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SFY vs. XAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFY vs. XAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Select 500 ETF (SFY) and SPDR S&P Aerospace & Defense ETF (XAR). The values are adjusted to include any dividend payments, if applicable.

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SFY vs. XAR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SFY
SoFi Select 500 ETF
-5.55%22.67%29.81%29.36%-22.84%28.03%24.52%13.38%
XAR
SPDR S&P Aerospace & Defense ETF
5.33%46.15%23.32%23.79%-5.02%2.31%6.18%17.19%

Returns By Period

In the year-to-date period, SFY achieves a -5.55% return, which is significantly lower than XAR's 5.33% return.


SFY

1D
3.40%
1M
-5.04%
YTD
-5.55%
6M
-2.94%
1Y
23.73%
3Y*
21.40%
5Y*
12.62%
10Y*

XAR

1D
4.85%
1M
-10.20%
YTD
5.33%
6M
8.19%
1Y
58.67%
3Y*
30.25%
5Y*
15.56%
10Y*
18.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFY vs. XAR - Expense Ratio Comparison

SFY has a 0.00% expense ratio, which is lower than XAR's 0.35% expense ratio.


Return for Risk

SFY vs. XAR — Risk / Return Rank

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

SFY
SFY Risk / Return Rank: 7474
Overall Rank
SFY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SFY Sortino Ratio Rank: 7171
Sortino Ratio Rank
SFY Omega Ratio Rank: 7171
Omega Ratio Rank
SFY Calmar Ratio Rank: 7878
Calmar Ratio Rank
SFY Martin Ratio Rank: 8080
Martin Ratio Rank

XAR
XAR Risk / Return Rank: 9292
Overall Rank
XAR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XAR Sortino Ratio Rank: 9393
Sortino Ratio Rank
XAR Omega Ratio Rank: 8989
Omega Ratio Rank
XAR Calmar Ratio Rank: 9393
Calmar Ratio Rank
XAR Martin Ratio Rank: 9191
Martin Ratio Rank
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.

SFY vs. XAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) and SPDR S&P Aerospace & Defense ETF (XAR). 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.


SFYXARDifference

Sharpe ratio

Return per unit of total volatility

1.14

2.09

-0.95

Sortino ratio

Return per unit of downside risk

1.71

2.76

-1.05

Omega ratio

Gain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratio

Return relative to maximum drawdown

1.99

3.34

-1.35

Martin ratio

Return relative to average drawdown

8.29

11.77

-3.48

SFY vs. XAR - Sharpe Ratio Comparison

The current SFY Sharpe Ratio is 1.14, which is lower than the XAR Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SFY and XAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SFYXARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.09

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.68

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.83

-0.07

Correlation

The correlation between SFY and XAR is 0.66, 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

SFY vs. XAR - Dividend Comparison

SFY's dividend yield for the trailing twelve months is around 1.02%, more than XAR's 0.35% yield.


TTM20252024202320222021202020192018201720162015
SFY
SoFi Select 500 ETF
1.02%0.96%0.99%1.40%1.61%0.90%1.18%1.02%0.00%0.00%0.00%0.00%
XAR
SPDR S&P Aerospace & Defense ETF
0.35%0.40%0.66%0.54%0.50%0.83%0.63%0.75%1.19%0.76%1.09%2.31%

Drawdowns

SFY vs. XAR - Drawdown Comparison

The maximum SFY drawdown since its inception was -33.25%, smaller than the maximum XAR drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for SFY and XAR.


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Drawdown Indicators


SFYXARDifference

Max Drawdown

Largest peak-to-trough decline

-33.25%

-46.37%

+13.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-17.22%

+5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.72%

-32.40%

+4.68%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

Current Drawdown

Current decline from peak

-7.75%

-13.20%

+5.45%

Average Drawdown

Average peak-to-trough decline

-6.31%

-6.76%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

4.88%

-1.99%

Volatility

SFY vs. XAR - Volatility Comparison

The current volatility for SoFi Select 500 ETF (SFY) is 6.28%, while SPDR S&P Aerospace & Defense ETF (XAR) has a volatility of 10.26%. This indicates that SFY experiences smaller price fluctuations and is considered to be less risky than XAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFYXARDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

10.26%

-3.98%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

21.34%

-9.68%

Volatility (1Y)

Calculated over the trailing 1-year period

20.97%

28.28%

-7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

22.91%

-3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.32%

24.34%

-4.02%