EFIV vs. XLF
EFIV (State Street SPDR S&P 500 ESG ETF) and XLF (State Street Financial Select Sector SPDR ETF) are both exchange-traded funds - EFIV is a S&P 500 fund tracking the S&P 500 Scored & Screened Index, while XLF is a Financials Equities fund tracking the Financial Select Sector Index. Both are passively managed. Over the past 5 years, EFIV returned 13.87%/yr vs 11.30%/yr for XLF. Their 0.68 correlation means they have sometimes moved together and sometimes differently. EFIV charges 0.10%/yr vs 0.08%/yr for XLF.
Performance
EFIV vs. XLF - Performance Comparison
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Returns By Period
In the year-to-date period, EFIV achieves a 12.21% return, which is significantly higher than XLF's 5.67% return.
EFIV
- 1D
- 1.57%
- 1M
- 2.07%
- 6M
- 9.54%
- YTD
- 12.21%
- 1Y
- 25.97%
- 3Y*
- 20.83%
- 5Y*
- 13.87%
- 10Y*
- —
- ALL TIME*
- 17.62%
XLF
- 1D
- 0.77%
- 1M
- 3.16%
- 6M
- 7.12%
- YTD
- 5.67%
- 1Y
- 13.37%
- 3Y*
- 19.90%
- 5Y*
- 11.30%
- 10Y*
- 13.48%
- ALL TIME*
- 6.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.64M | $6.45M | $3.68M | |
| $1.80B | $1.89B | $1.92B |
EFIV vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | 12.21% | 18.47% | 23.80% | 27.92% | -17.76% | 31.70% | 16.38% |
XLF State Street Financial Select Sector SPDR ETF | 5.67% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | 23.81% |
Correlation
The correlation between EFIV and XLF is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2020 | 0.68 |
The correlation between EFIV and XLF shifts across timeframes, from 0.51 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EFIV vs. XLF — Risk / Return Rank
EFIV
XLF
EFIV vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 ESG ETF (EFIV) 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.
| EFIV | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.17 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 0.91 | +1.86 |
| Martin ratioReturn relative to average drawdown | 12.05 | 2.32 | +9.73 |
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Drawdowns
EFIV vs. XLF - Drawdown Comparison
The maximum EFIV drawdown since its inception was -24.52%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for EFIV and XLF.
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Drawdown Indicators
| EFIV | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.52% | -82.69% | +58.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -14.79% | +5.35% |
Max Drawdown (3Y)Largest decline over 3 years | -19.23% | -15.54% | -3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -25.81% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.86% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.38% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -19.92% | +15.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 5.78% | -3.62% |
Volatility
EFIV vs. XLF - Volatility Comparison
State Street SPDR S&P 500 ESG ETF (EFIV) has a higher volatility of 4.11% compared to State Street Financial Select Sector SPDR ETF (XLF) at 3.88%. This indicates that EFIV'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
| EFIV | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.88% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 11.12% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 14.68% | -1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 18.45% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 22.08% | -5.27% |
EFIV vs. XLF - Expense Ratio Comparison
EFIV has a 0.10% expense ratio, which is higher than XLF's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EFIV vs. XLF - Dividend Comparison
EFIV's dividend yield for the trailing twelve months is around 0.95%, less than XLF's 1.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | 0.95% | 1.03% | 1.20% | 1.37% | 1.64% | 1.19% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLF State Street Financial Select Sector SPDR ETF | 1.41% | 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
EFIV and XLF have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFIV has higher volatility (4.11%) compared to XLF (3.88%). In terms of maximum drawdown, EFIV dropped -24.52% vs XLF's -82.69%.
On 5-year performance, EFIV leads with 13.87% vs 11.30% for XLF. On fees, XLF is cheaper at 0.08% per year. On volatility, XLF has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EFIV has performed better with a 13.87% return vs 11.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLF is cheaper with a 0.08% expense ratio, compared with 0.10% for EFIV.
XLF has the higher dividend yield at 1.41%, compared with 0.95% for EFIV.
EFIV is categorized as S&P 500, while XLF is Financials Equities. EFIV tracks S&P 500 Scored & Screened Index, while XLF tracks Financial Select Sector Index. Their fees differ too: 0.10% for EFIV and 0.08% for XLF.
EFIV currently has the higher Sharpe Ratio (2.01 vs 0.92), 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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