While some lists may vary, the three sectors generally cited as being defensive-oriented with respect to the economy and/or stock market are consumer staples, health care and utilities. 

These types of companies tend to distribute consistent dividends and act more stable during various phases of the business cycle because there tends to be reliable demand for their goods and services. 

With respect to just the three sectors, Health Care outperformed Consumer Staples and Utilities in all six of the time periods featured in the chart above.  

The total returns through 7/30/21 were as follows (Consumer Staples vs. Health Care vs. Utilities vs. S&P 500): 15-year avg. annual (10.48% vs. 12.07% vs. 8.56% vs. 10.85%); 10-year avg. annual (11.92% vs. 16.66% vs. 11.12% vs. 15.33%); 5-year avg. annual (8.73% vs. 14.04% vs. 8.46% vs. 17.33%); 3-year avg. annual (13.58% vs. 16.40% vs. 11.38% vs. 18.16%); 1-year (18.20% vs. 27.33% vs. 12.03% vs. 36.45%); and year-to-date (7.70% vs. 17.33% vs. 6.82% vs. 17.99%). 

As of 8/4/21, their respective weightings in the S&P 500 Index were as follows: 13.56% (Health Care); 5.78% (Consumer Staples); and 2.51% (Utilities), according to Bloomberg. Combined, they account for a little more than one-fifth (21.85%) of the index. 

As of 6/30/21, total mutual fund and exchange-traded fund net assets under management in these areas were as follows: $250 billion (Health); $39 billion (Utilities); and $23 billion (Consumer Defense), according to Morningstar.