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

Correlation

The correlation between XLF and KBWB 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.


-0.50.00.51.0
Correlation: 0.7

Performance

XLF vs. KBWB - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
644.92%
311.01%
XLF
KBWB

Key characteristics

Sharpe Ratio

XLF:

0.92

KBWB:

0.59

Sortino Ratio

XLF:

1.37

KBWB:

0.99

Omega Ratio

XLF:

1.20

KBWB:

1.14

Calmar Ratio

XLF:

1.20

KBWB:

0.62

Martin Ratio

XLF:

4.72

KBWB:

2.25

Ulcer Index

XLF:

3.94%

KBWB:

7.40%

Daily Std Dev

XLF:

20.15%

KBWB:

28.22%

Max Drawdown

XLF:

-82.43%

KBWB:

-50.27%

Current Drawdown

XLF:

-7.66%

KBWB:

-16.31%

Returns By Period

In the year-to-date period, XLF achieves a -0.28% return, which is significantly higher than KBWB's -7.53% return. Over the past 10 years, XLF has outperformed KBWB with an annualized return of 13.97%, while KBWB has yielded a comparatively lower 7.39% annualized return.


XLF

YTD

-0.28%

1M

-2.42%

6M

3.80%

1Y

19.47%

5Y*

18.42%

10Y*

13.97%

KBWB

YTD

-7.53%

1M

-3.08%

6M

-1.82%

1Y

17.22%

5Y*

12.82%

10Y*

7.39%

*Annualized

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XLF vs. KBWB - Expense Ratio Comparison

XLF has a 0.13% expense ratio, which is lower than KBWB's 0.35% expense ratio.


Expense ratio chart for KBWB: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KBWB: 0.35%
Expense ratio chart for XLF: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLF: 0.13%

Risk-Adjusted Performance

XLF vs. KBWB — Risk-Adjusted Performance Rank

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

XLF
The Risk-Adjusted Performance Rank of XLF is 8181
Overall Rank
The Sharpe Ratio Rank of XLF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 7979
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8484
Martin Ratio Rank

KBWB
The Risk-Adjusted Performance Rank of KBWB is 6767
Overall Rank
The Sharpe Ratio Rank of KBWB is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWB is 6767
Sortino Ratio Rank
The Omega Ratio Rank of KBWB is 6868
Omega Ratio Rank
The Calmar Ratio Rank of KBWB is 7171
Calmar Ratio Rank
The Martin Ratio Rank of KBWB is 6565
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.

XLF vs. KBWB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Financial Select Sector SPDR Fund (XLF) and Invesco KBW Bank ETF (KBWB). 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 XLF, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.00
XLF: 0.92
KBWB: 0.59
The chart of Sortino ratio for XLF, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.00
XLF: 1.37
KBWB: 0.99
The chart of Omega ratio for XLF, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
XLF: 1.20
KBWB: 1.14
The chart of Calmar ratio for XLF, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.00
XLF: 1.20
KBWB: 0.62
The chart of Martin ratio for XLF, currently valued at 4.72, compared to the broader market0.0020.0040.0060.00
XLF: 4.72
KBWB: 2.25

The current XLF Sharpe Ratio is 0.92, which is higher than the KBWB Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of XLF and KBWB, 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
0.92
0.59
XLF
KBWB

Dividends

XLF vs. KBWB - Dividend Comparison

XLF's dividend yield for the trailing twelve months is around 1.48%, less than KBWB's 2.65% yield.


TTM20242023202220212020201920182017201620152014
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%
KBWB
Invesco KBW Bank ETF
2.65%2.46%3.20%3.05%2.13%2.63%2.38%2.54%1.35%1.53%1.53%1.52%

Drawdowns

XLF vs. KBWB - Drawdown Comparison

The maximum XLF drawdown since its inception was -82.43%, which is greater than KBWB's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for XLF and KBWB. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.66%
-16.31%
XLF
KBWB

Volatility

XLF vs. KBWB - Volatility Comparison

The current volatility for Financial Select Sector SPDR Fund (XLF) is 13.51%, while Invesco KBW Bank ETF (KBWB) has a volatility of 17.50%. This indicates that XLF experiences smaller price fluctuations and is considered to be less risky than KBWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.51%
17.50%
XLF
KBWB