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WBS vs. XLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WBS vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Webster Financial Corporation (WBS) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

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WBS vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBS
Webster Financial Corporation
10.90%17.31%12.48%11.48%-12.51%36.63%-16.87%11.54%-10.38%5.51%
XLF
Financial Select Sector SPDR Fund
-9.40%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 10.90% return, which is significantly higher than XLF's -9.40% return. Over the past 10 years, WBS has underperformed XLF with an annualized return of 10.23%, while XLF has yielded a comparatively higher 12.44% annualized return.


WBS

1D
2.21%
1M
-3.76%
YTD
10.90%
6M
18.25%
1Y
38.45%
3Y*
24.82%
5Y*
7.72%
10Y*
10.23%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WBS vs. XLF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WBS
WBS Risk / Return Rank: 7676
Overall Rank
WBS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
WBS Sortino Ratio Rank: 7070
Sortino Ratio Rank
WBS Omega Ratio Rank: 7575
Omega Ratio Rank
WBS Calmar Ratio Rank: 7979
Calmar Ratio Rank
WBS Martin Ratio Rank: 8181
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 1414
Overall Rank
XLF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1313
Sortino Ratio Rank
XLF Omega Ratio Rank: 1313
Omega Ratio Rank
XLF Calmar Ratio Rank: 1515
Calmar Ratio Rank
XLF Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


WBSXLFDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.03

+1.06

Sortino ratio

Return per unit of downside risk

1.58

0.18

+1.41

Omega ratio

Gain probability vs. loss probability

1.24

1.02

+0.22

Calmar ratio

Return relative to maximum drawdown

2.10

0.13

+1.97

Martin ratio

Return relative to average drawdown

6.34

0.38

+5.95

WBS vs. XLF - Sharpe Ratio Comparison

The current WBS Sharpe Ratio is 1.09, which is higher than the XLF Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of WBS and XLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WBSXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.03

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.50

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.56

-0.31

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 2.30%, more than XLF's 1.60% yield.


TTM20252024202320222021202020192018201720162015
WBS
Webster Financial Corporation
2.30%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


WBSXLFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.97%

-12.01%

+6.04%

Average Drawdown

Average peak-to-trough decline

-23.78%

-20.10%

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

4.90%

+1.39%

Volatility

WBS vs. XLF - Volatility Comparison

Webster Financial Corporation (WBS) has a higher volatility of 6.62% compared to Financial Select Sector SPDR Fund (XLF) at 4.75%. 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


WBSXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

4.75%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

20.21%

11.45%

+8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

35.35%

19.29%

+16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.94%

18.69%

+18.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.93%

22.19%

+17.74%