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

Correlation

The correlation between XLF and KRE is 0.68, 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. KRE - 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 Regional Banking ETF (KRE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XLF:

1.07

KRE:

0.52

Sortino Ratio

XLF:

1.55

KRE:

0.92

Omega Ratio

XLF:

1.23

KRE:

1.12

Calmar Ratio

XLF:

1.40

KRE:

0.41

Martin Ratio

XLF:

5.37

KRE:

1.44

Ulcer Index

XLF:

4.05%

KRE:

10.77%

Daily Std Dev

XLF:

20.36%

KRE:

32.45%

Max Drawdown

XLF:

-82.43%

KRE:

-68.54%

Current Drawdown

XLF:

-3.41%

KRE:

-20.92%

Returns By Period

In the year-to-date period, XLF achieves a 4.31% return, which is significantly higher than KRE's -5.51% return. Over the past 10 years, XLF has outperformed KRE with an annualized return of 14.09%, while KRE has yielded a comparatively lower 5.50% annualized return.


XLF

YTD

4.31%

1M

6.51%

6M

0.91%

1Y

21.63%

3Y*

16.00%

5Y*

20.26%

10Y*

14.09%

KRE

YTD

-5.51%

1M

8.17%

6M

-13.18%

1Y

16.78%

3Y*

0.30%

5Y*

13.34%

10Y*

5.50%

*Annualized

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Financial Select Sector SPDR Fund

SPDR S&P Regional Banking ETF

XLF vs. KRE - Expense Ratio Comparison

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


Risk-Adjusted Performance

XLF vs. KRE — 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 8686
Overall Rank
The Sharpe Ratio Rank of XLF is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 8484
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8585
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8888
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8686
Martin Ratio Rank

KRE
The Risk-Adjusted Performance Rank of KRE is 5454
Overall Rank
The Sharpe Ratio Rank of KRE is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of KRE is 5959
Sortino Ratio Rank
The Omega Ratio Rank of KRE is 5656
Omega Ratio Rank
The Calmar Ratio Rank of KRE is 5151
Calmar Ratio Rank
The Martin Ratio Rank of KRE is 4747
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. KRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Financial Select Sector SPDR Fund (XLF) and SPDR S&P Regional Banking ETF (KRE). 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 current XLF Sharpe Ratio is 1.07, which is higher than the KRE Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of XLF and KRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

XLF vs. KRE - Dividend Comparison

XLF's dividend yield for the trailing twelve months is around 1.42%, less than KRE's 2.76% yield.


TTM20242023202220212020201920182017201620152014
XLF
Financial Select Sector SPDR Fund
1.42%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%
KRE
SPDR S&P Regional Banking ETF
2.76%2.59%2.99%2.51%1.97%2.78%2.21%2.25%1.40%1.39%1.80%1.60%

Drawdowns

XLF vs. KRE - Drawdown Comparison

The maximum XLF drawdown since its inception was -82.43%, which is greater than KRE's maximum drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for XLF and KRE. For additional features, visit the drawdowns tool.


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Volatility

XLF vs. KRE - Volatility Comparison

The current volatility for Financial Select Sector SPDR Fund (XLF) is 4.23%, while SPDR S&P Regional Banking ETF (KRE) has a volatility of 7.56%. This indicates that XLF experiences smaller price fluctuations and is considered to be less risky than KRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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