HTBK vs. XLF
Compare and contrast key facts about Heritage Commerce Corp (HTBK) 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
HTBK vs. XLF - Performance Comparison
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HTBK vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HTBK Heritage Commerce Corp | 8.16% | 35.05% | 0.12% | -19.19% | 14.60% | 41.02% | -26.22% | 17.61% | -23.82% | 9.16% |
XLF Financial Select Sector SPDR Fund | -9.10% | 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, HTBK achieves a 8.16% return, which is significantly higher than XLF's -9.10% return. Over the past 10 years, HTBK has underperformed XLF with an annualized return of 7.44%, while XLF has yielded a comparatively higher 12.53% annualized return.
HTBK
- 1D
- 0.79%
- 1M
- 1.62%
- YTD
- 8.16%
- 6M
- 34.17%
- 1Y
- 42.65%
- 3Y*
- 21.92%
- 5Y*
- 6.49%
- 10Y*
- 7.44%
XLF
- 1D
- 0.18%
- 1M
- -2.78%
- YTD
- -9.10%
- 6M
- -6.36%
- 1Y
- 0.27%
- 3Y*
- 17.30%
- 5Y*
- 9.41%
- 10Y*
- 12.53%
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Return for Risk
HTBK vs. XLF — Risk / Return Rank
HTBK
XLF
HTBK vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Heritage Commerce Corp (HTBK) 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.
| HTBK | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.01 | +1.47 |
Sortino ratioReturn per unit of downside risk | 2.10 | 0.15 | +1.95 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.02 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 3.19 | 0.07 | +3.11 |
Martin ratioReturn relative to average drawdown | 7.52 | 0.22 | +7.30 |
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
| HTBK | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.01 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.51 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.57 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.20 | -0.13 |
Correlation
The correlation between HTBK and XLF is 0.42, 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
HTBK vs. XLF - Dividend Comparison
HTBK's dividend yield for the trailing twelve months is around 5.11%, more than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTBK Heritage Commerce Corp | 5.11% | 4.33% | 5.54% | 5.24% | 5.00% | 4.36% | 5.86% | 3.74% | 3.88% | 2.61% | 2.49% | 2.68% |
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
HTBK vs. XLF - Drawdown Comparison
The maximum HTBK drawdown since its inception was -90.46%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for HTBK and XLF.
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Drawdown Indicators
| HTBK | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.46% | -82.69% | -7.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.47% | -14.79% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -52.92% | -25.81% | -27.11% |
Max Drawdown (10Y)Largest decline over 10 years | -62.03% | -42.86% | -19.17% |
Current DrawdownCurrent decline from peak | -16.30% | -11.73% | -4.57% |
Average DrawdownAverage peak-to-trough decline | -48.01% | -20.10% | -27.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.71% | 5.01% | +0.70% |
Volatility
HTBK vs. XLF - Volatility Comparison
Heritage Commerce Corp (HTBK) has a higher volatility of 6.66% compared to Financial Select Sector SPDR Fund (XLF) at 4.71%. This indicates that HTBK'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
| HTBK | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 4.71% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 20.53% | 11.42% | +9.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.90% | 19.25% | +9.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.08% | 18.68% | +13.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.52% | 22.18% | +12.34% |