EWBC vs. XLF
Compare and contrast key facts about East West Bancorp, Inc. (EWBC) 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.
Performance
EWBC vs. XLF - Performance Comparison
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EWBC vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWBC East West Bancorp, Inc. | -2.04% | 20.31% | 36.76% | 12.75% | -14.44% | 57.98% | 7.23% | 14.34% | -27.44% | 21.38% |
XLF Financial Select Sector SPDR Fund | -9.27% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Returns By Period
In the year-to-date period, EWBC achieves a -2.04% return, which is significantly higher than XLF's -9.27% return. Over the past 10 years, EWBC has outperformed XLF with an annualized return of 15.31%, while XLF has yielded a comparatively lower 12.45% annualized return.
EWBC
- 1D
- 2.41%
- 1M
- -1.42%
- YTD
- -2.04%
- 6M
- 4.77%
- 1Y
- 26.47%
- 3Y*
- 28.96%
- 5Y*
- 10.72%
- 10Y*
- 15.31%
XLF
- 1D
- 0.14%
- 1M
- -3.13%
- YTD
- -9.27%
- 6M
- -6.60%
- 1Y
- 0.91%
- 3Y*
- 17.30%
- 5Y*
- 9.37%
- 10Y*
- 12.45%
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Return for Risk
EWBC vs. XLF — Risk / Return Rank
EWBC
XLF
EWBC vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for East West Bancorp, Inc. (EWBC) 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.
| EWBC | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.05 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.18 | 0.19 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.03 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.05 | +1.10 |
Martin ratioReturn relative to average drawdown | 3.57 | 0.16 | +3.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EWBC | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.05 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.50 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.56 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.20 | +0.12 |
Correlation
The correlation between EWBC and XLF is 0.63, 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.
Dividends
EWBC vs. XLF - Dividend Comparison
EWBC's dividend yield for the trailing twelve months is around 2.38%, more than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWBC East West Bancorp, Inc. | 2.38% | 2.14% | 2.30% | 2.67% | 2.43% | 1.68% | 2.17% | 2.17% | 1.98% | 1.32% | 1.57% | 1.92% |
XLF Financial Select Sector SPDR Fund | 1.60% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Drawdowns
EWBC vs. XLF - Drawdown Comparison
The maximum EWBC drawdown since its inception was -92.14%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for EWBC and XLF.
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Drawdown Indicators
| EWBC | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.14% | -82.69% | -9.45% |
Max Drawdown (1Y)Largest decline over 1 year | -21.73% | -14.79% | -6.94% |
Max Drawdown (5Y)Largest decline over 5 years | -54.06% | -25.81% | -28.25% |
Max Drawdown (10Y)Largest decline over 10 years | -67.67% | -42.86% | -24.81% |
Current DrawdownCurrent decline from peak | -10.79% | -11.89% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -22.94% | -20.10% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.01% | 4.96% | +2.05% |
Volatility
EWBC vs. XLF - Volatility Comparison
East West Bancorp, Inc. (EWBC) has a higher volatility of 7.38% compared to Financial Select Sector SPDR Fund (XLF) at 4.76%. This indicates that EWBC'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
| EWBC | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 4.76% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 20.57% | 11.45% | +9.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.21% | 19.25% | +14.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.47% | 18.69% | +17.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.08% | 22.18% | +15.90% |