Constituent dispersion · breadth vs the index

XLB — Materials Select Sector

26/26 covered · 100% by weight · benchmark: XLB price · closes through 2026-09-17 ·holdings as of 2026-06-16

Concentration 38.46% in top 5 17.73 effective names · HHI 564
RS vs S&P 500 21d -1.44pp sector return − SPY
RS vs Nasdaq-100 21d -1.99pp sector return − QQQ
Broad decline - breadth is falling with price. Last 21 sessions — price -2.07% · A/D -55 (-2.12/name)
XLB price
Cumulative advance / decline of constituents — rises when more names are up than down; turns before price at inflections

Divergence over time — price vs breadth, by horizon

The hero read is the 1-month picture; here the same price↔breadth divergence across 1 week / 1 month / 1 quarter, computed over the 126-session history. A/D /name is net advancers-minus-decliners per covered constituent; % beating Δ and median−ETF Δ show how participation shifted. Price rising while those fall = the move is narrowing under the surface.

HorizonPriceA/D /name% beating ΔMedian−ETF ΔRead
1 week -0.10% -0.27 +11pp -0.64pp Weakening
1 month -2.07% -2.12 -16pp -3.00pp Confirming ↓
1 quarter -2.16% -2.08 -20pp -3.64pp Confirming ↓

Over the last 126 sessions: price up +3.11%, breadth down (-3.77/name) · % beating 31→38 · median−ETF -3.70pp→-1.97pp.

Stocks above their moving average — participation breadth

Of the 26 covered constituents, the share trading above each simple moving average — the classic breadth gauge. A firm index price with a low %-above-MA is a narrow, top-heavy tape. As of 2026-09-17.

5-day 69.23% 18/26 above
20-day 15.38% 4/26 above
50-day 34.62% 9/26 above
100-day 53.85% 14/26 above
150-day 46.15% 12/26 above
200-day 52% 13/25 above
% of constituents above their 50-day average — breadth over the last year; 50% is the participation midpoint

New highs & new lows — by horizon

How many of the 26 covered constituents closed today at a new high (or low) over each window, and the net. A shrinking net as the index holds up = fewer names leading.

HorizonNew highsNew lowsNet
5-Day 7 (27%) 6 (23%) +1
1-Month 1 (4%) 4 (15%) -3
3-Month 0 (0%) 3 (12%) -3
6-Month 0 (0%) 3 (12%) -3
52-Week 0 (0%) 2 (8%) -2
YTD 0 (0%) 2 (8%) -2

Dispersion by window

WindowETFMedianMedian − ETF Up / DownBeat / Lag±1% bandDispersion
1d +0.69% +0.62% -0.07pp 16 / 9 12 / 14 9 of 26 ±1.7%
5d -0.10% -0.06% +0.04pp 12 / 14 14 / 12 10 of 26 ±2.65%
21d -2.07% -4.04% -1.97pp 7 / 19 10 / 16 3 of 26 ±7.51%
YTD +12.32% +14.90% +2.58pp 18 / 7 13 / 12 0 of 25 ±25.89%

Median − ETF below zero means the typical name is lagging the cap-weighted index — the move is top-heavy. "Beat" counts constituents outperforming the ETF over the window. Dispersion is the cross-sectional standard deviation of constituent returns — high = a stock-picker's tape, low = pure beta.

What drove the move — contribution = weight × return

Today (1d)

  • NEM+2.16%+0.14pp
  • STLD+2.99%+0.14pp
  • FCX+2.33%+0.14pp
  • ALB+5.10%+0.12pp
  • NUE+1.71%+0.11pp
  • LIN-0.78%-0.11pp
  • DOW-1.96%-0.06pp
  • ECL-0.88%-0.04pp
  • LYB-1.00%-0.02pp
  • MLM-0.47%-0.02pp

This month (21d)

  • NEM+7.25%+0.47pp
  • FCX+6.83%+0.4pp
  • CF+11.78%+0.24pp
  • CTVA+4.65%+0.19pp
  • MOS+20.10%+0.17pp
  • LIN-4.23%-0.62pp
  • VMC-9.99%-0.45pp
  • ALB-13.31%-0.32pp
  • CRH-7.02%-0.31pp
  • SHW-6.83%-0.3pp

Each name's contribution = its index weight × its return — the percentage points it added to (green) or subtracted from (red) the ETF's move. Computed across covered names.

Leaders & laggards (21-day)

  • MOS+20.10%
  • CF+11.78%
  • NEM+7.25%
  • FCX+6.83%
  • IFF+4.83%
  • ALB-13.31%
  • IP-11.24%
  • VMC-9.99%
  • AMCR-7.59%
  • DD-7.46%

XLB — constituent leadership race

$100 in each covered XLB constituent at 2025-12-24, rebased to 100. Watch leadership change hands.

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Each covered constituent started at $100 at the window open; the bars race by total return (top 12 shown). Decision-support, not investment advice.

Constituents — 26 covered · click a column to sort

Symbol Weight Last 1d 5d 21d YTD RS rank
LIN Linde Plc 14.61% 458.48 -0.78% -0.68% -4.23% +7.89% 46
NUE Nucor Corp 6.64% 265.14 +1.71% +3.79% +0.36% +63.11% 73
NEM Newmont Mining Corp 6.53% 124.39 +2.16% -1.39% +7.25% +25.12% 88
FCX Freeport-Mcmoran Inc 5.87% 70.85 +2.33% -0.51% +6.83% +40.15% 85
STLD Steel Dynamics Inc 4.67% 245.35 +2.99% +3.49% -1.79% +45.24% 62
VMC Vulcan Materials Company 4.55% 244.50 +0.08% -2.43% -9.99% -13.94% 8
CRH CRH Plc ADR 4.38% 86.70 +0.00% -1.10% -7.02% -30.03% 19
SHW Sherwin-Williams Company 4.37% 320.94 -0.16% +1.10% -6.83% -0.73% 23
APD Air Products and Chemicals 4.34% 286.12 -0.33% -2.56% -5.64% +17.41% 35
CTVA Corteva Inc 4.15% 81.53 +0.64% -3.50% +4.65% +22.19% 77
MLM Martin Marietta Materials 4.14% 494.44 -0.47% -1.60% -5.43% -20.38% 42
ECL Ecolab Inc 4.10% 271.68 -0.88% +0.30% -2.97% +3.77% 58
PPG PPG Industries 3.22% 105.45 +0.45% +0.38% -6.52% +4.18% 27
DOW Dow Inc 2.92% 29.49 -1.96% -0.51% -5.45% +28.93% 38
SW Smurfit Westrock Plc 2.72% 45.48 +2.02% +7.75% -3.85% +20.01% 50
PKG Packaging Corp of America 2.44% 235.57 +1.78% +2.02% -5.88% +14.90% 31
ALB Albemarle Corp 2.41% 115.05 +5.10% -5.46% -13.31% -18.46% 0
IFF International Flavors & Fragrances 2.41% 84.91 +0.60% +1.02% +4.83% +26.74% 81
DD Dupont Denemours Inc 2.37% 128.46 +0.70% +0.90% -7.46% +7.37% 15
IP International Paper Company 2.29% 35.55 +4.37% +3.67% -11.24% -7.49% 4
AMCR Amcor Plc 2.26% 42.38 +0.98% -1.44% -7.59% 12
CF Cf Industries Holdings 2.05% 133.82 +1.39% -0.95% +11.78% +74.66% 92
LYB Lyondellbasell Industries NV 2.00% 64.25 -1.00% -0.08% -0.64% +51.76% 69
BALL Ball Corporation 1.84% 60.75 -0.83% +1.69% -1.49% +15.45% 65
AVY Avery Dennison Corp 1.48% 171.09 -0.69% +1.37% -3.73% -4.86% 54
MOS Mosaic Company 0.87% 25.39 +2.42% -0.04% +20.10% +7.37% 96

RS rank = the constituent's 21-day return percentile within the index (100 = strongest of the covered names). Weight is the index weight; returns use adjusted closes. Default sort: weight.

Other ETFs & indices

Dispersion is computed across the constituents we cover in our data lake (see coverage badge). Decision-support, not investment advice.

FAQ · from the current data

XLB dispersion — data Q&A

Is XLB's move broad or carried by a few names (21 sessions)?

As of 2026-09-17: over 21 sessions the fund returned -2.07% while its median constituent returned -4.04% — a dispersion of 7.51 pp; 38% of 26 members beat the fund. Broad decline - breadth is falling with price.

How did XLB's members trade in the last session?

As of 2026-09-17: fund +0.69%, median member +0.62%, 16 advancers vs 9 decliners.

What does the dispersion page for XLB measure?

It splits the fund into its members: the fund's own return against the median constituent, how many members beat the fund, advancers vs decliners, and a cumulative advance/decline line that tends to lead price. A firm fund price with a weak median and a falling A/D line is a narrow, top-heavy tape; a broad move shows the median keeping up. 26 constituents covered, re-baked nightly from the Closelook lake.

Is this investment advice?

No — a data surface in an investment research diary. It describes breadth inside a fund; it makes no recommendation.