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Lazy Portfolio ETF
Lazy permanent portfolios built with ETFs
Last Update: 31 May 2024
The best performing Sector in the last 10 years is Information Technology, that granded a +20.31% annualized return.
The worst is Energy, with a +3.81% 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 May 2024
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2024.
Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 3.24% , 3Y: 5.27% , 5Y: 4.17% , 10Y: 2.83%
Returns over 1 year are annualized. Last update: 31 May 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 May 2024.
The maximum Drawdown is calculated considering the end of month prices.
Low Risk Assets usually grant less severe drawdowns.
Last update: 31 May 2024.
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2024.
Pending updates, the monthly inflation is set at 0% for the subsequent periods.2024: 1.45%, 2023: 3.32%, 2022: 6.41%, 2021: 7.18%
Last update: 31 May 2024.
Swipe left to see all data
Return (%) - May 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 | 7.08 | 1.70 | 13.94 | 28.97 | 15.92 | 25.19 | 20.31 | 17.96 | 23.21 | 22.10 | 18.84 | 1.61 | 0.69 | 1.14 | 1.08 | -31.22 | -31.22 | -31.22 | 0.51 | 0.81 | 0.65 | 13.42 | 10.79 | 8.20 | 9.37 | 56.02 | -27.73 | 34.83 | 0.16 | 1.18 | 0.75 | 0.87 |
| SPY | 5.06 | 4.12 | 16.38 | 28.04 | 9.49 | 15.75 | 12.61 | 14.59 | 17.60 | 18.05 | 15.19 | 1.92 | 0.54 | 0.87 | 0.83 | -23.93 | -23.93 | -23.93 | 0.40 | 0.66 | 0.53 | 9.92 | 8.35 | 6.40 | 11.30 | 26.19 | -18.17 | 28.74 | 0.30 | 1.74 | 1.34 | 1.54 | |
| XLY | Consumer Discretionary | 0.20 | -4.37 | 4.67 | 16.97 | 1.41 | 10.70 | 11.67 | 21.26 | 24.96 | 24.08 | 19.67 | 0.80 | 0.06 | 0.44 | 0.59 | -36.27 | -36.27 | -36.27 | 0.04 | 0.29 | 0.32 | 19.08 | 15.18 | 11.11 | -1.37 | 39.64 | -36.27 | 27.93 | 0.22 | 1.08 | 0.63 | 0.68 |
| XLV | Healthcare | 2.40 | -0.42 | 10.32 | 14.26 | 6.68 | 12.34 | 10.91 | 11.23 | 14.77 | 15.00 | 14.12 | 1.27 | 0.45 | 0.82 | 0.77 | -13.07 | -13.07 | -13.21 | 0.51 | 0.94 | 0.83 | 5.34 | 4.74 | 5.05 | 5.75 | 2.06 | -2.09 | 25.59 | 0.36 | 1.61 | 1.42 | 1.66 |
| XLF | Financials | 3.17 | 3.61 | 17.00 | 33.45 | 5.06 | 12.14 | 10.81 | 15.39 | 19.73 | 22.39 | 19.36 | 2.17 | 0.26 | 0.54 | 0.56 | -23.13 | -31.75 | -31.75 | 0.22 | 0.38 | 0.34 | 10.74 | 12.06 | 9.62 | 11.16 | 12.03 | -10.60 | 34.82 | 0.37 | 1.89 | 1.80 | 2.17 |
| XLI | Industrials | 1.64 | 2.39 | 16.37 | 29.67 | 7.22 | 13.32 | 10.68 | 18.26 | 19.63 | 21.26 | 18.36 | 1.62 | 0.37 | 0.63 | 0.58 | -20.74 | -27.13 | -27.13 | 0.35 | 0.49 | 0.39 | 6.68 | 7.70 | 6.51 | 8.69 | 18.13 | -5.58 | 21.09 | 0.30 | 1.90 | 1.53 | 1.50 |
| XLU | Utilities | 8.96 | 18.07 | 17.93 | 15.85 | 6.74 | 7.77 | 8.92 | 15.00 | 17.58 | 17.54 | 15.25 | 1.06 | 0.38 | 0.44 | 0.58 | -17.63 | -18.82 | -18.82 | 0.38 | 0.41 | 0.47 | 7.87 | 8.28 | 6.98 | 15.78 | -7.17 | 1.42 | 16.81 | 0.72 | 3.08 | 2.91 | 3.23 |
| XLB | Materials | 3.27 | 4.91 | 12.24 | 24.51 | 3.69 | 14.00 | 8.62 | 18.73 | 21.66 | 22.09 | 19.14 | 1.31 | 0.17 | 0.63 | 0.45 | -23.73 | -26.15 | -26.15 | 0.16 | 0.54 | 0.33 | 8.94 | 8.35 | 8.40 | 7.39 | 12.45 | -12.31 | 27.45 | 0.36 | 2.22 | 1.96 | 2.05 |
| XLP | Consumer Staples | 2.44 | 4.65 | 11.10 | 9.53 | 5.71 | 9.71 | 8.40 | 9.67 | 13.59 | 13.87 | 12.61 | 0.99 | 0.42 | 0.70 | 0.67 | -12.86 | -13.28 | -13.63 | 0.44 | 0.73 | 0.62 | 4.61 | 4.50 | 4.38 | 8.16 | -0.83 | -0.83 | 17.20 | 0.71 | 2.56 | 2.41 | 2.63 |
| XLC | Communication Services | 6.94 | 5.20 | 19.95 | 35.02 | 2.78 | 13.07 | 7.59 | 13.66 | 21.10 | 20.70 | 17.42 | 2.56 | 0.13 | 0.63 | 0.44 | -43.46 | -43.46 | -43.46 | 0.06 | 0.30 | 0.17 | 24.26 | 19.10 | 14.54 | 14.90 | 52.81 | -37.63 | 15.96 | 0.26 | 1.25 | 0.69 | 0.85 |
| XLRE | Real Estate | 5.14 | -2.05 | 3.99 | 9.34 | -1.24 | 4.15 | 6.32 | 21.34 | 22.11 | 20.24 | 17.51 | 0.44 | -0.06 | 0.21 | 0.36 | -32.25 | -32.25 | -32.25 | -0.04 | 0.13 | 0.20 | 19.33 | 15.67 | 11.79 | -4.37 | 12.37 | -26.25 | 45.26 | 0.69 | 3.64 | 2.67 | 3.75 |
| XLE | Energy | -0.34 | 9.07 | 12.15 | 25.89 | 26.27 | 15.40 | 3.81 | 14.94 | 28.45 | 36.73 | 29.81 | 1.73 | 0.92 | 0.42 | 0.13 | -17.12 | -50.98 | -63.92 | 1.53 | 0.30 | 0.06 | 6.29 | 18.45 | 27.92 | 12.06 | -0.64 | 64.17 | 53.31 | 0.79 | 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.
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 May 2024
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SPY | XLK | XLY | XLC | XLU | XLRE | XLF | XLI | XLV | XLP | XLB | XLE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | - | 0.95 | 0.87 | 0.94 | 0.61 | 0.92 | 0.96 | 0.92 | 0.94 | 0.90 | 0.90 | 0.29 |
XLK | 0.95 | - | 0.78 | 0.91 | 0.58 | 0.90 | 0.90 | 0.80 | 0.87 | 0.81 | 0.77 | 0.02 |
XLY | 0.87 | 0.78 | - | 0.69 | 0.37 | 0.85 | 0.83 | 0.96 | 0.80 | 0.70 | 0.92 | 0.33 |
XLC | 0.94 | 0.91 | 0.69 | - | 0.59 | 0.83 | 0.92 | 0.77 | 0.91 | 0.86 | 0.76 | 0.27 |
XLU | 0.61 | 0.58 | 0.37 | 0.59 | - | 0.61 | 0.55 | 0.50 | 0.40 | 0.78 | 0.61 | 0.15 |
XLRE | 0.92 | 0.90 | 0.85 | 0.83 | 0.61 | - | 0.89 | 0.87 | 0.85 | 0.79 | 0.86 | 0.15 |
XLF | 0.96 | 0.90 | 0.83 | 0.92 | 0.55 | 0.89 | - | 0.89 | 0.93 | 0.90 | 0.87 | 0.35 |
XLI | 0.92 | 0.80 | 0.96 | 0.77 | 0.50 | 0.87 | 0.89 | - | 0.87 | 0.84 | 0.96 | 0.41 |
XLV | 0.94 | 0.87 | 0.80 | 0.91 | 0.40 | 0.85 | 0.93 | 0.87 | - | 0.81 | 0.81 | 0.32 |
XLP | 0.90 | 0.81 | 0.70 | 0.86 | 0.78 | 0.79 | 0.90 | 0.84 | 0.81 | - | 0.82 | 0.31 |
XLB | 0.90 | 0.77 | 0.92 | 0.76 | 0.61 | 0.86 | 0.87 | 0.96 | 0.81 | 0.82 | - | 0.52 |
XLE | 0.29 | 0.02 | 0.33 | 0.27 | 0.15 | 0.15 | 0.35 | 0.41 | 0.32 | 0.31 | 0.52 | - |
SPY | XLK | XLY | XLC | XLU | XLRE | XLF | XLI | XLV | XLP | XLB | XLE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | - | 0.92 | 0.90 | 0.89 | 0.61 | 0.85 | 0.86 | 0.92 | 0.82 | 0.76 | 0.89 | 0.60 |
XLK | 0.92 | - | 0.87 | 0.86 | 0.47 | 0.75 | 0.66 | 0.77 | 0.69 | 0.62 | 0.72 | 0.40 |
XLY | 0.90 | 0.87 | - | 0.79 | 0.46 | 0.80 | 0.70 | 0.78 | 0.64 | 0.56 | 0.79 | 0.46 |
XLC | 0.89 | 0.86 | 0.79 | - | 0.49 | 0.73 | 0.75 | 0.76 | 0.65 | 0.58 | 0.75 | 0.48 |
XLU | 0.61 | 0.47 | 0.46 | 0.49 | - | 0.69 | 0.47 | 0.57 | 0.59 | 0.70 | 0.62 | 0.26 |
XLRE | 0.85 | 0.75 | 0.80 | 0.73 | 0.69 | - | 0.71 | 0.78 | 0.72 | 0.73 | 0.82 | 0.40 |
XLF | 0.86 | 0.66 | 0.70 | 0.75 | 0.47 | 0.71 | - | 0.90 | 0.67 | 0.65 | 0.85 | 0.75 |
XLI | 0.92 | 0.77 | 0.78 | 0.76 | 0.57 | 0.78 | 0.90 | - | 0.75 | 0.78 | 0.91 | 0.65 |
XLV | 0.82 | 0.69 | 0.64 | 0.65 | 0.59 | 0.72 | 0.67 | 0.75 | - | 0.78 | 0.78 | 0.48 |
XLP | 0.76 | 0.62 | 0.56 | 0.58 | 0.70 | 0.73 | 0.65 | 0.78 | 0.78 | - | 0.77 | 0.45 |
XLB | 0.89 | 0.72 | 0.79 | 0.75 | 0.62 | 0.82 | 0.85 | 0.91 | 0.78 | 0.77 | - | 0.62 |
XLE | 0.60 | 0.40 | 0.46 | 0.48 | 0.26 | 0.40 | 0.75 | 0.65 | 0.48 | 0.45 | 0.62 | - |
SPY | XLK | XLY | XLC | XLU | XLRE | XLF | XLI | XLV | XLP | XLB | XLE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | - | 0.91 | 0.90 | 0.83 | 0.48 | 0.74 | 0.85 | 0.92 | 0.80 | 0.71 | 0.87 | 0.62 |
XLK | 0.91 | - | 0.85 | 0.77 | 0.38 | 0.62 | 0.64 | 0.75 | 0.63 | 0.58 | 0.71 | 0.42 |
XLY | 0.90 | 0.85 | - | 0.76 | 0.36 | 0.70 | 0.71 | 0.79 | 0.65 | 0.56 | 0.78 | 0.48 |
XLC | 0.83 | 0.77 | 0.76 | - | 0.41 | 0.63 | 0.67 | 0.71 | 0.58 | 0.57 | 0.71 | 0.51 |
XLU | 0.48 | 0.38 | 0.36 | 0.41 | - | 0.68 | 0.30 | 0.43 | 0.43 | 0.65 | 0.40 | 0.19 |
XLRE | 0.74 | 0.62 | 0.70 | 0.63 | 0.68 | - | 0.57 | 0.66 | 0.65 | 0.68 | 0.63 | 0.35 |
XLF | 0.85 | 0.64 | 0.71 | 0.67 | 0.30 | 0.57 | - | 0.87 | 0.65 | 0.56 | 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 | 0.65 | 0.65 | 0.73 | - | 0.69 | 0.72 | 0.44 |
XLP | 0.71 | 0.58 | 0.56 | 0.57 | 0.65 | 0.68 | 0.56 | 0.69 | 0.69 | - | 0.62 | 0.38 |
XLB | 0.87 | 0.71 | 0.78 | 0.71 | 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 | - |
