ARKF vs. XLF
Compare and contrast key facts about ARK Fintech Innovation ETF (ARKF) and Financial Select Sector SPDR Fund (XLF).
ARKF and XLF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ARKF is an actively managed fund by ARK Investment Management. It was launched on Feb 4, 2019. 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: ARKF or XLF.
Performance
ARKF vs. XLF - Performance Comparison
Returns By Period
In the year-to-date period, ARKF achieves a 39.05% return, which is significantly higher than XLF's 33.26% return.
ARKF
39.05%
21.48%
40.68%
72.13%
10.69%
N/A
XLF
33.26%
4.87%
19.02%
43.33%
12.87%
11.83%
Key characteristics
| ARKF | XLF | |
|---|---|---|
| Sharpe Ratio | 2.53 | 3.14 |
| Sortino Ratio | 3.16 | 4.45 |
| Omega Ratio | 1.40 | 1.57 |
| Calmar Ratio | 1.15 | 3.54 |
| Martin Ratio | 10.10 | 22.40 |
| Ulcer Index | 7.36% | 1.93% |
| Daily Std Dev | 29.45% | 13.77% |
| Max Drawdown | -78.63% | -82.69% |
| Current Drawdown | -39.70% | -0.96% |
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ARKF vs. XLF - Expense Ratio Comparison
ARKF has a 0.75% expense ratio, which is higher than XLF's 0.13% expense ratio.
Correlation
The correlation between ARKF and XLF is 0.49, 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.
Risk-Adjusted Performance
ARKF vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ARK Fintech Innovation ETF (ARKF) 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
ARKF vs. XLF - Dividend Comparison
ARKF has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.34%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARKF ARK Fintech Innovation ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.37% | 1.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLF Financial Select Sector SPDR Fund | 1.34% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
ARKF vs. XLF - Drawdown Comparison
The maximum ARKF drawdown since its inception was -78.63%, roughly equal to the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for ARKF and XLF. For additional features, visit the drawdowns tool.
Volatility
ARKF vs. XLF - Volatility Comparison
ARK Fintech Innovation ETF (ARKF) has a higher volatility of 10.59% compared to Financial Select Sector SPDR Fund (XLF) at 7.02%. This indicates that ARKF'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.