EOY/EOW $SPX (S&P 500) & Eleven Sectors

Data:

https://discussion.fool.com/31-dec-eoyeow-sp-500-its-eleven-sect…

Data as seen on Fool above + daily, weekly, monthly charts:

https://twitter.com/peregreine/status/1477646407016357888

3 Likes
            **Objective: Rank large size ETF's with >90% Sector exposure**      **Market   Market   Market   Market**
            **Final Sort on YTD performance**      **Total    Total    Total    Total   Standard   Sharpe**
AS OF 09:16 AM ET 01/03/2022                                 **Returns  Returns  Returns  Returns  Deviation  Ratio    Beta     R2    Tracking**
**ID  Symbol                           ETP Name                                  (YTD)   (1 Yr)   (3 Yr)   (5 Yr)     (3 Yr)   (3 Yr)  (3 Yr)  (3 Yr)    Error**

1   XOP     SPDR® S&P OIL & GAS EXPLORATION & PRODUCTION ETF                      69%      83%      -8%      -9%      63.67    0.16    2.71   57.20     38.76
2   VDE     VANGUARD ENERGY INDEX FUND ETF SHARES                                 52%      60%      -1%      -2%      43.12    0.17    1.97   65.87     28.35
3   IYE     ISHARES U.S. ENERGY ETF                                               51%      58%      -1%      -2%      41.76    0.16    1.92   67.00     26.84
4   XLE     ENERGY SELECT SECTOR SPDR® FUND                                       49%      56%      -1%      -2%      41.60    0.17    1.90   65.98     27.57
5   XSD     SPDR® S&P SEMICONDUCTOR ETF                                           40%      52%      51%      35%      26.55    1.66    1.24   68.27     17.40
6   IAT     ISHARES U.S. REGIONAL BANKS ETF                                       37%      49%      12%      10%      32.84    0.48    1.47   63.17     20.39
7   KRE     SPDR® S&P REGIONAL BANKING ETF                                        36%      50%      11%       8%      34.40    0.45    1.50   59.92     21.39
8   KBWB    INVESCO KBW BANK ETF                                                  36%      48%      12%      11%      31.92    0.49    1.53   72.20     18.27
9   REZ     ISHARES RESIDENTIAL AND MULTISECTOR REAL ESTATE ETF                   35%      40%      14%      13%      20.52    0.69    0.84   53.33      9.00
10  AMLP    ALERIAN MLP ETF                                                       35%      38%      -4%      -5%      47.53    0.14    2.04   58.29     17.80
11  RWR     SPDR® DOW JONES REIT ETF                                              34%      38%      10%       9%      20.83    0.52    0.99   71.46      7.25
12  FXO     FIRST TRUST FINANCIALS ALPHADEX® FUND                                 33%      45%      17%      14%      27.12    0.68    1.34   77.47     12.80
13  XLRE    THE REAL ESTATE SELECT SECTOR SPDR FUND                               32%      34%      16%      13%      17.20    0.88    0.77   63.42      8.21
14  USRT    ISHARES CORE U.S. REIT ETF                                            32%      36%      12%      10%      20.39    0.61    0.97   71.00      6.33
15  BBRE    JPMORGAN BETABUILDERS MSCI U.S. REIT ETF                              31%      36%      12%  --           20.21    0.62    0.96   70.87      6.39
16  VFH     VANGUARD FINANCIALS INDEX FUND ETF SHARES                             31%      40%      15%      13%      25.41    0.63    1.31   83.48     11.97
17  FNCL    FIDELITY® MSCI FINANCIALS INDEX ETF                                   31%      40%      15%      13%      25.37    0.63    1.31   83.52     11.93
18  ICF     ISHARES COHEN & STEERS REIT ETF                                       31%      34%      13%      11%      17.78    0.72    0.81   64.88      8.08
19  XLK     TECHNOLOGY SELECT SECTOR SPDR® FUND                                   31%      38%      37%      31%      20.56    1.60    1.04   80.71     10.00
20  XLF     FINANCIAL SELECT SECTOR SPDR® FUND                                    30%      39%      15%      13%      24.97    0.63    1.29   84.10     12.24
21  KBE     SPDR® S&P BANK ETF                                                    30%      42%       9%       8%      33.02    0.42    1.51   65.78     18.68
22  SCHH    SCHWAB U.S. REIT ETF™                                                 29%      32%       7%       7%      20.20    0.41    0.96   70.54      6.81
23  FREL    FIDELITY® MSCI REAL ESTATE INDEX ETF                                  28%      32%      13%      11%      19.01    0.70    0.91   72.16      6.32
24  IYF     ISHARES U.S. FINANCIALS ETF                                           28%      35%      14%      13%      22.51    0.68    1.19   87.84      9.66
25  XLY     CONSUMER DISCRETIONARY SELECT SECTOR SPDR® FUND                       28%      31%      25%      22%      21.73    1.10    1.12   84.04     11.01
26  FTEC    FIDELITY® MSCI INFORMATION TECHNOLOGY INDEX ETF                       27%      35%      36%      31%      20.99    1.54    1.08   83.80      9.68
27  VGT     VANGUARD INFORMATION TECHNOLOGY INDEX FUND ETF SHARES                 27%      35%      36%      31%      20.99    1.54    1.08   83.79      9.68
28  IYR     ISHARES U.S. REAL ESTATE ETF                                          27%      30%      12%      11%      19.07    0.67    0.91   71.38      6.89
29  QTEC    FIRST TRUST NASDAQ-100-TECHNOLOGY SECTOR INDEX FUND                   25%      32%      33%      28%      21.34    1.42    1.11   84.76      9.39
30  VCR     VANGUARD CONSUMER DISCRETIONARY INDEX FUND ETF SHARES                 25%      32%      29%      23%      24.57    1.13    1.30   88.50      8.42
31  FDIS    FIDELITY® MSCI CONSUMER DISCRETIONARY INDEX ETF                       24%      31%      29%      24%      24.25    1.14    1.28   87.32      8.26
32  RYT     INVESCO S&P 500® EQUAL WEIGHT TECHNOLOGY ETF                          23%      30%      28%      25%      21.24    1.22    1.14   90.86      6.50
33  IYT     ISHARES TRANSPORTATION AVERAGE ETF                                    19%      19%      11%      11%      25.37    0.52    1.27   78.86     16.42
34  IGV     ISHARES EXPANDED TECH-SOFTWARE SECTOR ETF                             17%      23%      31%      30%      21.58    1.32    1.03   72.23     12.96
35  FXL     FIRST TRUST TECHNOLOGY ALPHADEX® FUND                                 17%      25%      32%      29%      23.25    1.29    1.20   84.32      7.50
36  XLV     HEALTH CARE SELECT SECTOR SPDR® FUND                                  16%      20%      13%      16%      15.39    0.81    0.71   67.57      7.11
37  VIS     VANGUARD INDUSTRIALS INDEX FUND ETF SHARES                            15%      18%      14%      12%      23.52    0.66    1.25   89.61      9.02
38  REM     ISHARES MORTGAGE REAL ESTATE CAPPED ETF                               15%      23%       1%       5%      38.64    0.27    1.79   67.55      9.82
39  XLI     INDUSTRIAL SELECT SECTOR SPDR® FUND                                   15%      16%      14%      12%      23.29    0.63    1.22   87.22     11.03
40  IYH     ISHARES U.S. HEALTHCARE ETF                                           14%      18%      13%      16%      15.75    0.81    0.74   68.42      7.10
41  IHI     ISHARES U.S. MEDICAL DEVICES ETF                                      13%      19%      20%      23%      17.42    1.09    0.78   63.47     10.02
42  XLC     COMMUNICATION SERVICES SELECT SECTOR SPDR® FUND                       12%      16%      20%  --           20.23    0.95    1.04   83.72      9.10
43  VHT     VANGUARD HEALTH CARE INDEX FUND ETF SHARES                            12%      17%      14%      16%      15.99    0.82    0.76   71.22      6.86
44  FHLC    FIDELITY® MSCI HEALTH CARE INDEX ETF                                  12%      16%      14%      16%      15.96    0.82    0.76   71.12      6.85
45  IHF     ISHARES U.S. HEALTHCARE PROVIDERS ETF                                 11%      16%      11%      17%      21.47    0.56    0.91   56.49     10.36
46  VOX     VANGUARD COMMUNICATION SERVICES INDEX FUND ETF SHARES                 11%      16%      19%       9%      20.48    0.91    1.06   84.90      9.43
47  FXH     FIRST TRUST HEALTH CARE ALPHADEX® FUND                                 8%      14%      14%      15%      17.71    0.79    0.79   62.13      7.10
48  FUTY    FIDELITY® MSCI UTILITIES INDEX ETF                                     7%       8%       9%      10%      15.80    0.54    0.48   29.20     13.57
49  XLU     UTILITIES SELECT SECTOR SPDR® FUND                                     7%       8%       9%      11%      16.10    0.57    0.45   25.15     14.32
50  VPU     VANGUARD UTILITIES INDEX FUND ETF SHARES                               7%       8%       8%      10%      15.79    0.53    0.48   28.68     13.58
51  VDC     VANGUARD CONSUMER STAPLES INDEX FUND ETF SHARES                        7%       9%      11%      10%      14.30    0.72    0.70   75.59      8.52
52  XLP     CONSUMER STAPLES SELECT SECTOR SPDR® FUND                              6%       8%      11%      10%      14.26    0.71    0.67   70.01      9.41
53  WCLD    WISDOMTREE CLOUD COMPUTING FUND                                        5%      15%  --       --       --         --      --      --         22.01
54  ITA     ISHARES U.S. AEROSPACE & DEFENSE ETF                                   4%       7%       2%       8%      28.25    0.18    1.32   69.32     13.72
55  XAR     SPDR® S&P AEROSPACE & DEFENSE ETF                                     -2%       6%       9%      13%      27.17    0.43    1.27   69.06     12.36
56  FBT     FIRST TRUST NYSE ARCA BIOTECHNOLOGY INDEX FUND                        -7%      -3%       4%      11%      22.80    0.23    0.82   41.10     13.27
57  XBI     SPDR® S&P BIOTECH ETF                                                -17%     -13%      13%      13%      29.59    0.51    1.15   47.99     21.78
58  ARKG    ARK GENOMIC REVOLUTION ETF                                           -32%     -22%      31%      31%      39.74    0.85    1.52   46.46     31.06
 
 
            **ETP Type** 
            ETFs
                                                                  2697
            **Leveraged / Inverse** 
            Not Leveraged or Inverse
                                                                  2513
            **Sector Exposure** 
            inc. 11 (At least one 90-100%)
                                                                   227
            **Asset Class** 
            Equity, Real Estate
                                                                   226
            **Net Assets** 
            $1.04B and Above
                                                                    76
            **Country Exposure** 
            inc. United States (90-100%)
                                                                    58

GD_

3 Likes
            **Ranking data that highlights ETF's with + or - 1StDev for the year.** 
            **Objective: Screen large size ETF's with >90% Sector exposure**      **Market   Market   Market   Market**                  **+1SD    -1SD**
            **Final Sort on %Rank (1y,3y,5y) performance**      **Total    Total    Total    Total   Standard   Sharpe**                 **Above   Below**
AS OF 09:16 AM ET 01/03/2022                                          **Returns  Returns  Returns  Returns  Deviation  Ratio    Beta     R2    Tracking  Rank    %Rank     Avg     Avg**
**ID  Symbol                                ETP Name                                      (YTD)   (1 Yr)   (3 Yr)   (5 Yr)     (3 Yr)   (3 Yr)  (3 Yr)  (3 Yr)    Error   (YTD)  (1,3,5)  (1 Yr)  (1 Yr)**

**5   XSD     SPDR® S&P SEMICONDUCTOR ETF                                                    40%      52%      51%      35%      26.55    1.66    1.24   68.27     17.40    5      98%      XSD**
19  XLK     TECHNOLOGY SELECT SECTOR SPDR® FUND                                            31%      38%      37%      31%      20.56    1.60    1.04   80.71     10.00    19     88%
27  VGT     VANGUARD INFORMATION TECHNOLOGY INDEX FUND ETF SHARES                          27%      35%      36%      31%      20.99    1.54    1.08   83.79      9.68    27     86%
26  FTEC    FIDELITY® MSCI INFORMATION TECHNOLOGY INDEX ETF                                27%      35%      36%      31%      20.99    1.54    1.08   83.80      9.68    26     85%
29  QTEC    FIRST TRUST NASDAQ-100-TECHNOLOGY SECTOR INDEX FUND                            25%      32%      33%      28%      21.34    1.42    1.11   84.76      9.39    29     79%
12  FXO     FIRST TRUST FINANCIALS ALPHADEX® FUND                                          33%      45%      17%      14%      27.12    0.68    1.34   77.47     12.80    12     75%
35  FXL     FIRST TRUST TECHNOLOGY ALPHADEX® FUND                                          17%      25%      32%      29%      23.25    1.29    1.20   84.32      7.50    35     75%
34  IGV     ISHARES EXPANDED TECH-SOFTWARE SECTOR ETF                                      17%      23%      31%      30%      21.58    1.32    1.03   72.23     12.96    34     73%
31  FDIS    FIDELITY® MSCI CONSUMER DISCRETIONARY INDEX ETF                                24%      31%      29%      24%      24.25    1.14    1.28   87.32      8.26    31     73%
30  VCR     VANGUARD CONSUMER DISCRETIONARY INDEX FUND ETF SHARES                          25%      32%      29%      23%      24.57    1.13    1.30   88.50      8.42    30     72%
32  RYT     INVESCO S&P 500® EQUAL WEIGHT TECHNOLOGY ETF                                   23%      30%      28%      25%      21.24    1.22    1.14   90.86      6.50    32     72%
25  XLY     CONSUMER DISCRETIONARY SELECT SECTOR SPDR® FUND                                28%      31%      25%      22%      21.73    1.10    1.12   84.04     11.01    25     70%
20  XLF     FINANCIAL SELECT SECTOR SPDR® FUND                                             30%      39%      15%      13%      24.97    0.63    1.29   84.10     12.24    20     68%
17  FNCL    FIDELITY® MSCI FINANCIALS INDEX ETF                                            31%      40%      15%      13%      25.37    0.63    1.31   83.52     11.93    17     68%
16  VFH     VANGUARD FINANCIALS INDEX FUND ETF SHARES                                      31%      40%      15%      13%      25.41    0.63    1.31   83.48     11.97    16     67%
13  XLRE    THE REAL ESTATE SELECT SECTOR SPDR FUND                                        32%      34%      16%      13%      17.20    0.88    0.77   63.42      8.21    13     65%
41  IHI     ISHARES U.S. MEDICAL DEVICES ETF                                               13%      19%      20%      23%      17.42    1.09    0.78   63.47     10.02    41     65%
24  IYF     ISHARES U.S. FINANCIALS ETF                                                    28%      35%      14%      13%      22.51    0.68    1.19   87.84      9.66    24     63%
9   REZ     ISHARES RESIDENTIAL AND MULTISECTOR REAL ESTATE ETF                            35%      40%      14%      13%      20.52    0.69    0.84   53.33      9.00    9      63%
**58  ARKG    ARK GENOMIC REVOLUTION ETF                                                    -32%     -22%      31%      31%      39.74    0.85    1.52   46.46     31.06    58     61%             ARKG**
**8   KBWB    INVESCO KBW BANK ETF                                                           36%      48%      12%      11%      31.92    0.49    1.53   72.20     18.27    8      55%     KBWB**
43  VHT     VANGUARD HEALTH CARE INDEX FUND ETF SHARES                                     12%      17%      14%      16%      15.99    0.82    0.76   71.22      6.86    43     53%
**6   IAT     ISHARES U.S. REGIONAL BANKS ETF                                                37%      49%      12%      10%      32.84    0.48    1.47   63.17     20.39    6      52%      IAT**
40  IYH     ISHARES U.S. HEALTHCARE ETF                                                    14%      18%      13%      16%      15.75    0.81    0.74   68.42      7.10    40     52%
44  FHLC    FIDELITY® MSCI HEALTH CARE INDEX ETF                                           12%      16%      14%      16%      15.96    0.82    0.76   71.12      6.85    44     51%
36  XLV     HEALTH CARE SELECT SECTOR SPDR® FUND                                           16%      20%      13%      16%      15.39    0.81    0.71   67.57      7.11    36     51%
23  FREL    FIDELITY® MSCI REAL ESTATE INDEX ETF                                           28%      32%      13%      11%      19.01    0.70    0.91   72.16      6.32    23     50%
18  ICF     ISHARES COHEN & STEERS REIT ETF                                                31%      34%      13%      11%      17.78    0.72    0.81   64.88      8.08    18     48%
47  FXH     FIRST TRUST HEALTH CARE ALPHADEX® FUND                                          8%      14%      14%      15%      17.71    0.79    0.79   62.13      7.10    47     48%
37  VIS     VANGUARD INDUSTRIALS INDEX FUND ETF SHARES                                     15%      18%      14%      12%      23.52    0.66    1.25   89.61      9.02    37     47%
**7   KRE     SPDR® S&P REGIONAL BANKING ETF                                                 36%      50%      11%       8%      34.40    0.45    1.50   59.92     21.39    7      46%      KRE**
45  IHF     ISHARES U.S. HEALTHCARE PROVIDERS ETF                                          11%      16%      11%      17%      21.47    0.56    0.91   56.49     10.36    45     45%
14  USRT    ISHARES CORE U.S. REIT ETF                                                     32%      36%      12%      10%      20.39    0.61    0.97   71.00      6.33    14     45%
39  XLI     INDUSTRIAL SELECT SECTOR SPDR® FUND                                            15%      16%      14%      12%      23.29    0.63    1.22   87.22     11.03    39     43%
28  IYR     ISHARES U.S. REAL ESTATE ETF                                                   27%      30%      12%      11%      19.07    0.67    0.91   71.38      6.89    28     42%
21  KBE     SPDR® S&P BANK ETF                                                             30%      42%       9%       8%      33.02    0.42    1.51   65.78     18.68    21     41%
46  VOX     VANGUARD COMMUNICATION SERVICES INDEX FUND ETF SHARES                          11%      16%      19%       9%      20.48    0.91    1.06   84.90      9.43    46     39%
11  RWR     SPDR® DOW JONES REIT ETF                                                       34%      38%      10%       9%      20.83    0.52    0.99   71.46      7.25    11     38%
33  IYT     ISHARES TRANSPORTATION AVERAGE ETF                                             19%      19%      11%      11%      25.37    0.52    1.27   78.86     16.42    33     38%
**4   XLE     ENERGY SELECT SECTOR SPDR® FUND                                                49%      56%      -1%      -2%      41.60    0.17    1.90   65.98     27.57    4      36%      XLE**
**2   VDE     VANGUARD ENERGY INDEX FUND ETF SHARES                                          52%      60%      -1%      -2%      43.12    0.17    1.97   65.87     28.35    2      36%      VDE**
57  XBI     SPDR® S&P BIOTECH ETF                                                         -17%     -13%      13%      13%      29.59    0.51    1.15   47.99     21.78    57     35%
**3   IYE     ISHARES U.S. ENERGY ETF                                                        51%      58%      -1%      -2%      41.76    0.16    1.92   67.00     26.84    3      35%      IYE**
**1   XOP     SPDR® S&P OIL & GAS EXPLORATION & PRODUCTION ETF                               69%      83%      -8%      -9%      63.67    0.16    2.71   57.20     38.76    1      33%      XOP**
22  SCHH    SCHWAB U.S. REIT ETF™                                                          29%      32%       7%       7%      20.20    0.41    0.96   70.54      6.81    22     28%
10  AMLP    ALERIAN MLP ETF                                                                35%      38%      -4%      -5%      47.53    0.14    2.04   58.29     17.80    10     26%
**55  XAR     SPDR® S&P AEROSPACE & DEFENSE ETF                                              -2%       6%       9%      13%      27.17    0.43    1.27   69.06     12.36    55     26%              XAR**
**51  VDC     VANGUARD CONSUMER STAPLES INDEX FUND ETF SHARES                                 7%       9%      11%      10%      14.30    0.72    0.70   75.59      8.52    51     22%              VDC**
**49  XLU     UTILITIES SELECT SECTOR SPDR® FUND                                              7%       8%       9%      11%      16.10    0.57    0.45   25.15     14.32    49     22%              XLU**
**48  FUTY    FIDELITY® MSCI UTILITIES INDEX ETF                                              7%       8%       9%      10%      15.80    0.54    0.48   29.20     13.57    48     20%             FUTY**
38  REM     ISHARES MORTGAGE REAL ESTATE CAPPED ETF                                        15%      23%       1%       5%      38.64    0.27    1.79   67.55      9.82    38     20%
**50  VPU     VANGUARD UTILITIES INDEX FUND ETF SHARES                                        7%       8%       8%      10%      15.79    0.53    0.48   28.68     13.58    50     20%              VPU**
**52  XLP     CONSUMER STAPLES SELECT SECTOR SPDR® FUND                                       6%       8%      11%      10%      14.26    0.71    0.67   70.01      9.41    52     20%              XLP**
**56  FBT     FIRST TRUST NYSE ARCA BIOTECHNOLOGY INDEX FUND                                 -7%      -3%       4%      11%      22.80    0.23    0.82   41.10     13.27    56     16%              FBT**
**54  ITA     ISHARES U.S. AEROSPACE & DEFENSE ETF                                            4%       7%       2%       8%      28.25    0.18    1.32   69.32     13.72    54     10%              ITA**
15  BBRE    JPMORGAN BETABUILDERS MSCI U.S. REIT ETF                                       31%      36%      12%  --           20.21    0.62    0.96   70.87      6.39    15     0%
42  XLC     COMMUNICATION SERVICES SELECT SECTOR SPDR® FUND                                12%      16%      20%  --           20.23    0.95    1.04   83.72      9.10    42     0%
53  WCLD    WISDOMTREE CLOUD COMPUTING FUND                                                 5%      15%  --       --       --         --      --      --         22.01    53     0%
 
 
            **ETP Type** 
            ETFs
                                                                           2697
            **Leveraged / Inverse** 
            Not Leveraged or Inverse
                                                                           2513
            **Sector Exposure** 
            inc. 11 (At least one 90-100%)
                                                                            227
            **Asset Class** 
            Equity, Real Estate
                                                                            226
            **Net Assets** 
            $1.04B and Above
                                                                             76
            **Country Exposure** 
            inc. United States (90-100%)
                                                                             58

GD_

7 Likes