WRB vs. XLF
Compare and contrast key facts about W. R. Berkley Corporation (WRB) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WRB or XLF.
Correlation
The correlation between WRB and XLF is 0.53, 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.
Performance
WRB vs. XLF - Performance Comparison
Key characteristics
WRB:
1.36
XLF:
2.34
WRB:
1.83
XLF:
3.34
WRB:
1.27
XLF:
1.43
WRB:
2.24
XLF:
4.56
WRB:
4.87
XLF:
15.34
WRB:
6.14%
XLF:
2.15%
WRB:
21.97%
XLF:
14.09%
WRB:
-69.20%
XLF:
-82.43%
WRB:
-8.94%
XLF:
-5.51%
Returns By Period
In the year-to-date period, WRB achieves a 27.30% return, which is significantly lower than XLF's 30.49% return. Over the past 10 years, WRB has outperformed XLF with an annualized return of 16.87%, while XLF has yielded a comparatively lower 13.65% annualized return.
WRB
27.30%
-4.84%
11.70%
28.22%
16.37%
16.87%
XLF
30.49%
-3.31%
18.26%
31.39%
11.76%
13.65%
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Risk-Adjusted Performance
WRB vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) 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.
Dividends
WRB vs. XLF - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 2.38%, more than XLF's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | 2.38% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% | 2.79% | 0.90% |
XLF Financial Select Sector SPDR Fund | 0.99% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
Drawdowns
WRB vs. XLF - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.20%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for WRB and XLF. For additional features, visit the drawdowns tool.
Volatility
WRB vs. XLF - Volatility Comparison
W. R. Berkley Corporation (WRB) has a higher volatility of 5.08% compared to Financial Select Sector SPDR Fund (XLF) at 4.48%. This indicates that WRB'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.