Summary
XLSR
Prices · period metrics · 12M
NAV as of 17/06/2026
02/04/2025 → 02/04/2026
Return 22.29% Volatility 19.27% Sharpe 0.54
Official loaded data — not a live quote.

STATE STREET(R) US SECTOR ROTATION ETF

Symbol: XLSR

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 02/04/2019

Latest date: 17/06/2026

Current price: $64.65

Expense ratio: 0.70%

Assets under management
$993.6M
-1.25% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.81%

Ann. -41.23% (Sharpe / Sortino numerator)

Volatility

19.04%

Sharpe ratio

-2.356

VaR 95%

-1.66%

CVaR 95%: -1.85%
Max drawdown: -8.38%
Sortino ratio: -4.959
Calmar ratio: -4.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.38%

Ann. -23.60% (Sharpe / Sortino numerator)

Volatility

15.00%

Sharpe ratio

-1.815

VaR 95%

-1.65%

CVaR 95%: -1.85%
Max drawdown: -11.13%
Sortino ratio: -2.928
Calmar ratio: -2.12

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.25%

Ann. -5.58% (Sharpe / Sortino numerator)

Volatility

14.08%

Sharpe ratio

-0.654

VaR 95%

-1.52%

CVaR 95%: -1.88%
Max drawdown: -11.17%
Sortino ratio: -0.966
Calmar ratio: -0.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.29%

Ann. 14.11% (Sharpe / Sortino numerator)

Volatility

19.27%

Sharpe ratio

0.544

VaR 95%

-1.58%

CVaR 95%: -2.77%
Max drawdown: -11.17%
Sortino ratio: 0.666
Calmar ratio: 1.26

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.96%

Ann. 9.36% (Sharpe / Sortino numerator)

Volatility

17.42%

Sharpe ratio

0.329

VaR 95%

-1.66%

CVaR 95%: -2.61%
Max drawdown: -20.57%
Sortino ratio: 0.410
Calmar ratio: 0.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

54.44%

Ann. 14.13% (Sharpe / Sortino numerator)

Volatility

15.75%

Sharpe ratio

0.666

VaR 95%

-1.47%

CVaR 95%: -2.29%
Max drawdown: -20.57%
Sortino ratio: 0.862
Calmar ratio: 0.69

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/06/2025 - 17/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.084%

Best day

3.225%

31/03/2026
Worst day

-2.795%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/06/2026 $65.47 $65.53 $64.55 $64.65 50,100
16/06/2026 $65.83 $66.01 $65.53 $65.55 36,400
15/06/2026 $65.54 $66.16 $65.54 $65.93 43,100
12/06/2026 $64.60 $64.97 $64.02 $64.62 42,600
11/06/2026 $63.51 $64.49 $63.07 $64.32 47,800
10/06/2026 $64.02 $64.50 $63.24 $63.24 52,100
09/06/2026 $65.11 $65.50 $62.97 $64.36 59,900
08/06/2026 $65.17 $65.24 $64.72 $64.79 48,800
05/06/2026 $65.89 $65.94 $64.29 $64.55 879,100
04/06/2026 $65.89 $66.50 $65.89 $66.41 47,400