CB vs. XLF
Compare and contrast key facts about Chubb Limited (CB) 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: CB or XLF.
Key characteristics
| CB | XLF | |
|---|---|---|
| YTD Return | 10.96% | 7.74% |
| 1Y Return | 26.64% | 27.06% |
| 3Y Return (Ann) | 15.27% | 5.61% |
| 5Y Return (Ann) | 13.65% | 9.77% |
| 10Y Return (Ann) | 11.67% | 13.08% |
| Sharpe Ratio | 1.49 | 1.89 |
| Daily Std Dev | 17.25% | 12.81% |
| Max Drawdown | -64.24% | -82.43% |
| Current Drawdown | -3.63% | -4.18% |
Correlation
The correlation between CB and XLF is 0.59, 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
CB vs. XLF - Performance Comparison
In the year-to-date period, CB achieves a 10.96% return, which is significantly higher than XLF's 7.74% return. Over the past 10 years, CB has underperformed XLF with an annualized return of 11.67%, while XLF has yielded a comparatively higher 13.08% annualized return. 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
CB vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) 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
CB vs. XLF - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.38%, less than XLF's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.38% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
XLF Financial Select Sector SPDR Fund | 1.59% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
Drawdowns
CB vs. XLF - Drawdown Comparison
The maximum CB drawdown since its inception was -64.24%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for CB and XLF. For additional features, visit the drawdowns tool.
Volatility
CB vs. XLF - Volatility Comparison
Chubb Limited (CB) has a higher volatility of 5.17% compared to Financial Select Sector SPDR Fund (XLF) at 3.66%. This indicates that CB'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.