Correlation
The correlation between DBSDY and XLF is 0.44, 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.
DBSDY vs. XLF
Compare and contrast key facts about DBS Group Holdings Ltd ADR (DBSDY) 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: DBSDY or XLF.
Performance
DBSDY vs. XLF - Performance Comparison
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Key characteristics
DBSDY:
1.83
XLF:
1.14
DBSDY:
2.28
XLF:
1.48
DBSDY:
1.36
XLF:
1.22
DBSDY:
2.03
XLF:
1.32
DBSDY:
8.95
XLF:
5.10
DBSDY:
4.25%
XLF:
4.02%
DBSDY:
21.80%
XLF:
20.36%
DBSDY:
-68.44%
XLF:
-82.43%
DBSDY:
0.00%
XLF:
-3.75%
Returns By Period
In the year-to-date period, DBSDY achieves a 11.54% return, which is significantly higher than XLF's 3.93% return. Over the past 10 years, DBSDY has outperformed XLF with an annualized return of 14.93%, while XLF has yielded a comparatively lower 14.18% annualized return.
DBSDY
11.54%
8.25%
14.28%
38.28%
27.42%
29.72%
14.93%
XLF
3.93%
3.73%
-0.56%
22.16%
15.95%
20.18%
14.18%
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Risk-Adjusted Performance
DBSDY vs. XLF — Risk-Adjusted Performance Rank
DBSDY
XLF
DBSDY vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) 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.
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Dividends
DBSDY vs. XLF - Dividend Comparison
DBSDY's dividend yield for the trailing twelve months is around 5.29%, more than XLF's 1.42% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSDY DBS Group Holdings Ltd ADR | 5.29% | 4.92% | 6.76% | 5.24% | 3.11% | 2.62% | 5.68% | 7.54% | 2.44% | 3.72% | 3.73% | 2.98% |
XLF Financial Select Sector SPDR Fund | 1.42% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% |
Drawdowns
DBSDY vs. XLF - Drawdown Comparison
The maximum DBSDY drawdown since its inception was -68.44%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for DBSDY and XLF.
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Volatility
DBSDY vs. XLF - Volatility Comparison
DBS Group Holdings Ltd ADR (DBSDY) has a higher volatility of 4.74% compared to Financial Select Sector SPDR Fund (XLF) at 4.17%. 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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