KLAR vs. XLF

Last updated Apr 1, 2026

Compare and contrast key facts about Klarna Group PLC (KLAR) 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

KLAR vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Klarna Group PLC (KLAR) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

KLAR vs. XLF - Yearly Performance Comparison

	2026 (YTD)	2025
KLAR Klarna Group PLC	-54.72%	-36.91%
XLF Financial Select Sector SPDR Fund	-9.40%	3.73%

Returns By Period

In the year-to-date period, KLAR achieves a -54.72% return, which is significantly lower than XLF's -9.40% return.

KLAR

• 1D: 4.89%
• 1M: -3.47%
• YTD: -54.72%
• 6M: -64.28%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XLF

• 1D: 2.09%
• 1M: -3.51%
• YTD: -9.40%
• 6M: -7.56%
• 1Y: 0.65%
• 3Y*: 17.25%
• 5Y*: 9.34%
• 10Y*: 12.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

KLAR vs. XLF — Risk / Return Rank

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

XLF

XLF Risk / Return Rank: 14
XLF Sharpe Ratio Rank: 13
XLF Sortino Ratio Rank: 13
XLF Omega Ratio Rank: 13
XLF Calmar Ratio Rank: 15
XLF Martin Ratio Rank: 15

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KLAR vs. XLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Klarna Group PLC (KLAR) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	KLAR	XLF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.03	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.50	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.24	0.20	-1.44

Correlation

The correlation between KLAR and XLF is 0.37, 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

KLAR vs. XLF - Dividend Comparison

KLAR 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
KLAR Klarna Group PLC	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

KLAR vs. XLF - Drawdown Comparison

The maximum KLAR drawdown since its inception was -73.22%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for KLAR and XLF.

Drawdown Indicators

	KLAR	XLF	Difference
Max Drawdown Largest peak-to-trough decline	-73.22%	-82.69%	+9.47%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.79%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.81%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.86%	—
Current Drawdown Current decline from peak	-71.43%	-12.01%	-59.42%
Average Drawdown Average peak-to-trough decline	-37.17%	-20.10%	-17.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.90%	—

Volatility

Volatility by Period

	KLAR	XLF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.45%	—
Volatility (1Y) Calculated over the trailing 1-year period	72.37%	19.29%	+53.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.37%	18.69%	+53.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.37%	22.19%	+50.18%