SPFFX vs. XLF
Compare and contrast key facts about Sphere 500 Fossil Free Fund (SPFFX) and Financial Select Sector SPDR Fund (XLF).
SPFFX is managed by Reflection Asset Management. It was launched on Oct 3, 2021. 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
SPFFX vs. XLF - Performance Comparison
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SPFFX vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPFFX Sphere 500 Fossil Free Fund | -9.28% | 18.12% | 25.13% | 29.48% | -20.03% | 9.04% |
XLF Financial Select Sector SPDR Fund | -9.40% | 14.90% | 30.56% | 12.03% | -10.59% | 1.76% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SPFFX having a -9.28% return and XLF slightly lower at -9.40%.
SPFFX
- 1D
- -0.33%
- 1M
- -8.34%
- YTD
- -9.28%
- 6M
- -7.06%
- 1Y
- 13.01%
- 3Y*
- 17.09%
- 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%
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SPFFX vs. XLF - Expense Ratio Comparison
SPFFX has a 0.11% expense ratio, which is lower than XLF's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SPFFX vs. XLF — Risk / Return Rank
SPFFX
XLF
SPFFX vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sphere 500 Fossil Free Fund (SPFFX) 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.
| SPFFX | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.03 | +0.68 |
Sortino ratioReturn per unit of downside risk | 1.14 | 0.18 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.02 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.13 | +0.79 |
Martin ratioReturn relative to average drawdown | 3.88 | 0.38 | +3.50 |
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
| SPFFX | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.03 | +0.68 |
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 | 0.57 | 0.20 | +0.37 |
Correlation
The correlation between SPFFX and XLF is 0.71, 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
SPFFX vs. XLF - Dividend Comparison
SPFFX's dividend yield for the trailing twelve months is around 7.50%, more than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPFFX Sphere 500 Fossil Free Fund | 7.50% | 6.80% | 1.06% | 1.32% | 0.73% | 0.14% | 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
SPFFX vs. XLF - Drawdown Comparison
The maximum SPFFX drawdown since its inception was -25.11%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for SPFFX and XLF.
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Drawdown Indicators
| SPFFX | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.11% | -82.69% | +57.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -14.79% | +2.65% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.81% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.86% | — |
Current DrawdownCurrent decline from peak | -10.75% | -12.01% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -20.10% | +13.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 4.90% | -2.04% |
Volatility
SPFFX vs. XLF - Volatility Comparison
Sphere 500 Fossil Free Fund (SPFFX) and Financial Select Sector SPDR Fund (XLF) have volatilities of 4.70% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPFFX | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 4.75% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 11.45% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.14% | 19.29% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 18.69% | -1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 22.19% | -4.95% |