CB vs. XLF
CB (Chubb Limited) is a stock, while XLF (State Street Financial Select Sector SPDR ETF) is Financials Equities fund tracking the Financial Select Sector Index. Over the past 10 years, CB returned 12.89%/yr vs 13.69%/yr for XLF. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
CB vs. XLF - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 13.04% return, which is significantly higher than XLF's 4.86% return. Over the past 10 years, CB has underperformed XLF with an annualized return of 12.89%, while XLF has yielded a comparatively higher 13.69% annualized return.
CB
- 1D
- 0.15%
- 1M
- -2.90%
- 6M
- 13.97%
- YTD
- 13.04%
- 1Y
- 32.82%
- 3Y*
- 21.57%
- 5Y*
- 17.48%
- 10Y*
- 12.89%
- ALL TIME*
- 11.11%
XLF
- 1D
- -0.11%
- 1M
- 2.37%
- 6M
- 7.47%
- YTD
- 4.86%
- 1Y
- 12.50%
- 3Y*
- 19.11%
- 5Y*
- 11.20%
- 10Y*
- 13.69%
- ALL TIME*
- 6.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $775.34M | $719.59M | $600.51M | |
| $1.84B | $1.93B | $1.92B |
CB vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 13.04% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
XLF State Street Financial Select Sector SPDR ETF | 4.86% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Correlation
The correlation between CB and XLF is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.62 |
Over the past year, the correlation between CB and XLF has dropped to 0.25 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
CB vs. XLF — Risk / Return Rank
CB
XLF
CB vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and State Street Financial Select Sector SPDR ETF (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CB | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.13 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 0.71 | +2.89 |
| Martin ratioReturn relative to average drawdown | 9.94 | 1.80 | +8.14 |
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Drawdowns
CB vs. XLF - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for CB and XLF.
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Drawdown Indicators
| CB | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -82.69% | +31.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -14.79% | +5.43% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -15.54% | +1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -25.81% | +6.55% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -42.86% | +0.27% |
Current DrawdownCurrent decline from peak | -3.53% | -1.15% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -19.92% | +9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 5.79% | -2.41% |
Volatility
CB vs. XLF - Volatility Comparison
Chubb Limited (CB) has a higher volatility of 8.96% compared to State Street Financial Select Sector SPDR ETF (XLF) at 4.07%. 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.
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Volatility by Period
| CB | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.96% | 4.07% | +4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 15.55% | 11.10% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.27% | 14.77% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 18.45% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.81% | 22.08% | +1.73% |
Dividends
CB vs. XLF - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.12%, less than XLF's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.12% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
XLF State Street Financial Select Sector SPDR ETF | 1.42% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Frequently Asked Questions
CB and XLF have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CB has higher volatility (8.96%) compared to XLF (4.07%). In terms of maximum drawdown, CB dropped -50.99% vs XLF's -82.69%.
CB currently has the higher Sharpe Ratio (1.75 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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