PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EUFN vs. XLFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUFN vs. XLFI

Last updated Jul 14, 2026
Documentation

EUFN (iShares MSCI Europe Financials ETF) and XLFI (State Street Financial Select Sector SPDR Premium Income ETF) are both exchange-traded funds - EUFN is a Financials Equities fund tracking the MSCI Europe Financials Index (Net), while XLFI is a Derivative Income fund actively managed by State Street. EUFN is passively managed, while XLFI is actively managed. A 0.56 correlation means they provide meaningful diversification when combined. EUFN charges 0.49%/yr vs 0.35%/yr for XLFI.

Performance

EUFN vs. XLFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe Financials ETF (EUFN) and State Street Financial Select Sector SPDR Premium Income ETF (XLFI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EUFN achieves a 10.35% return, which is significantly higher than XLFI's 1.85% return.

EUFN

1D
-0.95%
1M
5.35%
6M
9.64%
YTD
10.35%
1Y
30.59%
3Y*
32.30%
5Y*
20.98%
10Y*
14.24%

XLFI

1D
0.45%
1M
3.48%
6M
0.88%
YTD
1.85%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUFN vs. XLFI - Yearly Performance Comparison

2026 (YTD)2025
EUFN
iShares MSCI Europe Financials ETF		10.35%15.79%
XLFI
State Street Financial Select Sector SPDR Premium Income ETF		1.85%5.40%

Correlation

The correlation between EUFN and XLFI is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.56

EUFN vs. XLFI - Sectors Allocation Comparison

Sectors
EUFN
XLFI

Financial Services

97.9%
99.9%

Technology

1.0%

-

Industrials

0.4%

-

Consumer Cyclical

0.2%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Financial Services

EUFN
97.9%
XLFI
99.9%

Technology

EUFN
1.0%
XLFI

-

Industrials

EUFN
0.4%
XLFI

-

Consumer Cyclical

EUFN
0.2%
XLFI

-

Basic Materials

EUFN

-

XLFI

-

Communication Services

EUFN

-

XLFI

-

Consumer Defensive

EUFN

-

XLFI

-

Energy

EUFN

-

XLFI

-

Healthcare

EUFN

-

XLFI

-

Real Estate

EUFN

-

XLFI

-

Utilities

EUFN

-

XLFI

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Europe Financials ETF

State Street Financial Select Sector SPDR Premium Income ETF

Often compared with EUFN:
EUFN vs. XLFEUFN vs. FDDEUFN vs. GSIBEUFN vs. SPYEUFN vs. EURLEUFN vs. EIRLEUFN vs. IEUR
Often compared with XLFI:
XLFI vs. PBPXLFI vs. XLFXLFI vs. XLUXLFI vs. CHPYXLFI vs. FYEEXLFI vs. IVVWXLFI vs. SPYM

Return for Risk

EUFN vs. XLFI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EUFN
EUFN Risk / Return Rank: 5555
Overall Rank
EUFN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EUFN Sortino Ratio Rank: 5858
Sortino Ratio Rank
EUFN Omega Ratio Rank: 5252
Omega Ratio Rank
EUFN Calmar Ratio Rank: 5252
Calmar Ratio Rank
EUFN Martin Ratio Rank: 5454
Martin Ratio Rank
XLFI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EUFN vs. XLFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials ETF (EUFN) and State Street Financial Select Sector SPDR Premium Income ETF (XLFI). 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.

EUFNXLFIDifference
Sharpe ratioReturn per unit of total volatility
1.53

—

—

Sortino ratioReturn per unit of downside risk
2.20

—

—

Omega ratioGain probability vs. loss probability

1.26

—

—

Calmar ratioReturn relative to maximum drawdown

2.08

—

—

Martin ratioReturn relative to average drawdown

7.28

—

—

EUFN vs. XLFI - Sharpe Ratio Comparison

Loading charts...

Drawdowns

EUFN vs. XLFI - Drawdown Comparison

The maximum EUFN drawdown since its inception was -53.25%, which is greater than XLFI's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for EUFN and XLFI.

Loading charts...

Drawdown Indicators

EUFNXLFIDifference

Max Drawdown

Largest peak-to-trough decline

-53.25%

-11.89%

-41.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.77%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-35.15%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-53.25%

—

—

Current Drawdown

Current decline from peak

-1.90%

0.00%

-1.90%

Average Drawdown

Average peak-to-trough decline

-14.47%

-3.17%

-11.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

—

—

Volatility

EUFN vs. XLFI - Volatility Comparison

Loading charts...

Volatility by Period

EUFNXLFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

17.31%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

20.15%

12.02%

+8.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.83%

12.02%

+9.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.69%

12.02%

+11.67%

EUFN vs. XLFI - Expense Ratio Comparison

EUFN has a 0.49% expense ratio, which is higher than XLFI's 0.35% expense ratio.

Dividends

EUFN vs. XLFI - Dividend Comparison

EUFN's dividend yield for the trailing twelve months is around 4.16%, less than XLFI's 11.44% yield.

PositionTTM20252024202320222021202020192018201720162015
EUFN
iShares MSCI Europe Financials ETF		4.16%3.57%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%
XLFI
State Street Financial Select Sector SPDR Premium Income ETF		11.44%5.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EUFN and XLFI have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLFI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLFI is cheaper with a 0.35% expense ratio, compared with 0.49% for EUFN.

XLFI has the higher dividend yield at 11.44%, compared with 4.16% for EUFN.

EUFN is categorized as Financials Equities, while XLFI is Derivative Income. They also come from different issuers: iShares and State Street. Their fees differ too: 0.49% for EUFN and 0.35% for XLFI.

Portfolio Optimizer

Find the right allocation for EUFN and XLFI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer