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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBS or XLF.
Key characteristics
| WBS | XLF | |
|---|---|---|
| YTD Return | -9.67% | 19.29% |
| 1Y Return | 10.46% | 29.33% |
| 3Y Return (Ann) | 0.96% | 7.91% |
| 5Y Return (Ann) | 1.80% | 11.57% |
| 10Y Return (Ann) | 7.28% | 13.45% |
| Sharpe Ratio | 0.31 | 2.35 |
| Daily Std Dev | 33.25% | 13.00% |
| Max Drawdown | -93.72% | -82.43% |
| Current Drawdown | -23.54% | -2.69% |
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.
Performance
WBS vs. XLF - Performance Comparison
In the year-to-date period, WBS achieves a -9.67% return, which is significantly lower than XLF's 19.29% return. Over the past 10 years, WBS has underperformed XLF with an annualized return of 7.28%, while XLF has yielded a comparatively higher 13.45% 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
WBS vs. XLF - Risk-Adjusted Performance 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.
Dividends
WBS vs. XLF - Dividend Comparison
WBS's dividend yield for the trailing twelve months is around 3.58%, more than XLF's 1.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBS Webster Financial Corporation | 3.58% | 3.15% | 3.38% | 2.87% | 3.80% | 2.87% | 2.54% | 1.83% | 1.81% | 2.39% | 2.31% | 1.76% |
XLF Financial Select Sector SPDR Fund | 1.47% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
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 -82.43%. Use the drawdown chart below to compare losses from any high point for WBS and XLF. For additional features, visit the drawdowns tool.
Volatility
WBS vs. XLF - Volatility Comparison
Webster Financial Corporation (WBS) has a higher volatility of 8.96% compared to Financial Select Sector SPDR Fund (XLF) at 3.56%. 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.