MUFG vs. XLF
Compare and contrast key facts about Mitsubishi UFJ Financial Group, Inc. (MUFG) 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
MUFG vs. XLF - Performance Comparison
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Returns By Period
In the year-to-date period, MUFG achieves a 10.21% return, which is significantly higher than XLF's -9.10% return. Over the past 10 years, MUFG has outperformed XLF with an annualized return of 17.14%, while XLF has yielded a comparatively lower 12.53% annualized return.
MUFG
- 1D
- -1.24%
- 1M
- 1.45%
- YTD
- 10.21%
- 6M
- 10.91%
- 1Y
- 60.31%
- 3Y*
- 42.98%
- 5Y*
- 30.20%
- 10Y*
- 17.14%
XLF
- 1D
- 0.18%
- 1M
- -2.82%
- YTD
- -9.10%
- 6M
- -7.00%
- 1Y
- 13.79%
- 3Y*
- 17.30%
- 5Y*
- 9.41%
- 10Y*
- 12.53%
MUFG vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUFG Mitsubishi UFJ Financial Group, Inc. | 10.21% | 39.96% | 40.10% | 33.50% | 27.37% | 25.70% | -15.99% | 11.50% | -33.01% | 20.99% |
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% |
Correlation
The correlation between MUFG and XLF is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.
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Return for Risk
MUFG vs. XLF — Risk / Return Rank
MUFG
XLF
MUFG vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) 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.
| MUFG | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.01 | +1.09 |
Sortino ratioReturn per unit of downside risk | 1.60 | 0.15 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.02 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 0.07 | +1.74 |
Martin ratioReturn relative to average drawdown | 5.27 | 0.22 | +5.05 |
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
| MUFG | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.01 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.51 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.57 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.20 | -0.04 |
Drawdowns
MUFG vs. XLF - Drawdown Comparison
The maximum MUFG drawdown since its inception was -76.75%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for MUFG and XLF.
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Drawdown Indicators
| MUFG | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.75% | -82.69% | +5.94% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -14.79% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -32.81% | -25.81% | -7.00% |
Max Drawdown (10Y)Largest decline over 10 years | -57.62% | -42.86% | -14.76% |
Current DrawdownCurrent decline from peak | -11.40% | -11.73% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -43.83% | -20.10% | -23.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 5.01% | +1.32% |
Volatility
MUFG vs. XLF - Volatility Comparison
Mitsubishi UFJ Financial Group, Inc. (MUFG) has a higher volatility of 9.39% compared to Financial Select Sector SPDR Fund (XLF) at 4.71%. This indicates that MUFG'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
| MUFG | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.39% | 4.71% | +4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 18.97% | 11.42% | +7.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.07% | 19.25% | +11.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.88% | 18.68% | +10.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.27% | 22.18% | +6.09% |
Dividends
MUFG vs. XLF - Dividend Comparison
MUFG's dividend yield for the trailing twelve months is around 1.29%, less than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUFG Mitsubishi UFJ Financial Group, Inc. | 1.29% | 3.12% | 2.50% | 2.90% | 3.36% | 2.18% | 2.62% | 0.00% | 0.00% | 2.20% | 2.70% | 2.34% |
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% |