GSK vs. XLF
GSK (GlaxoSmithKline plc) is a stock, while XLF (State Street Financial Select Sector SPDR ETF) is Financials Equities fund tracking the Financial Select Sector Index. Over the past 10 years, GSK returned 5.35%/yr vs 13.33%/yr for XLF. At a 0.36 correlation, their price movements are largely independent.
Performance
GSK vs. XLF - Performance Comparison
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Returns By Period
In the year-to-date period, GSK achieves a 9.89% return, which is significantly higher than XLF's -2.11% return. Over the past 10 years, GSK has underperformed XLF with an annualized return of 5.35%, while XLF has yielded a comparatively higher 13.33% annualized return.
GSK
- 1D
- 0.34%
- 1M
- 6.78%
- YTD
- 9.89%
- 6M
- 10.40%
- 1Y
- 34.50%
- 3Y*
- 19.84%
- 5Y*
- 5.34%
- 10Y*
- 5.35%
XLF
- 1D
- 1.37%
- 1M
- 4.00%
- YTD
- -2.11%
- 6M
- -2.09%
- 1Y
- 8.41%
- 3Y*
- 18.86%
- 5Y*
- 9.15%
- 10Y*
- 13.33%
GSK vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 9.89% | 51.23% | -5.14% | 9.71% | -33.41% | 26.74% | -17.72% | 29.24% | 13.79% | -2.97% |
XLF State Street Financial Select Sector SPDR ETF | -2.11% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Correlation
The correlation between GSK and XLF is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.36 |
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Return for Risk
GSK vs. XLF — Risk / Return Rank
GSK
XLF
GSK vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and State Street Financial Select Sector SPDR ETF (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.
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.
| GSK | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.08 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 0.42 | +1.16 |
| Martin ratioReturn relative to average drawdown | 3.92 | 1.08 | +2.84 |
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Drawdowns
GSK vs. XLF - Drawdown Comparison
The maximum GSK drawdown since its inception was -55.70%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for GSK and XLF.
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Drawdown Indicators
| GSK | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -82.69% | +26.99% |
Max Drawdown (1Y)Largest decline over 1 year | -18.63% | -14.79% | -3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -28.46% | -15.54% | -12.92% |
Max Drawdown (5Y)Largest decline over 5 years | -50.10% | -25.81% | -24.29% |
Max Drawdown (10Y)Largest decline over 10 years | -50.10% | -42.86% | -7.24% |
Current DrawdownCurrent decline from peak | -11.92% | -4.94% | -6.98% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -20.01% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.28% | 5.76% | +2.52% |
Volatility
GSK vs. XLF - Volatility Comparison
GlaxoSmithKline plc (GSK) has a higher volatility of 6.81% compared to State Street Financial Select Sector SPDR ETF (XLF) at 4.23%. This indicates that GSK'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
| GSK | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 4.23% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 18.49% | 11.26% | +7.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.06% | 14.69% | +12.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.08% | 18.66% | +6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.89% | 22.17% | +0.72% |
Dividends
GSK vs. XLF - Dividend Comparison
GSK's dividend yield for the trailing twelve months is around 3.26%, more than XLF's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 3.26% | 3.42% | 4.60% | 3.75% | 5.47% | 4.99% | 5.59% | 4.35% | 5.65% | 5.83% | 6.86% | 5.93% |
XLF State Street Financial Select Sector SPDR ETF | 1.49% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Frequently Asked Questions
GSK and XLF have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSK has higher volatility (6.81%) compared to XLF (4.23%). In terms of maximum drawdown, GSK dropped -55.70% vs XLF's -82.69%.
GSK currently has the higher Sharpe Ratio (1.09 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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