September's U.S. stock-market rout left just 1 winner as defensive sectors failed to provide shelter

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Traditional defensive sectors didn't fare well in September's stock-market drop. Here's why.

September has fulfilled its reputation as an ugly month for stocks, but traditional defensive sectors didn’t provide much in the way of shelter. Blame the bond market.

Utilities are viewed as a defensive play in part due to their high dividend yields, which means they trade in a manner similar to bonds. And with Treasurys and other bonds getting routed, bond proxies in the equity market were also set to suffer. Utilities also tend to carry high levels of debt, providing another avenue of rate sensitivity.

Energy, meanwhile, is the sole sector that’s positive in September, with the Energy Select Sector SPDR ETF XLE up around 1.7% for the month. It’s also the only positive sector for the quarter, up more than 11% versus a 3.8% pullback for the S&P 500.That won’t come as a shock, given a rally by crude that took the U.S. benchmark CL00, -1.00% this week briefly above $95 a barrel, while Brent crude BRN00, -0.91% moved within a couple bucks of the $100-a-barrel threshold.

That may be a sign of “capitulation,” signaling scope for a rebound, Jeff deGraaf, chairman of Renaissance Macro Research, said in a Friday note.

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