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

Performance

KIE vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Insurance ETF (KIE) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.97%
18.70%
KIE
XLF

Returns By Period

The year-to-date returns for both investments are quite close, with KIE having a 32.48% return and XLF slightly higher at 33.66%. Both investments have delivered pretty close results over the past 10 years, with KIE having a 12.45% annualized return and XLF not far behind at 11.87%.


KIE

YTD

32.48%

1M

1.51%

6M

15.97%

1Y

36.26%

5Y (annualized)

13.33%

10Y (annualized)

12.45%

XLF

YTD

33.66%

1M

4.35%

6M

18.70%

1Y

43.68%

5Y (annualized)

13.10%

10Y (annualized)

11.87%

Key characteristics


KIEXLF
Sharpe Ratio2.533.21
Sortino Ratio3.354.54
Omega Ratio1.441.59
Calmar Ratio4.383.63
Martin Ratio14.1722.93
Ulcer Index2.58%1.93%
Daily Std Dev14.46%13.77%
Max Drawdown-75.30%-82.69%
Current Drawdown-0.57%-0.66%

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KIE vs. XLF - Expense Ratio Comparison

KIE has a 0.35% expense ratio, which is higher than XLF's 0.13% expense ratio.


KIE
SPDR S&P Insurance ETF
Expense ratio chart for KIE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for XLF: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Correlation

-0.50.00.51.00.9

The correlation between KIE and XLF is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

KIE vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Insurance ETF (KIE) 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.


Sharpe ratio
The chart of Sharpe ratio for KIE, currently valued at 2.53, compared to the broader market0.002.004.006.002.533.21
The chart of Sortino ratio for KIE, currently valued at 3.35, compared to the broader market-2.000.002.004.006.008.0010.0012.003.354.54
The chart of Omega ratio for KIE, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.441.59
The chart of Calmar ratio for KIE, currently valued at 4.38, compared to the broader market0.005.0010.0015.004.383.63
The chart of Martin ratio for KIE, currently valued at 14.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.1722.93
KIE
XLF

The current KIE Sharpe Ratio is 2.53, which is comparable to the XLF Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of KIE 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.53
3.21
KIE
XLF

Dividends

KIE vs. XLF - Dividend Comparison

KIE's dividend yield for the trailing twelve months is around 1.28%, less than XLF's 1.34% yield.


TTM20232022202120202019201820172016201520142013
KIE
SPDR S&P Insurance ETF
1.28%1.45%1.90%1.95%1.85%1.76%1.83%1.56%1.55%1.65%1.81%1.38%
XLF
Financial Select Sector SPDR Fund
1.34%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%1.95%1.61%1.47%

Drawdowns

KIE vs. XLF - Drawdown Comparison

The maximum KIE drawdown since its inception was -75.30%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for KIE and XLF. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.57%
-0.66%
KIE
XLF

Volatility

KIE vs. XLF - Volatility Comparison

The current volatility for SPDR S&P Insurance ETF (KIE) is 5.92%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 7.02%. This indicates that KIE 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%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.92%
7.02%
KIE
XLF