WBS vs. XLF
Compare and contrast key facts about Webster Financial Corporation (WBS) 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
WBS vs. XLF - Performance Comparison
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WBS vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WBS Webster Financial Corporation | 12.23% | 17.31% | 12.48% | 11.48% | -12.51% | 36.63% | -16.87% | 11.54% | -10.38% | 5.51% |
XLF Financial Select Sector SPDR Fund | -9.27% | 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, WBS achieves a 12.23% return, which is significantly higher than XLF's -9.27% return. Over the past 10 years, WBS has underperformed XLF with an annualized return of 10.37%, while XLF has yielded a comparatively higher 12.45% annualized return.
WBS
- 1D
- 1.20%
- 1M
- -1.61%
- YTD
- 12.23%
- 6M
- 20.58%
- 1Y
- 42.37%
- 3Y*
- 25.32%
- 5Y*
- 7.98%
- 10Y*
- 10.37%
XLF
- 1D
- 0.14%
- 1M
- -3.13%
- YTD
- -9.27%
- 6M
- -6.60%
- 1Y
- 0.91%
- 3Y*
- 17.30%
- 5Y*
- 9.37%
- 10Y*
- 12.45%
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Return for Risk
WBS vs. XLF — Risk / Return Rank
WBS
XLF
WBS vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Webster Financial Corporation (WBS) 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.
| WBS | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.05 | +1.16 |
Sortino ratioReturn per unit of downside risk | 1.70 | 0.19 | +1.51 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.03 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 0.05 | +2.07 |
Martin ratioReturn relative to average drawdown | 6.39 | 0.16 | +6.23 |
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
| WBS | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.05 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.50 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.56 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.20 | +0.03 |
Correlation
The correlation between WBS and XLF is 0.70, 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
WBS vs. XLF - Dividend Comparison
WBS's dividend yield for the trailing twelve months is around 2.28%, more than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBS Webster Financial Corporation | 2.28% | 2.54% | 2.90% | 3.15% | 3.38% | 2.87% | 3.80% | 2.87% | 2.54% | 1.83% | 1.81% | 2.39% |
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
WBS vs. XLF - Drawdown Comparison
The maximum WBS drawdown since its inception was -93.72%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for WBS and XLF.
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Drawdown Indicators
| WBS | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.72% | -82.69% | -11.03% |
Max Drawdown (1Y)Largest decline over 1 year | -18.90% | -14.79% | -4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -47.90% | -25.81% | -22.09% |
Max Drawdown (10Y)Largest decline over 10 years | -71.99% | -42.86% | -29.13% |
Current DrawdownCurrent decline from peak | -4.85% | -11.89% | +7.04% |
Average DrawdownAverage peak-to-trough decline | -23.78% | -20.10% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.28% | 4.96% | +1.32% |
Volatility
WBS vs. XLF - Volatility Comparison
Webster Financial Corporation (WBS) has a higher volatility of 5.54% compared to Financial Select Sector SPDR Fund (XLF) at 4.76%. This indicates that WBS'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
| WBS | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 4.76% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 20.24% | 11.45% | +8.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.35% | 19.25% | +16.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.93% | 18.69% | +18.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.92% | 22.18% | +17.74% |