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WF vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WF vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Woori Financial Group Inc. (WF) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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

WF vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

WF
WF Risk / Return Rank: 7070
Overall Rank
WF Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
WF Sortino Ratio Rank: 7171
Sortino Ratio Rank
WF Omega Ratio Rank: 6969
Omega Ratio Rank
WF Calmar Ratio Rank: 6767
Calmar Ratio Rank
WF Martin Ratio Rank: 6969
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7070
Overall Rank
XLE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 6767
Sortino Ratio Rank
XLE Omega Ratio Rank: 6464
Omega Ratio Rank
XLE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XLE Martin Ratio Rank: 6565
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.

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.


WFXLEDifference
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

WF vs. XLE - Sharpe Ratio Comparison

The current WF Sharpe Ratio is 1.20, which is lower than the XLE Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of WF and XLE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WFXLEDifference

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


WFXLEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-27.24%

-6.09%

-21.15%

Average Drawdown

Average peak-to-trough decline

-42.91%

-17.98%

-24.93%

Ulcer Index

Depth 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


WFXLEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for WF and XLE

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