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FDIQ vs. XLFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDIQ vs. XLFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Financial Data Providers ETF (FDIQ) and State Street Financial Select Sector SPDR Premium Income ETF (XLFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDIQ achieves a 16.09% return, which is significantly higher than XLFI's 2.85% return.


FDIQ

1D
1.28%
1M
4.09%
6M
10.01%
YTD
16.09%
1Y
21.33%
3Y*
18.65%
5Y*
7.46%
10Y*
8.19%

XLFI

1D
0.37%
1M
3.86%
6M
3.40%
YTD
2.85%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIQ vs. XLFI - Yearly Performance Comparison


Correlation

The correlation between FDIQ and XLFI is 0.67, 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

0.67

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Return for Risk

FDIQ vs. XLFI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDIQ
FDIQ Risk / Return Rank: 3434
Overall Rank
FDIQ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FDIQ Sortino Ratio Rank: 3434
Sortino Ratio Rank
FDIQ Omega Ratio Rank: 3434
Omega Ratio Rank
FDIQ Calmar Ratio Rank: 3535
Calmar Ratio Rank
FDIQ Martin Ratio Rank: 3434
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.

FDIQ vs. XLFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Financial Data Providers ETF (FDIQ) 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.


FDIQXLFIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.48

Martin ratioReturn relative to average drawdown

4.06

FDIQ vs. XLFI - Sharpe Ratio Comparison


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Drawdowns

FDIQ vs. XLFI - Drawdown Comparison

The maximum FDIQ drawdown since its inception was -52.86%, which is greater than XLFI's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for FDIQ and XLFI.


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Drawdown Indicators


FDIQXLFIDifference

Max Drawdown

Largest peak-to-trough decline

-52.86%

-11.89%

-40.97%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

Max Drawdown (3Y)

Largest decline over 3 years

-28.09%

Max Drawdown (5Y)

Largest decline over 5 years

-42.99%

Max Drawdown (10Y)

Largest decline over 10 years

-52.86%

Current Drawdown

Current decline from peak

-3.21%

0.00%

-3.21%

Average Drawdown

Average peak-to-trough decline

-11.53%

-3.13%

-8.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

Volatility

FDIQ vs. XLFI - Volatility Comparison


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Volatility by Period


FDIQXLFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.01%

11.96%

+10.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.45%

11.96%

+16.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.98%

11.96%

+19.02%

FDIQ vs. XLFI - Expense Ratio Comparison

Both FDIQ and XLFI have an expense ratio of 0.35%.


Dividends

FDIQ vs. XLFI - Dividend Comparison

FDIQ's dividend yield for the trailing twelve months is around 2.15%, less than XLFI's 11.32% yield.


PositionTTM20252024202320222021202020192018201720162015
FDIQ
Invesco Bloomberg Financial Data Providers ETF
2.15%2.66%2.69%2.89%2.51%2.04%2.92%2.44%2.45%1.59%1.50%1.92%
XLFI
State Street Financial Select Sector SPDR Premium Income ETF
11.32%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


FDIQ and XLFI have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FDIQ and XLFI have the same expense ratio: 0.35% per year.

XLFI has the higher dividend yield at 11.32%, compared with 2.15% for FDIQ.

FDIQ is categorized as Financials Equities, while XLFI is Derivative Income. They also come from different issuers: Invesco and State Street.

Portfolio Optimizer

Find the right allocation for FDIQ 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.

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