TRV vs. XLF
Compare and contrast key facts about The Travelers Companies, Inc. (TRV) 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRV or XLF.
Key characteristics
| TRV | XLF | |
|---|---|---|
| YTD Return | 12.77% | 8.25% |
| 1Y Return | 22.03% | 30.82% |
| 3Y Return (Ann) | 12.94% | 5.32% |
| 5Y Return (Ann) | 10.85% | 9.85% |
| 10Y Return (Ann) | 11.60% | 13.34% |
| Sharpe Ratio | 1.19 | 2.33 |
| Daily Std Dev | 18.43% | 12.53% |
| Max Drawdown | -55.11% | -82.43% |
| Current Drawdown | -7.38% | -3.73% |
Correlation
The correlation between TRV and XLF is 0.62, 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.
Performance
TRV vs. XLF - Performance Comparison
In the year-to-date period, TRV achieves a 12.77% return, which is significantly higher than XLF's 8.25% return. Over the past 10 years, TRV has underperformed XLF with an annualized return of 11.60%, while XLF has yielded a comparatively higher 13.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
TRV vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) 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.
Dividends
TRV vs. XLF - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.87%, more than XLF's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 1.87% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
XLF Financial Select Sector SPDR Fund | 1.58% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
Drawdowns
TRV vs. XLF - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for TRV and XLF. For additional features, visit the drawdowns tool.
Volatility
TRV vs. XLF - Volatility Comparison
The Travelers Companies, Inc. (TRV) has a higher volatility of 9.10% compared to Financial Select Sector SPDR Fund (XLF) at 3.54%. This indicates that TRV'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.