BOKF vs. XLF
Compare and contrast key facts about BOK Financial Corporation (BOKF) 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.
Performance
BOKF vs. XLF - Performance Comparison
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BOKF vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BOKF BOK Financial Corporation | 8.64% | 13.77% | 27.19% | -15.25% | 0.59% | 57.59% | -18.97% | 22.09% | -18.98% | 13.57% |
XLF Financial Select Sector SPDR Fund | -9.27% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Returns By Period
In the year-to-date period, BOKF achieves a 8.64% return, which is significantly higher than XLF's -9.27% return. Over the past 10 years, BOKF has underperformed XLF with an annualized return of 11.82%, while XLF has yielded a comparatively higher 12.45% annualized return.
BOKF
- 1D
- 0.02%
- 1M
- -0.32%
- YTD
- 8.64%
- 6M
- 16.26%
- 1Y
- 26.99%
- 3Y*
- 17.68%
- 5Y*
- 9.91%
- 10Y*
- 11.82%
XLF
- 1D
- 0.14%
- 1M
- -3.13%
- YTD
- -9.27%
- 6M
- -6.60%
- 1Y
- 0.91%
- 3Y*
- 17.30%
- 5Y*
- 9.37%
- 10Y*
- 12.45%
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Return for Risk
BOKF vs. XLF — Risk / Return Rank
BOKF
XLF
BOKF vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BOK Financial Corporation (BOKF) 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.
| BOKF | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.05 | +0.98 |
Sortino ratioReturn per unit of downside risk | 1.44 | 0.19 | +1.25 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.03 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 0.05 | +1.65 |
Martin ratioReturn relative to average drawdown | 4.27 | 0.16 | +4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BOKF | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.05 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.50 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.56 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.20 | -0.04 |
Correlation
The correlation between BOKF and XLF is 0.60, 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.
Dividends
BOKF vs. XLF - Dividend Comparison
BOKF's dividend yield for the trailing twelve months is around 1.87%, more than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOKF BOK Financial Corporation | 1.87% | 1.98% | 2.09% | 2.53% | 2.05% | 1.98% | 2.99% | 2.30% | 2.59% | 1.92% | 2.08% | 2.81% |
XLF Financial Select Sector SPDR Fund | 1.60% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Drawdowns
BOKF vs. XLF - Drawdown Comparison
The maximum BOKF drawdown since its inception was -86.36%, roughly equal to the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for BOKF and XLF.
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Drawdown Indicators
| BOKF | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.36% | -82.69% | -3.67% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -14.79% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -42.75% | -25.81% | -16.94% |
Max Drawdown (10Y)Largest decline over 10 years | -64.97% | -42.86% | -22.11% |
Current DrawdownCurrent decline from peak | -5.76% | -11.89% | +6.13% |
Average DrawdownAverage peak-to-trough decline | -18.89% | -20.10% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 4.96% | +1.05% |
Volatility
BOKF vs. XLF - Volatility Comparison
The current volatility for BOK Financial Corporation (BOKF) is 4.20%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 4.76%. This indicates that BOKF experiences smaller price fluctuations and is considered to be less risky than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOKF | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 4.76% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 17.70% | 11.45% | +6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.44% | 19.25% | +7.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.34% | 18.69% | +9.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.66% | 22.18% | +11.48% |