XLF — Financial Sector Annual Return Distribution Since 1999
Financial Sector Return Distribution — Distribution of annual returns for financials, reflecting pro-cyclical volatility and systemic stress windows.
The plate
Latest Snapshot
- Average
- +8.5%
- Positive years
- 18
- Negative years
- 9
- Best year
- 2013 +35.6%
- Worst year
- 2008 -54.9%
- Observations
- 28
- Sample
- 1999 – 2026
Long-term mean return sits slightly below the S&P 500, but the left tail is severe: most years yield steady, moderate gains, while systemic deleveraging events trigger industry-wide declines.
What this page answers
This static page is built to answer searches for XLF · Return Distribution. It summarizes the live dataset behind the Financial Sector Annual Return Distribution Since 1999 panel and links to the full interactive chart.
Long-term mean return sits slightly below the S&P 500, but the left tail is severe: most years yield steady, moderate gains, while systemic deleveraging events trigger industry-wide declines. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
Data & Source
GET /api/fin/annual-tr.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
Where does this data come from?
History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.
How often is it updated?
Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh each weekend. The timestamp shown on this page comes from the JSON payload.
Can I use the data?
Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.