PortfoliosLab logoPortfoliosLab logo
XLF vs. KCE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLF vs. KCE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Financial Select Sector SPDR Fund (XLF) and SPDR S&P Capital Markets ETF (KCE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XLF vs. KCE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLF
Financial Select Sector SPDR Fund
-9.40%14.90%30.56%12.03%-10.59%34.80%-1.74%31.88%-13.06%22.00%
KCE
SPDR S&P Capital Markets ETF
-7.74%10.76%37.51%32.04%-22.14%40.05%30.82%27.13%-15.63%32.01%

Returns By Period

In the year-to-date period, XLF achieves a -9.40% return, which is significantly lower than KCE's -7.74% return. Over the past 10 years, XLF has underperformed KCE with an annualized return of 12.44%, while KCE has yielded a comparatively higher 15.87% annualized return.


XLF

1D
2.09%
1M
-3.51%
YTD
-9.40%
6M
-7.56%
1Y
0.65%
3Y*
17.25%
5Y*
9.34%
10Y*
12.44%

KCE

1D
2.64%
1M
-4.53%
YTD
-7.74%
6M
-9.06%
1Y
11.03%
3Y*
20.54%
5Y*
11.98%
10Y*
15.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


XLF vs. KCE - Expense Ratio Comparison

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


Return for Risk

XLF vs. KCE — Risk / Return Rank

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

XLF
XLF Risk / Return Rank: 1414
Overall Rank
XLF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1313
Sortino Ratio Rank
XLF Omega Ratio Rank: 1313
Omega Ratio Rank
XLF Calmar Ratio Rank: 1515
Calmar Ratio Rank
XLF Martin Ratio Rank: 1515
Martin Ratio Rank

KCE
KCE Risk / Return Rank: 2727
Overall Rank
KCE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
KCE Sortino Ratio Rank: 2727
Sortino Ratio Rank
KCE Omega Ratio Rank: 2727
Omega Ratio Rank
KCE Calmar Ratio Rank: 2929
Calmar Ratio Rank
KCE Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLF vs. KCE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Financial Select Sector SPDR Fund (XLF) and SPDR S&P Capital Markets ETF (KCE). 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.


XLFKCEDifference

Sharpe ratio

Return per unit of total volatility

0.03

0.43

-0.40

Sortino ratio

Return per unit of downside risk

0.18

0.75

-0.58

Omega ratio

Gain probability vs. loss probability

1.02

1.10

-0.08

Calmar ratio

Return relative to maximum drawdown

0.13

0.66

-0.53

Martin ratio

Return relative to average drawdown

0.38

1.76

-1.38

XLF vs. KCE - Sharpe Ratio Comparison

The current XLF Sharpe Ratio is 0.03, which is lower than the KCE Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of XLF and KCE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XLFKCEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.43

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.52

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.69

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.24

-0.04

Correlation

The correlation between XLF and KCE is 0.87, 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.


Dividends

XLF vs. KCE - Dividend Comparison

XLF's dividend yield for the trailing twelve months is around 1.60%, less than KCE's 1.87% yield.


TTM20252024202320222021202020192018201720162015
XLF
Financial Select Sector SPDR Fund
1.60%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%
KCE
SPDR S&P Capital Markets ETF
1.87%1.63%1.56%1.82%2.42%1.53%2.20%2.32%2.67%1.95%2.30%2.43%

Drawdowns

XLF vs. KCE - Drawdown Comparison

The maximum XLF drawdown since its inception was -82.69%, which is greater than KCE's maximum drawdown of -74.00%. Use the drawdown chart below to compare losses from any high point for XLF and KCE.


Loading graphics...

Drawdown Indicators


XLFKCEDifference

Max Drawdown

Largest peak-to-trough decline

-82.69%

-74.00%

-8.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.79%

-17.44%

+2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-25.81%

-34.45%

+8.64%

Max Drawdown (10Y)

Largest decline over 10 years

-42.86%

-40.78%

-2.08%

Current Drawdown

Current decline from peak

-12.01%

-14.34%

+2.33%

Average Drawdown

Average peak-to-trough decline

-20.10%

-22.94%

+2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

6.49%

-1.59%

Volatility

XLF vs. KCE - Volatility Comparison

The current volatility for Financial Select Sector SPDR Fund (XLF) is 4.75%, while SPDR S&P Capital Markets ETF (KCE) has a volatility of 6.33%. This indicates that XLF experiences smaller price fluctuations and is considered to be less risky than KCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XLFKCEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

6.33%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

15.64%

-4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

19.29%

25.68%

-6.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

22.97%

-4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.19%

23.21%

-1.02%