JPXGY vs. XLF
Compare and contrast key facts about Japan Exchange Group Inc ADR (JPXGY) 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
JPXGY vs. XLF - Performance Comparison
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JPXGY vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPXGY Japan Exchange Group Inc ADR | 11.16% | -2.44% | 6.91% | 48.22% | -34.52% | -14.05% | 45.60% | 10.20% | -8.94% | 24.11% |
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, JPXGY achieves a 11.16% return, which is significantly higher than XLF's -9.10% return. Over the past 10 years, JPXGY has underperformed XLF with an annualized return of 5.67%, while XLF has yielded a comparatively higher 12.53% annualized return.
JPXGY
- 1D
- 1.80%
- 1M
- -12.03%
- YTD
- 11.16%
- 6M
- 8.42%
- 1Y
- 14.60%
- 3Y*
- 17.50%
- 5Y*
- 0.69%
- 10Y*
- 5.67%
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
JPXGY vs. XLF — Risk / Return Rank
JPXGY
XLF
JPXGY vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Japan Exchange Group Inc ADR (JPXGY) 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.
| JPXGY | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.01 | +0.43 |
Sortino ratioReturn per unit of downside risk | 0.87 | 0.15 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.02 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.07 | +0.79 |
Martin ratioReturn relative to average drawdown | 1.86 | 0.22 | +1.65 |
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
| JPXGY | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.01 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.51 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.57 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.20 | -0.03 |
Correlation
The correlation between JPXGY and XLF is 0.30, 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.
Dividends
JPXGY vs. XLF - Dividend Comparison
JPXGY has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.60%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPXGY Japan Exchange Group Inc ADR | 0.00% | 1.89% | 0.99% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.34% | 3.11% | 1.08% |
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
JPXGY vs. XLF - Drawdown Comparison
The maximum JPXGY drawdown since its inception was -54.38%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for JPXGY and XLF.
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Drawdown Indicators
| JPXGY | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.38% | -82.69% | +28.31% |
Max Drawdown (1Y)Largest decline over 1 year | -17.88% | -14.79% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -53.69% | -25.81% | -27.88% |
Max Drawdown (10Y)Largest decline over 10 years | -54.38% | -42.86% | -11.52% |
Current DrawdownCurrent decline from peak | -12.98% | -11.73% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -18.03% | -20.10% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.31% | 5.01% | +3.30% |
Volatility
JPXGY vs. XLF - Volatility Comparison
Japan Exchange Group Inc ADR (JPXGY) has a higher volatility of 11.54% compared to Financial Select Sector SPDR Fund (XLF) at 4.71%. This indicates that JPXGY'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
| JPXGY | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.54% | 4.71% | +6.83% |
Volatility (6M)Calculated over the trailing 6-month period | 25.23% | 11.42% | +13.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.96% | 19.25% | +13.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.56% | 18.68% | +9.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.96% | 22.18% | +5.78% |