | +11.33% | +4% | +2.23% | +5.01% | +9.68% | -3.40% | -3.75% | +11.55% | +3.30% | +20.17% |
| 2019 | +1.91% | -6.24% | +6.95% | +0.93% | -0.34% | +0.98% | +2.12% | +3.99% | +3.54% | +14.13% |
Drawdown analysis of XLSR (STATE STREET(R) US SECTOR ROTATION ETF)
The maximum drawdown for the XLSR was -32.94%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current XLSR drawdown is -2.98%.
Since Apr 3, 2019 XLSR has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.94% | Feb 19, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -23.32% | Jan 4, 2022 | 186 | Sep 30, 2022 | 326 | Jan 19, 2024 | 512 |
| -20.57% | Feb 19, 2025 | 34 | Apr 8, 2025 | 73 | Jul 24, 2025 | 107 |
| -11.06% | Dec 26, 2025 | 63 | Mar 30, 2026 | 22 | Apr 30, 2026 | 85 |
| -10.24% | Jul 16, 2024 | 14 | Aug 5, 2024 | 46 | Oct 9, 2024 | 60 |
| -9.48% | Sep 2, 2020 | 14 | Sep 23, 2020 | 37 | Nov 13, 2020 | 51 |
| -7.11% | May 3, 2019 | 20 | Jun 3, 2019 | 13 | Jun 20, 2019 | 33 |
| -6.11% | Feb 12, 2021 | 13 | Mar 4, 2021 | 21 | Apr 5, 2021 | 34 |
| -5.80% | Sep 3, 2021 | 20 | Oct 4, 2021 | 22 | Nov 3, 2021 | 42 |
| -5.43% | Mar 28, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -5.35% | Dec 6, 2024 | 22 | Jan 10, 2025 | 23 | Feb 13, 2025 | 45 |
| -5.33% | Jun 2, 2026 | 17 | Jun 26, 2026 | Ongoing | Ongoing | Ongoing |
| -5.01% | Jul 12, 2019 | 16 | Aug 5, 2019 | 22 | Sep 5, 2019 | 38 |
| -4.46% | May 7, 2021 | 3 | May 12, 2021 | 14 | Jun 2, 2021 | 17 |
| -4.24% | Oct 29, 2025 | 16 | Nov 20, 2025 | 3 | Nov 25, 2025 | 19 |
| -4.08% | Sep 12, 2019 | 14 | Oct 2, 2019 | 17 | Oct 25, 2019 | 31 |
| -4.03% | Jan 26, 2021 | 3 | Jan 29, 2021 | 5 | Feb 5, 2021 | 8 |
| -4.01% | Nov 16, 2021 | 10 | Dec 1, 2021 | 7 | Dec 10, 2021 | 17 |
| -3.43% | Dec 10, 2021 | 6 | Dec 20, 2021 | 4 | Dec 27, 2021 | 10 |
| -3.27% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -2.99% | Dec 5, 2025 | 8 | Dec 17, 2025 | 5 | Dec 24, 2025 | 13 |
| -2.94% | Jun 4, 2021 | 10 | Jun 18, 2021 | 7 | Jun 29, 2021 | 17 |
| -2.90% | Jan 22, 2020 | 7 | Jan 31, 2020 | 3 | Feb 5, 2020 | 10 |
| -2.68% | Oct 8, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
| -2.39% | Jan 8, 2021 | 5 | Jan 15, 2021 | 6 | Jan 26, 2021 | 11 |