# XLF — Financial Sector Annual Return Distribution Since 1999

Source: https://historyofmarket.com/fin/fin-annual-dist/
Language: en
Data through 2026-11-12
License: data CC BY 4.0, text © History of Market — cite "History of Market (historyofmarket.com)" and link the source page. Terms: https://historyofmarket.com/license/
Section: History of Market › Financials › 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.

Figure: Plate V.4 · 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. · Data through 2026-11-12

## 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

## 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.

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](https://historyofmarket.com/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.

## Related charts and reading

- [The Distribution of Annual Returns](https://historyofmarket.com/sp500/annual-dist/) — S&P 500
- [Nasdaq 100 Annual Return Distribution](https://historyofmarket.com/nasdaq/ndx-annual-dist/) — Nasdaq
- [Thirty-Year Semiconductor Annual Return Distribution](https://historyofmarket.com/semi/semi-annual-dist/) — Semiconductors
- [Technology Sector Annual Returns Since 1999](https://historyofmarket.com/xlk/xlk-annual-dist/) — Information Technology
- [Distribution of Consumer Discretionary Annual Total Returns](https://historyofmarket.com/consumer/xly-annual-dist/) — Consumer
- [Distribution of Consumer Staples Annual Total Returns](https://historyofmarket.com/consumer/xlp-annual-dist/) — Consumer
- [Financial Select Sector (XLF): The Historical Trajectory Since 1998](https://historyofmarket.com/fin/fin-price/)

---

Data: https://historyofmarket.com/api/fin/annual-tr.json
Machine index: https://historyofmarket.com/llms.txt