XLF vs. JPM
Compare and contrast key facts about Financial Select Sector SPDR Fund (XLF) and JPMorgan Chase & Co. (JPM).
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: XLF or JPM.
Correlation
The correlation between XLF and JPM is 0.69, 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
XLF vs. JPM - Performance Comparison
Key characteristics
XLF:
0.94
JPM:
1.01
XLF:
1.39
JPM:
1.53
XLF:
1.20
JPM:
1.22
XLF:
1.22
JPM:
1.18
XLF:
4.79
JPM:
4.12
XLF:
3.96%
JPM:
7.01%
XLF:
20.18%
JPM:
28.64%
XLF:
-82.43%
JPM:
-74.02%
XLF:
-7.37%
JPM:
-12.59%
Returns By Period
In the year-to-date period, XLF achieves a 0.03% return, which is significantly lower than JPM's 2.62% return. Over the past 10 years, XLF has underperformed JPM with an annualized return of 13.90%, while JPM has yielded a comparatively higher 17.60% annualized return.
XLF
0.03%
-2.11%
2.84%
19.84%
17.81%
13.90%
JPM
2.62%
0.77%
9.08%
28.62%
23.46%
17.60%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
XLF vs. JPM — Risk-Adjusted Performance Rank
XLF
JPM
XLF vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Financial Select Sector SPDR Fund (XLF) and JPMorgan Chase & Co. (JPM). 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
XLF vs. JPM - Dividend Comparison
XLF's dividend yield for the trailing twelve months is around 1.48%, less than JPM's 2.08% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JPM JPMorgan Chase & Co. | 2.08% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
Drawdowns
XLF vs. JPM - Drawdown Comparison
The maximum XLF drawdown since its inception was -82.43%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for XLF and JPM. For additional features, visit the drawdowns tool.
Volatility
XLF vs. JPM - Volatility Comparison
The current volatility for Financial Select Sector SPDR Fund (XLF) is 13.52%, while JPMorgan Chase & Co. (JPM) has a volatility of 15.58%. This indicates that XLF experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.