XLF · Annual Return — XLF's year-by-year ledger
Annual returns — XLF's calendar-year returns — 2008 stands alone.
Twenty-seven complete years. 2008 alone took -55%; 2009's +17% bounce was nowhere near enough to recover. 2023's regional-bank scare printed -16% intrayear before closing positive.
What this page answers
Since 1999, XLF has logged 27 calendar years: 18 positive and 9 negative (a 67% hit rate), with an arithmetic-average annual return of +8.5%. The best year was 2013 (+35.6%); the worst was 2008 (-54.9%). The most recent year, 2026 (year-to-date), stands at +7.3%.
Twenty-seven complete years. 2008 alone took -55%; 2009's +17% bounce was nowhere near enough to recover. 2023's regional-bank scare printed -16% intrayear before closing positive. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
The plate
Latest Snapshot
- Updated
- 2026-08-14
- Average
- +850.0%
- Positive years
- 18
- Negative years
- 9
- Best year
- 2013 +3,558.0%
- Worst year
- 2008 -5,492.0%
- Observations
- 28
- Sample
- 1999-12-31 – 2026-08-13
XLF — annual returns, 1999–2026
| Year | Return |
|---|---|
| 2026 | +7.3% |
| 2025 | +14.9% |
| 2024 | +30.6% |
| 2023 | +12.0% |
| 2022 | -10.6% |
| 2021 | +34.8% |
| 2020 | -1.7% |
| 2019 | +31.9% |
| 2018 | -13.0% |
| 2017 | +22.0% |
| 2016 | +22.4% |
| 2015 | -1.8% |
| 2014 | +15.0% |
| 2013 | +35.6% |
| 2012 | +28.4% |
| 2011 | -17.2% |
| 2010 | +11.9% |
| 2009 | +17.6% |
| 2008 | -54.9% |
| 2007 | -19.1% |
| 2006 | +18.8% |
| 2005 | +6.3% |
| 2004 | +10.9% |
| 2003 | +30.5% |
| 2002 | -14.7% |
| 2001 | -9.4% |
| 2000 | +25.9% |
| 1999 | +2.7% |
Showing the full record (28 rows). Raw series: https://historyofmarket.com/api/fin/annual-returns.json
Data & Source
GET /api/fin/annual-returns.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
What was the best year on record?
2013, when XLF returned +35.6%.
What was the worst year on record?
2008, when XLF fell -54.9%.
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 on Sunday. 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.