XLF (Financial Select Sector SPDR) — over the past 10 years it returned about 12.1% annualized on a total-return basis, yields roughly 1.48%, and had a worst drawdown near -42.9%. Here is the full picture — and you can backtest it yourself for free.
$10,000, 10 years on
A $10,000 investment 10 years ago, dividends reinvested, would be worth about $35,124 today.
Sortino
0.81
Volatility
21.8%
$10k → today
$35,124
Dividend history
| Year | Dividend / share | YoY growth |
|---|---|---|
| 2020 | $0.60 | — |
| 2021 | $0.64 | 6.4% |
| 2022 | $0.70 | 9.9% |
| 2023 | $0.64 | -8.2% |
| 2024 | $0.69 | 7.0% |
| 2025 | $0.72 | 4.8% |
Risk & return vs the S&P 500
| Metric | XLF | SPY |
|---|---|---|
| CAGR | 12.1% | 14.4% |
| Volatility | 21.8% | 17.6% |
| Sharpe | 0.63 | 0.85 |
| Sortino | 0.81 | 1.04 |
| Max drawdown | -42.9% | -33.7% |
| Dividend yield | 1.48% | 1.00% |