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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWBC or XLF.
Key characteristics
| EWBC | XLF | |
|---|---|---|
| YTD Return | 47.91% | 33.53% |
| 1Y Return | 71.93% | 45.44% |
| 3Y Return (Ann) | 10.19% | 9.36% |
| 5Y Return (Ann) | 21.32% | 13.03% |
| 10Y Return (Ann) | 13.42% | 11.93% |
| Sharpe Ratio | 2.57 | 3.36 |
| Sortino Ratio | 3.39 | 4.72 |
| Omega Ratio | 1.42 | 1.61 |
| Calmar Ratio | 2.45 | 3.48 |
| Martin Ratio | 13.82 | 23.97 |
| Ulcer Index | 5.55% | 1.93% |
| Daily Std Dev | 29.83% | 13.75% |
| Max Drawdown | -92.14% | -82.69% |
| Current Drawdown | -3.35% | -0.50% |
Correlation
The correlation between EWBC and XLF is 0.62, 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.
Performance
EWBC vs. XLF - Performance Comparison
In the year-to-date period, EWBC achieves a 47.91% return, which is significantly higher than XLF's 33.53% return. Over the past 10 years, EWBC has outperformed XLF with an annualized return of 13.42%, while XLF has yielded a comparatively lower 11.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EWBC vs. XLF - Risk-Adjusted Performance 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.
Dividends
EWBC vs. XLF - Dividend Comparison
EWBC's dividend yield for the trailing twelve months is around 2.12%, more than XLF's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWBC East West Bancorp, Inc. | 2.12% | 2.67% | 2.43% | 1.68% | 2.17% | 2.17% | 1.98% | 1.32% | 1.57% | 1.92% | 1.86% | 1.72% |
XLF Financial Select Sector SPDR Fund | 1.34% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
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. For additional features, visit the drawdowns tool.
Volatility
EWBC vs. XLF - Volatility Comparison
East West Bancorp, Inc. (EWBC) has a higher volatility of 14.55% compared to Financial Select Sector SPDR Fund (XLF) at 7.03%. 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.