WF vs. XLE
WF (Woori Financial Group Inc.) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, WF returned 12.68%/yr vs 9.99%/yr for XLE. At a 0.32 correlation, their price movements are largely independent.
Performance
WF vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, WF achieves a 4.54% return, which is significantly lower than XLE's 32.26% return. Over the past 10 years, WF has outperformed XLE with an annualized return of 12.68%, while XLE has yielded a comparatively lower 9.99% annualized return.
WF
- 1D
- 1.55%
- 1M
- -12.24%
- YTD
- 4.54%
- 6M
- 6.44%
- 1Y
- 40.22%
- 3Y*
- 40.26%
- 5Y*
- 21.49%
- 10Y*
- 12.68%
XLE
- 1D
- 0.07%
- 1M
- -1.18%
- YTD
- 32.26%
- 6M
- 29.34%
- 1Y
- 47.98%
- 3Y*
- 17.74%
- 5Y*
- 20.45%
- 10Y*
- 9.99%
WF vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WF Woori Financial Group Inc. | 4.54% | 99.65% | 16.76% | 13.14% | -7.19% | 18.91% | -9.52% | -28.16% | -5.75% | 40.44% |
XLE State Street Energy Select Sector SPDR ETF | 32.26% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between WF and XLE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2003 | 0.32 |
Over the past year, the correlation between WF and XLE has dropped to 0.02 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
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Return for Risk
WF vs. XLE — Risk / Return Rank
WF
XLE
WF vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) and State Street Energy Select Sector SPDR ETF (XLE). 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.
| WF | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.38 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 4.00 | -2.64 |
| Martin ratioReturn relative to average drawdown | 3.47 | 11.60 | -8.13 |
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
| WF | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 2.36 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.79 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.34 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.31 | -0.11 |
Drawdowns
WF vs. XLE - Drawdown Comparison
The maximum WF drawdown since its inception was -89.46%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for WF and XLE.
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Drawdown Indicators
| WF | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.46% | -71.26% | -18.20% |
Max Drawdown (1Y)Largest decline over 1 year | -29.61% | -12.05% | -17.56% |
Max Drawdown (3Y)Largest decline over 3 years | -29.61% | -20.14% | -9.47% |
Max Drawdown (5Y)Largest decline over 5 years | -43.52% | -26.04% | -17.48% |
Max Drawdown (10Y)Largest decline over 10 years | -70.84% | -66.81% | -4.03% |
Current DrawdownCurrent decline from peak | -27.24% | -6.09% | -21.15% |
Average DrawdownAverage peak-to-trough decline | -42.91% | -17.98% | -24.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.62% | 4.15% | +7.47% |
Volatility
WF vs. XLE - Volatility Comparison
Woori Financial Group Inc. (WF) has a higher volatility of 9.59% compared to State Street Energy Select Sector SPDR ETF (XLE) at 8.25%. This indicates that WF's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WF | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.59% | 8.25% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 25.53% | 16.51% | +9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.43% | 20.50% | +13.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.99% | 26.01% | +4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.43% | 29.58% | +3.85% |
Dividends
WF vs. XLE - Dividend Comparison
WF's dividend yield for the trailing twelve months is around 0.70%, less than XLE's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WF Woori Financial Group Inc. | 0.70% | 3.84% | 12.93% | 2.71% | 8.20% | 1.19% | 0.00% | 0.00% | 0.00% | 0.58% | 3.29% | 7.86% |
XLE State Street Energy Select Sector SPDR ETF | 2.54% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
WF and XLE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WF has higher volatility (9.59%) compared to XLE (8.25%). In terms of maximum drawdown, WF dropped -89.46% vs XLE's -71.26%.
XLE currently has the higher Sharpe Ratio (2.36 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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