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

Key characteristics


XLFFNCL
YTD Return8.81%7.45%
1Y Return25.07%26.74%
3Y Return (Ann)5.97%5.48%
5Y Return (Ann)10.20%9.72%
10Y Return (Ann)13.21%10.51%
Sharpe Ratio2.072.02
Daily Std Dev12.80%14.00%
Max Drawdown-82.43%-44.38%
Current Drawdown-3.23%-3.57%

Correlation

-0.50.00.51.01.0

The correlation between XLF and FNCL is 0.99, 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

XLF vs. FNCL - Performance Comparison

In the year-to-date period, XLF achieves a 8.81% return, which is significantly higher than FNCL's 7.45% return. Over the past 10 years, XLF has outperformed FNCL with an annualized return of 13.21%, while FNCL has yielded a comparatively lower 10.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
268.71%
187.34%
XLF
FNCL

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Financial Select Sector SPDR Fund

Fidelity MSCI Financials Index ETF

XLF vs. FNCL - Expense Ratio Comparison

XLF has a 0.13% expense ratio, which is higher than FNCL's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


XLF
Financial Select Sector SPDR Fund
Expense ratio chart for XLF: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for FNCL: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

XLF vs. FNCL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Financial Select Sector SPDR Fund (XLF) and Fidelity MSCI Financials Index ETF (FNCL). 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.


XLF
Sharpe ratio
The chart of Sharpe ratio for XLF, currently valued at 2.07, compared to the broader market-1.000.001.002.003.004.005.002.07
Sortino ratio
The chart of Sortino ratio for XLF, currently valued at 2.93, compared to the broader market-2.000.002.004.006.008.002.93
Omega ratio
The chart of Omega ratio for XLF, currently valued at 1.35, compared to the broader market0.501.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for XLF, currently valued at 1.22, compared to the broader market0.002.004.006.008.0010.0012.001.22
Martin ratio
The chart of Martin ratio for XLF, currently valued at 7.97, compared to the broader market0.0020.0040.0060.007.97
FNCL
Sharpe ratio
The chart of Sharpe ratio for FNCL, currently valued at 2.02, compared to the broader market-1.000.001.002.003.004.005.002.02
Sortino ratio
The chart of Sortino ratio for FNCL, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.002.84
Omega ratio
The chart of Omega ratio for FNCL, currently valued at 1.35, compared to the broader market0.501.001.502.002.501.35
Calmar ratio
The chart of Calmar ratio for FNCL, currently valued at 1.16, compared to the broader market0.002.004.006.008.0010.0012.001.16
Martin ratio
The chart of Martin ratio for FNCL, currently valued at 7.74, compared to the broader market0.0020.0040.0060.007.74

XLF vs. FNCL - Sharpe Ratio Comparison

The current XLF Sharpe Ratio is 2.07, which roughly equals the FNCL Sharpe Ratio of 2.02. The chart below compares the 12-month rolling Sharpe Ratio of XLF and FNCL.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.07
2.02
XLF
FNCL

Dividends

XLF vs. FNCL - Dividend Comparison

XLF's dividend yield for the trailing twelve months is around 1.57%, less than FNCL's 1.76% yield.


TTM20232022202120202019201820172016201520142013
XLF
Financial Select Sector SPDR Fund
1.57%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%1.81%
FNCL
Fidelity MSCI Financials Index ETF
1.76%1.91%2.29%1.75%2.26%2.17%2.37%1.60%1.44%2.17%1.77%0.43%

Drawdowns

XLF vs. FNCL - Drawdown Comparison

The maximum XLF drawdown since its inception was -82.43%, which is greater than FNCL's maximum drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for XLF and FNCL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.23%
-3.57%
XLF
FNCL

Volatility

XLF vs. FNCL - Volatility Comparison

The current volatility for Financial Select Sector SPDR Fund (XLF) is 3.60%, while Fidelity MSCI Financials Index ETF (FNCL) has a volatility of 3.85%. This indicates that XLF experiences smaller price fluctuations and is considered to be less risky than FNCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.60%
3.85%
XLF
FNCL