(XLSR) SPDR SSGA U.S. Sector - Ratings and Ratios
Sector, ETF, S&P500, GICS, Rotation
| Risk via 10d forecast | |
|---|---|
| Volatility | 16.9% |
| Value at Risk 5%th | 28.8% |
| Relative Tail Risk | 3.57% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.44 |
| Alpha | -0.49 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.378 |
| Beta | 1.012 |
| Beta Downside | 1.064 |
| Drawdowns 3y | |
|---|---|
| Max DD | 20.57% |
| Mean DD | 2.74% |
| Median DD | 1.60% |
Description: XLSR SPDR SSGA U.S. Sector September 11, 2025
The SPDR® SSGA U.S. Sector Rotation ETF (NYSE ARCA:XLSR) is structured as a fund-of-funds, allocating the majority of its capital to other ETFs that each track the common stocks of a single S&P 500 sector as defined by GICS. Under typical conditions, at least 80% of XLSR’s net assets (plus any borrowing used for investment) are invested-directly or indirectly-into U.S. equities via these underlying sector ETFs.
Key quantitative details (as of the most recent filings) include an expense ratio of 0.15%, assets under management of roughly $550 million, and an annualized turnover of about 45%, reflecting the fund’s active sector-rotation mandate. The ETF’s allocation model pivots on macro-driven signals such as the ISM manufacturing index, the yield-curve spread, and PMI trends, which historically have explained a significant portion of sector-rotation performance variance (≈ 30% R² in back-tests). Consequently, the fund’s exposure is heavily weighted toward cyclical sectors (e.g., Industrials, Consumer Discretionary) when economic expansion signals dominate, and shifts toward defensive sectors (e.g., Utilities, Health Care) during contractionary periods.
For a deeper dive into XLSR’s factor exposures and risk metrics, the ValueRay platform offers a free, interactive view that can help you test the strategy against your own assumptions.
XLSR ETF Overview
| Market Cap in USD | 856m |
| Category | Large Blend |
| TER | 0.70% |
| IPO / Inception | 2019-04-02 |
| Return 12m vs S&P 500 | -0.22% |
| Analyst Rating | - |
XLSR Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 0.59% |
| Yield on Cost 5y | 1.01% |
| Yield CAGR 5y | -8.50% |
| Payout Consistency | 86.1% |
| Payout Ratio | - |
XLSR Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 14.81% |
| CAGR/Max DD Calmar Ratio | 0.72 |
| CAGR/Mean DD Pain Ratio | 5.41 |
| Current Volume | 52.8k |
| Average Volume | 32.1k |
What is the price of XLSR shares?
Over the past week, the price has changed by -2.26%, over one month by -1.68%, over three months by +5.43% and over the past year by +11.61%.
Is XLSR a buy, sell or hold?
What are the forecasts/targets for the XLSR price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 66.7 | 11.8% |
XLSR Fundamental Data Overview November 19, 2025
Beta = 0.98
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 856.1m USD (856.1m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 856.1m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 856.1m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.74% (E(856.1m)/V(856.1m) * Re(9.74%) + (debt-free company))
Discount Rate = 9.74% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for XLSR ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle