VFC vs. XLB
Compare and contrast key facts about V.F. Corporation (VFC) and Materials Select Sector SPDR ETF (XLB).
XLB is a passively managed fund by State Street that tracks the performance of the Materials 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: VFC or XLB.
Key characteristics
| VFC | XLB | |
|---|---|---|
| YTD Return | -32.39% | 5.03% |
| 1Y Return | -43.05% | 14.74% |
| 3Y Return (Ann) | -45.71% | 4.59% |
| 5Y Return (Ann) | -29.96% | 11.72% |
| 10Y Return (Ann) | -11.60% | 8.79% |
| Sharpe Ratio | -0.71 | 1.11 |
| Daily Std Dev | 57.80% | 14.68% |
| Max Drawdown | -85.88% | -59.83% |
| Current Drawdown | -85.26% | -3.80% |
Correlation
The correlation between VFC and XLB is 0.49, 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
VFC vs. XLB - Performance Comparison
In the year-to-date period, VFC achieves a -32.39% return, which is significantly lower than XLB's 5.03% return. Over the past 10 years, VFC has underperformed XLB with an annualized return of -11.60%, while XLB has yielded a comparatively higher 8.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VFC vs. XLB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for V.F. Corporation (VFC) and Materials Select Sector SPDR ETF (XLB). 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
VFC vs. XLB - Dividend Comparison
VFC's dividend yield for the trailing twelve months is around 6.17%, more than XLB's 1.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFC V.F. Corporation | 6.17% | 5.27% | 7.28% | 2.69% | 2.26% | 1.91% | 2.65% | 2.32% | 2.87% | 2.14% | 1.48% | 1.47% |
XLB Materials Select Sector SPDR ETF | 1.91% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% | 2.08% |
Drawdowns
VFC vs. XLB - Drawdown Comparison
The maximum VFC drawdown since its inception was -85.88%, which is greater than XLB's maximum drawdown of -59.83%. Use the drawdown chart below to compare losses from any high point for VFC and XLB. For additional features, visit the drawdowns tool.
Volatility
VFC vs. XLB - Volatility Comparison
V.F. Corporation (VFC) has a higher volatility of 13.79% compared to Materials Select Sector SPDR ETF (XLB) at 3.27%. This indicates that VFC's price experiences larger fluctuations and is considered to be riskier than XLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.