SPDR Sector ETFs Analysis

There are eight SPDR sector ETFs :        

             "XLB", #SPDR Materials sector
             "XLE", #SPDR Energy sector
             "XLF", #SPDR Financial sector
             "XLP", #SPDR Consumer staples sector
             "XLI", #SPDR Industrial sector
             "XLU", #SPDR Utilities sector
             "XLV", #SPDR Healthcare sector
             "XLK", #SPDR Tech sector
             "XLY", #SPDR Consumer discretionary sector

the following chart shows the performances of SPDR sector ETFs from January 2003 and: XLU (Utilities sector) and XLK (Tech sector) have the highest cumulative returns.
     

Consumer staples sector (XLP) seems to be the best investment. (Annualized return:9.65% with Sharpe ratio is 0.7015)

           

	XLB	XLE	XLF	XLP	XLI	XLU	XLV	XLK	XLY
Annualized Return	0.0942	0.0935	0.0598	0.0965	0.104	0.1117	0.0948	0.1095	0.1089
Annualized Std Dev	0.2352	0.2767	0.3182	0.1298	0.2009	0.1724	0.1604	0.2	0.2048
Annualized Sharpe (Rf=0.5%)	0.3772	0.3181	0.1712	0.7015	0.4905	0.6158	0.5567	0.5197	0.5045

Correlation Matrix Chart

             "XLB", #SPDR Materials sector
             "XLE", #SPDR Energy sector
             "XLF", #SPDR Financial sector
             "XLP", #SPDR Consumer staples sector
             "XLI", #SPDR Industrial sector




       

Tree Chart

             "XLB", #SPDR Materials sector
             "XLE", #SPDR Energy sector
             "XLF", #SPDR Financial sector
             "XLP", #SPDR Consumer staples sector
             "XLI", #SPDR Industrial sector
             "XLU", #SPDR Utilities sector
             "XLV", #SPDR Healthcare sector
             "XLK", #SPDR Tech sector
             "XLY", #SPDR Consumer discretionary sector
           

XLF (Finance sector) is connected to XLU (Utilities sector) and XLE (Energy sector)