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

Correlation

The correlation between WTW 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.


-0.50.00.51.0
Correlation: 0.5

Performance

WTW vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Willis Towers Watson Public Limited Company (WTW) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
174.04%
271.43%
WTW
XLF

Key characteristics

Sharpe Ratio

WTW:

0.78

XLF:

0.92

Sortino Ratio

WTW:

1.14

XLF:

1.37

Omega Ratio

WTW:

1.16

XLF:

1.20

Calmar Ratio

WTW:

1.39

XLF:

1.20

Martin Ratio

WTW:

4.55

XLF:

4.72

Ulcer Index

WTW:

3.51%

XLF:

3.94%

Daily Std Dev

WTW:

20.48%

XLF:

20.15%

Max Drawdown

WTW:

-32.95%

XLF:

-82.43%

Current Drawdown

WTW:

-11.11%

XLF:

-7.66%

Returns By Period

In the year-to-date period, WTW achieves a -3.26% return, which is significantly lower than XLF's -0.28% return.


WTW

YTD

-3.26%

1M

-10.51%

6M

4.62%

1Y

19.03%

5Y*

12.81%

10Y*

N/A

XLF

YTD

-0.28%

1M

-4.49%

6M

3.80%

1Y

19.30%

5Y*

19.43%

10Y*

13.86%

*Annualized

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Risk-Adjusted Performance

WTW vs. XLF — Risk-Adjusted Performance Rank

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

WTW
The Risk-Adjusted Performance Rank of WTW is 7979
Overall Rank
The Sharpe Ratio Rank of WTW is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of WTW is 7070
Sortino Ratio Rank
The Omega Ratio Rank of WTW is 7070
Omega Ratio Rank
The Calmar Ratio Rank of WTW is 8989
Calmar Ratio Rank
The Martin Ratio Rank of WTW is 8585
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8181
Overall Rank
The Sharpe Ratio Rank of XLF is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 7979
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8383
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.

WTW vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Willis Towers Watson Public Limited Company (WTW) 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 WTW, currently valued at 0.78, compared to the broader market-2.00-1.000.001.002.003.00
WTW: 0.78
XLF: 0.92
The chart of Sortino ratio for WTW, currently valued at 1.14, compared to the broader market-6.00-4.00-2.000.002.004.00
WTW: 1.14
XLF: 1.37
The chart of Omega ratio for WTW, currently valued at 1.16, compared to the broader market0.501.001.502.00
WTW: 1.16
XLF: 1.20
The chart of Calmar ratio for WTW, currently valued at 1.39, compared to the broader market0.001.002.003.004.005.00
WTW: 1.39
XLF: 1.20
The chart of Martin ratio for WTW, currently valued at 4.55, compared to the broader market-5.000.005.0010.0015.0020.00
WTW: 4.55
XLF: 4.72

The current WTW Sharpe Ratio is 0.78, which is comparable to the XLF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of WTW 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
0.78
0.92
WTW
XLF

Dividends

WTW vs. XLF - Dividend Comparison

WTW's dividend yield for the trailing twelve months is around 1.18%, less than XLF's 1.48% yield.


TTM20242023202220212020201920182017201620152014
WTW
Willis Towers Watson Public Limited Company
1.18%1.12%1.39%1.34%1.27%1.31%1.29%1.58%1.41%1.57%0.00%0.00%
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

WTW vs. XLF - Drawdown Comparison

The maximum WTW drawdown since its inception was -32.95%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for WTW and XLF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.11%
-7.66%
WTW
XLF

Volatility

WTW vs. XLF - Volatility Comparison

The current volatility for Willis Towers Watson Public Limited Company (WTW) is 11.81%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 13.51%. This indicates that WTW experiences smaller price fluctuations and is considered to be less risky than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.81%
13.51%
WTW
XLF