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WFC vs. XLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WFC and XLF is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

WFC vs. XLF - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
658.63%
466.41%
WFC
XLF

Key characteristics

Sharpe Ratio

WFC:

0.51

XLF:

0.92

Sortino Ratio

WFC:

0.94

XLF:

1.37

Omega Ratio

WFC:

1.13

XLF:

1.20

Calmar Ratio

WFC:

0.70

XLF:

1.20

Martin Ratio

WFC:

1.95

XLF:

4.72

Ulcer Index

WFC:

8.84%

XLF:

3.94%

Daily Std Dev

WFC:

33.56%

XLF:

20.15%

Max Drawdown

WFC:

-79.01%

XLF:

-82.43%

Current Drawdown

WFC:

-13.93%

XLF:

-7.66%

Returns By Period

In the year-to-date period, WFC achieves a -0.24% return, which is significantly higher than XLF's -0.28% return. Over the past 10 years, WFC has underperformed XLF with an annualized return of 5.37%, while XLF has yielded a comparatively higher 13.97% annualized return.


WFC

YTD

-0.24%

1M

-1.36%

6M

9.22%

1Y

19.22%

5Y*

22.46%

10Y*

5.37%

XLF

YTD

-0.28%

1M

-2.42%

6M

3.80%

1Y

19.47%

5Y*

18.42%

10Y*

13.97%

*Annualized

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Risk-Adjusted Performance

WFC vs. XLF — Risk-Adjusted Performance Rank

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

WFC
The Risk-Adjusted Performance Rank of WFC is 7171
Overall Rank
The Sharpe Ratio Rank of WFC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of WFC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of WFC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of WFC is 7979
Calmar Ratio Rank
The Martin Ratio Rank of WFC is 7373
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8181
Overall Rank
The Sharpe Ratio Rank of XLF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 7979
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WFC vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wells Fargo & Company (WFC) 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.


The chart of Sharpe ratio for WFC, currently valued at 0.51, compared to the broader market-2.00-1.000.001.002.003.00
WFC: 0.51
XLF: 0.92
The chart of Sortino ratio for WFC, currently valued at 0.94, compared to the broader market-6.00-4.00-2.000.002.004.00
WFC: 0.94
XLF: 1.37
The chart of Omega ratio for WFC, currently valued at 1.13, compared to the broader market0.501.001.502.00
WFC: 1.13
XLF: 1.20
The chart of Calmar ratio for WFC, currently valued at 0.70, compared to the broader market0.001.002.003.004.005.00
WFC: 0.70
XLF: 1.20
The chart of Martin ratio for WFC, currently valued at 1.95, compared to the broader market-5.000.005.0010.0015.0020.00
WFC: 1.95
XLF: 4.72

The current WFC Sharpe Ratio is 0.51, which is lower than the XLF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of WFC 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.51
0.92
WFC
XLF

Dividends

WFC vs. XLF - Dividend Comparison

WFC's dividend yield for the trailing twelve months is around 2.22%, more than XLF's 1.48% yield.


TTM20242023202220212020201920182017201620152014
WFC
Wells Fargo & Company
2.22%2.14%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%
XLF
Financial Select Sector SPDR Fund
1.48%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%

Drawdowns

WFC vs. XLF - Drawdown Comparison

The maximum WFC drawdown since its inception was -79.01%, roughly equal to the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for WFC and XLF. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.93%
-7.66%
WFC
XLF

Volatility

WFC vs. XLF - Volatility Comparison

Wells Fargo & Company (WFC) has a higher volatility of 16.63% compared to Financial Select Sector SPDR Fund (XLF) at 13.51%. This indicates that WFC'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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.63%
13.51%
WFC
XLF