SHG vs. XLF
Compare and contrast key facts about Shinhan Financial Group Co., Ltd. (SHG) 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
SHG vs. XLF - Performance Comparison
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SHG vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHG Shinhan Financial Group Co., Ltd. | 14.34% | 68.28% | 12.80% | 15.25% | -4.61% | 5.27% | -21.83% | 7.27% | -23.51% | 23.27% |
XLF Financial Select Sector SPDR Fund | -9.40% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Returns By Period
In the year-to-date period, SHG achieves a 14.34% return, which is significantly higher than XLF's -9.40% return. Over the past 10 years, SHG has underperformed XLF with an annualized return of 8.22%, while XLF has yielded a comparatively higher 12.44% annualized return.
SHG
- 1D
- 2.78%
- 1M
- -8.22%
- YTD
- 14.34%
- 6M
- 21.74%
- 1Y
- 95.05%
- 3Y*
- 36.73%
- 5Y*
- 17.81%
- 10Y*
- 8.22%
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%
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Return for Risk
SHG vs. XLF — Risk / Return Rank
SHG
XLF
SHG vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shinhan Financial Group Co., Ltd. (SHG) 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.
| SHG | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.02 | 0.03 | +2.99 |
Sortino ratioReturn per unit of downside risk | 3.86 | 0.18 | +3.69 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.02 | +0.45 |
Calmar ratioReturn relative to maximum drawdown | 5.34 | 0.13 | +5.22 |
Martin ratioReturn relative to average drawdown | 17.95 | 0.38 | +17.57 |
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
| SHG | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.02 | 0.03 | +2.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.50 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.56 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.20 | +0.02 |
Correlation
The correlation between SHG and XLF is 0.44, 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
SHG vs. XLF - Dividend Comparison
SHG's dividend yield for the trailing twelve months is around 1.34%, less than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHG Shinhan Financial Group Co., Ltd. | 1.34% | 2.24% | 5.96% | 3.87% | 5.54% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 3.35% | 3.10% |
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
SHG vs. XLF - Drawdown Comparison
The maximum SHG drawdown since its inception was -82.02%, roughly equal to the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for SHG and XLF.
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Drawdown Indicators
| SHG | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.02% | -82.69% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -18.03% | -14.79% | -3.24% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -25.81% | -12.64% |
Max Drawdown (10Y)Largest decline over 10 years | -65.50% | -42.86% | -22.64% |
Current DrawdownCurrent decline from peak | -14.50% | -12.01% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -34.05% | -20.10% | -13.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.37% | 4.90% | +0.47% |
Volatility
SHG vs. XLF - Volatility Comparison
Shinhan Financial Group Co., Ltd. (SHG) has a higher volatility of 9.70% compared to Financial Select Sector SPDR Fund (XLF) at 4.75%. This indicates that SHG'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
| SHG | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 4.75% | +4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 21.42% | 11.45% | +9.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.66% | 19.29% | +12.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.71% | 18.69% | +11.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.14% | 22.19% | +7.95% |