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FTXG vs. XLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTXG and XLF is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

FTXG vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Food & Beverage ETF (FTXG) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
35.07%
186.18%
FTXG
XLF

Key characteristics

Sharpe Ratio

FTXG:

-0.25

XLF:

0.92

Sortino Ratio

FTXG:

-0.25

XLF:

1.37

Omega Ratio

FTXG:

0.97

XLF:

1.20

Calmar Ratio

FTXG:

-0.21

XLF:

1.20

Martin Ratio

FTXG:

-0.55

XLF:

4.72

Ulcer Index

FTXG:

7.05%

XLF:

3.94%

Daily Std Dev

FTXG:

15.22%

XLF:

20.15%

Max Drawdown

FTXG:

-31.53%

XLF:

-82.43%

Current Drawdown

FTXG:

-13.88%

XLF:

-7.66%

Returns By Period

In the year-to-date period, FTXG achieves a -0.02% return, which is significantly higher than XLF's -0.28% return.


FTXG

YTD

-0.02%

1M

-1.22%

6M

-6.17%

1Y

-4.30%

5Y*

6.81%

10Y*

N/A

XLF

YTD

-0.28%

1M

-4.49%

6M

3.80%

1Y

19.30%

5Y*

19.43%

10Y*

13.86%

*Annualized

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FTXG vs. XLF - Expense Ratio Comparison

FTXG has a 0.60% expense ratio, which is higher than XLF's 0.13% expense ratio.


Expense ratio chart for FTXG: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTXG: 0.60%
Expense ratio chart for XLF: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLF: 0.13%

Risk-Adjusted Performance

FTXG vs. XLF — Risk-Adjusted Performance Rank

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

FTXG
The Risk-Adjusted Performance Rank of FTXG is 99
Overall Rank
The Sharpe Ratio Rank of FTXG is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXG is 99
Sortino Ratio Rank
The Omega Ratio Rank of FTXG is 99
Omega Ratio Rank
The Calmar Ratio Rank of FTXG is 99
Calmar Ratio Rank
The Martin Ratio Rank of FTXG is 1010
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8181
Overall Rank
The Sharpe Ratio Rank of XLF is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 7979
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTXG vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Food & Beverage ETF (FTXG) 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.


The chart of Sharpe ratio for FTXG, currently valued at -0.25, compared to the broader market-1.000.001.002.003.004.00
FTXG: -0.25
XLF: 0.92
The chart of Sortino ratio for FTXG, currently valued at -0.25, compared to the broader market-2.000.002.004.006.008.00
FTXG: -0.25
XLF: 1.37
The chart of Omega ratio for FTXG, currently valued at 0.97, compared to the broader market0.501.001.502.002.50
FTXG: 0.97
XLF: 1.20
The chart of Calmar ratio for FTXG, currently valued at -0.21, compared to the broader market0.002.004.006.008.0010.0012.00
FTXG: -0.21
XLF: 1.20
The chart of Martin ratio for FTXG, currently valued at -0.55, compared to the broader market0.0020.0040.0060.00
FTXG: -0.55
XLF: 4.72

The current FTXG Sharpe Ratio is -0.25, which is lower than the XLF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FTXG and XLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.25
0.92
FTXG
XLF

Dividends

FTXG vs. XLF - Dividend Comparison

FTXG's dividend yield for the trailing twelve months is around 2.79%, more than XLF's 1.48% yield.


TTM20242023202220212020201920182017201620152014
FTXG
First Trust Nasdaq Food & Beverage ETF
2.79%2.76%4.27%1.50%1.52%1.35%1.26%1.37%1.56%0.30%0.00%0.00%
XLF
Financial Select Sector SPDR Fund
1.48%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%

Drawdowns

FTXG vs. XLF - Drawdown Comparison

The maximum FTXG drawdown since its inception was -31.53%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for FTXG and XLF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.88%
-7.66%
FTXG
XLF

Volatility

FTXG vs. XLF - Volatility Comparison

The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 7.95%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 13.51%. This indicates that FTXG experiences smaller price fluctuations and is considered to be less risky than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.95%
13.51%
FTXG
XLF