Sektor-Rotation
Which US sectors historically perform best in which month?
Methodology
Data Basis
- Data source: Supabase (Yahoo Finance), updated daily
- 23 US Sector ETFs — SPDR Select Sector + Specialty ETFs
- Period: Selectable 5–30 years, min. 5 years for valid calculation
Ticker Overview
| Ticker | Sector / Industry | Type |
|---|---|---|
| XLK | Technology | SPDR Select Sector |
| XLF | Financials | SPDR Select Sector |
| XLE | Energy | SPDR Select Sector |
| XLV | Health Care | SPDR Select Sector |
| XLY | Consumer Discretionary | SPDR Select Sector |
| XLP | Consumer Staples | SPDR Select Sector |
| XLI | Industrials | SPDR Select Sector |
| XLB | Materials | SPDR Select Sector |
| XLU | Utilities | SPDR Select Sector |
| XLRE | Real Estate | SPDR Select Sector |
| XLC | Communication Services | SPDR Select Sector |
| SMH | Semiconductors | VanEck |
| XSD | Semiconductor (Equal Weight) | SPDR S&P |
| XBI | Biotech | SPDR S&P |
| XHB | Homebuilders | SPDR S&P |
| XME | Metals & Mining | SPDR S&P |
| XOP | Oil & Gas Exploration | SPDR S&P |
| XRT | Retail | SPDR S&P |
| KRE | Regional Banks | SPDR S&P |
| IYT | Transportation | iShares |
| ITB | Home Construction | iShares |
| GDX | Gold Miners | VanEck |
| TAN | Solar Energy | Invesco |
Calculation
- Monthly return: Last closing price per month → percentage change from prior month
- Seasonality: Average monthly return across all available years (min. 5)
- Rotation signal: Ranking of sectors by avg. return in the current month
- Win rate: Share of years with positive return in the respective month
- Annual curve: Cumulated monthly average returns (Jan–Dec)