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WF vs. XLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WF vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Woori Financial Group Inc. (WF) and State Street Financial Select Sector SPDR ETF (XLF). 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 2.94% return, which is significantly higher than XLF's -6.64% return. Both investments have delivered pretty close results over the past 10 years, with WF having a 12.70% annualized return and XLF not far behind at 12.38%.


WF

1D
-1.75%
1M
-10.33%
YTD
2.94%
6M
3.17%
1Y
47.81%
3Y*
39.12%
5Y*
21.11%
10Y*
12.70%

XLF

1D
-1.15%
1M
-1.38%
YTD
-6.64%
6M
-4.18%
1Y
1.13%
3Y*
17.64%
5Y*
7.61%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WF vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WF
Woori Financial Group Inc.
2.94%99.65%16.76%13.14%-7.19%18.91%-9.52%-28.16%-5.75%40.44%
XLF
State Street Financial Select Sector SPDR ETF
-6.64%14.90%30.56%12.03%-10.59%34.80%-1.74%31.88%-13.06%22.00%

Correlation

The correlation between WF and XLF is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2003

0.37

Over the past year, the correlation between WF and XLF has dropped to 0.16 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

WF vs. XLF — Risk / Return Rank

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

WF
WF Risk / Return Rank: 7474
Overall Rank
WF Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WF Sortino Ratio Rank: 7575
Sortino Ratio Rank
WF Omega Ratio Rank: 7272
Omega Ratio Rank
WF Calmar Ratio Rank: 7070
Calmar Ratio Rank
WF Martin Ratio Rank: 7272
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 99
Overall Rank
XLF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 99
Sortino Ratio Rank
XLF Omega Ratio Rank: 99
Omega Ratio Rank
XLF Calmar Ratio Rank: 99
Calmar Ratio Rank
XLF Martin Ratio Rank: 99
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. XLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) and State Street Financial Select Sector SPDR ETF (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.


WFXLFDifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.25

1.02

+0.22

Calmar ratioReturn relative to maximum drawdown

1.62

0.08

+1.55

Martin ratioReturn relative to average drawdown

4.17

0.20

+3.97

WF vs. XLF - Sharpe Ratio Comparison

The current WF Sharpe Ratio is 1.40, which is higher than the XLF Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of WF and XLF, 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


WFXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.08

+1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.41

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.56

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.20

0.00

Drawdowns

WF vs. XLF - Drawdown Comparison

The maximum WF drawdown since its inception was -89.46%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for WF and XLF.


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Drawdown Indicators


WFXLFDifference

Max Drawdown

Largest peak-to-trough decline

-89.46%

-82.69%

-6.77%

Max Drawdown (1Y)

Largest decline over 1 year

-29.61%

-14.79%

-14.82%

Max Drawdown (3Y)

Largest decline over 3 years

-29.61%

-15.54%

-14.07%

Max Drawdown (5Y)

Largest decline over 5 years

-43.52%

-25.81%

-17.71%

Max Drawdown (10Y)

Largest decline over 10 years

-70.84%

-42.86%

-27.98%

Current Drawdown

Current decline from peak

-28.35%

-9.34%

-19.01%

Average Drawdown

Average peak-to-trough decline

-42.91%

-20.03%

-22.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.50%

5.66%

+5.84%

Volatility

WF vs. XLF - Volatility Comparison

Woori Financial Group Inc. (WF) has a higher volatility of 10.31% compared to State Street Financial Select Sector SPDR ETF (XLF) at 3.29%. This indicates that WF'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


WFXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.31%

3.29%

+7.02%

Volatility (6M)

Calculated over the trailing 6-month period

25.93%

10.94%

+14.99%

Volatility (1Y)

Calculated over the trailing 1-year period

34.41%

14.41%

+20.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.03%

18.63%

+12.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.44%

22.16%

+11.28%

Dividends

WF vs. XLF - Dividend Comparison

WF's dividend yield for the trailing twelve months is around 0.71%, less than XLF's 1.56% yield.


PositionTTM20252024202320222021202020192018201720162015
WF
Woori Financial Group Inc.
0.71%3.84%12.93%2.71%8.20%1.19%0.00%0.00%0.00%0.58%3.29%7.86%
XLF
State Street Financial Select Sector SPDR ETF
1.56%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%

Frequently Asked Questions


WF and XLF have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WF has higher volatility (10.31%) compared to XLF (3.29%). In terms of maximum drawdown, WF dropped -89.46% vs XLF's -82.69%.

WF currently has the higher Sharpe Ratio (1.40 vs 0.08), 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 XLF

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