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SFYF vs. XLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFYF vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) and Invesco S&P 500 Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

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SFYF vs. XLG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SFYF
SoFi Social 50 ETF
-8.70%30.00%44.62%56.80%-47.73%35.83%33.65%4.95%
XLG
Invesco S&P 500 Top 50 ETF
-7.82%19.51%33.49%38.16%-24.29%30.77%24.15%13.84%

Returns By Period

In the year-to-date period, SFYF achieves a -8.70% return, which is significantly lower than XLG's -7.82% return.


SFYF

1D
3.87%
1M
-4.74%
YTD
-8.70%
6M
-6.83%
1Y
33.22%
3Y*
30.03%
5Y*
11.94%
10Y*

XLG

1D
3.26%
1M
-4.33%
YTD
-7.82%
6M
-4.84%
1Y
19.36%
3Y*
21.64%
5Y*
13.80%
10Y*
15.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFYF vs. XLG - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is higher than XLG's 0.20% expense ratio.


Return for Risk

SFYF vs. XLG — Risk / Return Rank

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

SFYF
SFYF Risk / Return Rank: 7676
Overall Rank
SFYF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SFYF Sortino Ratio Rank: 7878
Sortino Ratio Rank
SFYF Omega Ratio Rank: 7474
Omega Ratio Rank
SFYF Calmar Ratio Rank: 8080
Calmar Ratio Rank
SFYF Martin Ratio Rank: 7272
Martin Ratio Rank

XLG
XLG Risk / Return Rank: 6363
Overall Rank
XLG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 6363
Sortino Ratio Rank
XLG Omega Ratio Rank: 6464
Omega Ratio Rank
XLG Calmar Ratio Rank: 6767
Calmar Ratio Rank
XLG Martin Ratio Rank: 6262
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.

SFYF vs. XLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) and Invesco S&P 500 Top 50 ETF (XLG). 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.


SFYFXLGDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.97

+0.31

Sortino ratio

Return per unit of downside risk

1.93

1.52

+0.41

Omega ratio

Gain probability vs. loss probability

1.27

1.22

+0.05

Calmar ratio

Return relative to maximum drawdown

2.15

1.60

+0.56

Martin ratio

Return relative to average drawdown

7.12

5.67

+1.45

SFYF vs. XLG - Sharpe Ratio Comparison

The current SFYF Sharpe Ratio is 1.28, which is higher than the XLG Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SFYF and XLG, 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


SFYFXLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.97

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.74

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.58

-0.09

Correlation

The correlation between SFYF and XLG is 0.82, 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.


Dividends

SFYF vs. XLG - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.36%, less than XLG's 0.70% yield.


TTM20252024202320222021202020192018201720162015
SFYF
SoFi Social 50 ETF
0.36%0.33%0.31%1.71%1.19%0.26%0.40%0.73%0.00%0.00%0.00%0.00%
XLG
Invesco S&P 500 Top 50 ETF
0.70%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

Drawdowns

SFYF vs. XLG - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, which is greater than XLG's maximum drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for SFYF and XLG.


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Drawdown Indicators


SFYFXLGDifference

Max Drawdown

Largest peak-to-trough decline

-56.09%

-52.39%

-3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-15.18%

-12.41%

-2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-56.09%

-28.02%

-28.07%

Max Drawdown (10Y)

Largest decline over 10 years

-30.46%

Current Drawdown

Current decline from peak

-11.89%

-9.56%

-2.33%

Average Drawdown

Average peak-to-trough decline

-16.94%

-7.69%

-9.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

3.49%

+1.10%

Volatility

SFYF vs. XLG - Volatility Comparison

SoFi Social 50 ETF (SFYF) has a higher volatility of 7.62% compared to Invesco S&P 500 Top 50 ETF (XLG) at 5.76%. This indicates that SFYF's price experiences larger fluctuations and is considered to be riskier than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFYFXLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

5.76%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

10.64%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

19.97%

+6.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.54%

18.69%

+11.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.92%

18.81%

+12.11%