WF vs. XLF
WF (Woori Financial Group Inc.) is a stock, while XLF (State Street Financial Select Sector SPDR ETF) is Financials Equities fund tracking the Financial Select Sector Index. Over the past 10 years, WF returned 12.70%/yr vs 12.38%/yr for XLF. At a 0.37 correlation, their price movements are largely independent.
Performance
WF vs. XLF - Performance Comparison
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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%
WF vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
WF
XLF
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.
| WF | XLF | Difference | |
|---|---|---|---|
| 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 |
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 | XLF | Difference | |
|---|---|---|---|
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
| WF | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -28.35% | -9.34% | -19.01% |
Average DrawdownAverage peak-to-trough decline | -42.91% | -20.03% | -22.88% |
Ulcer IndexDepth 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
| WF | XLF | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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