DBSDY vs. XLF
DBSDY (DBS Group Holdings Ltd ADR) 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, DBSDY returned 23.39%/yr vs 13.72%/yr for XLF. At a 0.42 correlation, their price movements are largely independent.
Performance
DBSDY vs. XLF - Performance Comparison
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Returns By Period
In the year-to-date period, DBSDY achieves a 19.72% return, which is significantly higher than XLF's -0.77% return. Over the past 10 years, DBSDY has outperformed XLF with an annualized return of 23.39%, while XLF has yielded a comparatively lower 13.72% annualized return.
DBSDY
- 1D
- -0.01%
- 1M
- 5.96%
- YTD
- 19.72%
- 6M
- 19.52%
- 1Y
- 58.18%
- 3Y*
- 42.01%
- 5Y*
- 27.30%
- 10Y*
- 23.39%
XLF
- 1D
- 0.34%
- 1M
- 4.10%
- YTD
- -0.77%
- 6M
- -1.95%
- 1Y
- 7.67%
- 3Y*
- 19.94%
- 5Y*
- 10.00%
- 10Y*
- 13.72%
DBSDY vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBSDY DBS Group Holdings Ltd ADR | 19.72% | 44.73% | 47.43% | 7.13% | 8.63% | 32.34% | 1.70% | 18.17% | -0.93% | 63.53% |
XLF State Street Financial Select Sector SPDR ETF | -0.77% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Correlation
The correlation between DBSDY and XLF is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.42 |
The correlation between DBSDY and XLF shifts across timeframes, from 0.26 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DBSDY vs. XLF — Risk / Return Rank
DBSDY
XLF
DBSDY vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) 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.
| DBSDY | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.00 | ||
| Sortino ratioReturn per unit of downside risk | +4.17 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.10 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 6.18 | 0.52 | +5.66 |
| Martin ratioReturn relative to average drawdown | 18.48 | 1.33 | +17.15 |
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Drawdowns
DBSDY vs. XLF - Drawdown Comparison
The maximum DBSDY drawdown since its inception was -74.39%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for DBSDY and XLF.
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Drawdown Indicators
| DBSDY | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.39% | -82.69% | +8.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -14.79% | +5.33% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -15.54% | -3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -22.02% | -25.81% | +3.79% |
Max Drawdown (10Y)Largest decline over 10 years | -43.94% | -42.86% | -1.08% |
Current DrawdownCurrent decline from peak | -0.01% | -3.64% | +3.63% |
Average DrawdownAverage peak-to-trough decline | -14.94% | -19.99% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 5.79% | -2.63% |
Volatility
DBSDY vs. XLF - Volatility Comparison
DBS Group Holdings Ltd ADR (DBSDY) has a higher volatility of 5.67% compared to State Street Financial Select Sector SPDR ETF (XLF) at 4.12%. This indicates that DBSDY'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
| DBSDY | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 4.12% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.44% | 11.27% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 14.62% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.84% | 18.58% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 22.11% | -0.42% |
Dividends
DBSDY vs. XLF - Dividend Comparison
DBSDY's dividend yield for the trailing twelve months is around 4.04%, more than XLF's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSDY DBS Group Holdings Ltd ADR | 4.04% | 4.42% | 4.94% | 6.76% | 4.09% | 3.11% | 2.55% | 6.59% | 7.22% | 3.53% | 7.42% | 3.77% |
XLF State Street Financial Select Sector SPDR ETF | 1.50% | 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
DBSDY and XLF have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBSDY has higher volatility (5.67%) compared to XLF (4.12%). In terms of maximum drawdown, DBSDY dropped -74.39% vs XLF's -82.69%.
DBSDY currently has the higher Sharpe Ratio (3.53 vs 0.53), 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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