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

Correlation

The correlation between XLC and XLF is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

XLC vs. XLF - Performance Comparison

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

80.00%90.00%100.00%110.00%120.00%December2025FebruaryMarchAprilMay
108.17%
105.28%
XLC
XLF

Key characteristics

Sharpe Ratio

XLC:

1.26

XLF:

1.16

Sortino Ratio

XLC:

1.75

XLF:

1.66

Omega Ratio

XLC:

1.26

XLF:

1.24

Calmar Ratio

XLC:

1.36

XLF:

1.51

Martin Ratio

XLC:

5.14

XLF:

5.77

Ulcer Index

XLC:

4.75%

XLF:

4.05%

Daily Std Dev

XLC:

19.38%

XLF:

20.25%

Max Drawdown

XLC:

-46.65%

XLF:

-82.43%

Current Drawdown

XLC:

-7.02%

XLF:

-5.46%

Returns By Period

In the year-to-date period, XLC achieves a 1.15% return, which is significantly lower than XLF's 2.09% return.


XLC

YTD

1.15%

1M

11.92%

6M

5.44%

1Y

21.44%

5Y*

15.01%

10Y*

N/A

XLF

YTD

2.09%

1M

11.22%

6M

6.08%

1Y

21.56%

5Y*

19.94%

10Y*

13.93%

*Annualized

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XLC vs. XLF - Expense Ratio Comparison

Both XLC and XLF have an expense ratio of 0.13%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

XLC vs. XLF — Risk-Adjusted Performance Rank

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

XLC
The Risk-Adjusted Performance Rank of XLC is 8585
Overall Rank
The Sharpe Ratio Rank of XLC is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of XLC is 8484
Sortino Ratio Rank
The Omega Ratio Rank of XLC is 8686
Omega Ratio Rank
The Calmar Ratio Rank of XLC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLC is 8484
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8484
Overall Rank
The Sharpe Ratio Rank of XLF is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 8282
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8484
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8888
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8686
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.

XLC vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Communication Services Select Sector SPDR Fund (XLC) 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 current XLC Sharpe Ratio is 1.26, which is comparable to the XLF Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of XLC 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
1.26
1.16
XLC
XLF

Dividends

XLC vs. XLF - Dividend Comparison

XLC's dividend yield for the trailing twelve months is around 1.06%, less than XLF's 1.45% yield.


TTM20242023202220212020201920182017201620152014
XLC
Communication Services Select Sector SPDR Fund
1.06%0.99%0.82%1.11%0.74%0.68%0.81%0.64%0.00%0.00%0.00%0.00%
XLF
Financial Select Sector SPDR Fund
1.45%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%

Drawdowns

XLC vs. XLF - Drawdown Comparison

The maximum XLC drawdown since its inception was -46.65%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for XLC and XLF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.02%
-5.46%
XLC
XLF

Volatility

XLC vs. XLF - Volatility Comparison

Communication Services Select Sector SPDR Fund (XLC) has a higher volatility of 10.80% compared to Financial Select Sector SPDR Fund (XLF) at 9.52%. This indicates that XLC'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.80%
9.52%
XLC
XLF