XLC vs. XLF
Compare and contrast key facts about Communication Services Select Sector SPDR Fund (XLC) and Financial Select Sector SPDR Fund (XLF).
XLC and XLF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLC is a passively managed fund by State Street that tracks the performance of the S&P Communication Services Select Sector Index. It was launched on Jun 18, 2018. 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. Both XLC and XLF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLC or XLF.
Performance
XLC vs. XLF - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with XLC having a 33.36% return and XLF slightly higher at 34.55%.
XLC
33.36%
5.33%
16.64%
38.63%
14.19%
N/A
XLF
34.55%
5.04%
20.26%
45.22%
13.23%
11.95%
Key characteristics
| XLC | XLF | |
|---|---|---|
| Sharpe Ratio | 2.57 | 3.34 |
| Sortino Ratio | 3.42 | 4.70 |
| Omega Ratio | 1.46 | 1.61 |
| Calmar Ratio | 2.08 | 3.68 |
| Martin Ratio | 21.04 | 23.82 |
| Ulcer Index | 1.84% | 1.93% |
| Daily Std Dev | 15.06% | 13.77% |
| Max Drawdown | -46.66% | -82.69% |
| Current Drawdown | -1.14% | 0.00% |
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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%.
Correlation
The correlation between XLC and XLF is 0.57, 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.
Risk-Adjusted Performance
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.
Dividends
XLC vs. XLF - Dividend Comparison
XLC's dividend yield for the trailing twelve months is around 0.92%, less than XLF's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLC Communication Services Select Sector SPDR Fund | 0.92% | 0.82% | 1.11% | 0.74% | 0.68% | 0.81% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLF Financial Select Sector SPDR Fund | 1.33% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
XLC vs. XLF - Drawdown Comparison
The maximum XLC drawdown since its inception was -46.66%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for XLC and XLF. For additional features, visit the drawdowns tool.
Volatility
XLC vs. XLF - Volatility Comparison
The current volatility for Communication Services Select Sector SPDR Fund (XLC) is 4.22%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 7.04%. This indicates that XLC 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.