AFL vs. XLF
Compare and contrast key facts about Aflac Incorporated (AFL) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AFL or XLF.
Key characteristics
| AFL | XLF | |
|---|---|---|
| YTD Return | -1.89% | 5.69% |
| 1Y Return | 23.70% | 21.15% |
| 3Y Return (Ann) | 17.45% | 5.78% |
| 5Y Return (Ann) | 13.23% | 9.93% |
| 10Y Return (Ann) | 12.53% | 12.94% |
| Sharpe Ratio | 1.20 | 1.74 |
| Daily Std Dev | 20.25% | 12.99% |
| Max Drawdown | -82.71% | -82.43% |
| Current Drawdown | -6.32% | -6.01% |
Correlation
The correlation between AFL and XLF is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AFL vs. XLF - Performance Comparison
In the year-to-date period, AFL achieves a -1.89% return, which is significantly lower than XLF's 5.69% return. Both investments have delivered pretty close results over the past 10 years, with AFL having a 12.53% annualized return and XLF not far ahead at 12.94%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AFL vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) and Financial Select Sector SPDR Fund (XLF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
AFL vs. XLF - Dividend Comparison
AFL's dividend yield for the trailing twelve months is around 2.19%, more than XLF's 1.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFL Aflac Incorporated | 2.19% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
XLF Financial Select Sector SPDR Fund | 1.62% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
Drawdowns
AFL vs. XLF - Drawdown Comparison
The maximum AFL drawdown since its inception was -82.71%, roughly equal to the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for AFL and XLF. For additional features, visit the drawdowns tool.
Volatility
AFL vs. XLF - Volatility Comparison
Aflac Incorporated (AFL) has a higher volatility of 5.40% compared to Financial Select Sector SPDR Fund (XLF) at 3.85%. This indicates that AFL's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.