XLF vs. USD=X
XLF (State Street Financial Select Sector SPDR ETF) is Financials Equities fund tracking the Financial Select Sector Index, while USD=X (USD Cash) is a currency. Over the past 10 years, XLF returned 12.79%/yr vs 0.00%/yr for USD=X.
Performance
XLF vs. USD=X - Performance Comparison
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Returns By Period
XLF
- 1D
- -0.63%
- 1M
- 1.42%
- YTD
- -4.62%
- 6M
- -1.98%
- 1Y
- 2.91%
- 3Y*
- 18.06%
- 5Y*
- 8.47%
- 10Y*
- 12.79%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
XLF vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLF State Street Financial Select Sector SPDR ETF | -4.62% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
XLF vs. USD=X — Risk / Return Rank
XLF
USD=X
XLF vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Financial Select Sector SPDR ETF (XLF) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.05 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | — | — |
| Martin ratioReturn relative to average drawdown | 0.51 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLF | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | — | — |
Drawdowns
XLF vs. USD=X - Drawdown Comparison
The maximum XLF drawdown since its inception was -82.69%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XLF and USD=X.
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Drawdown Indicators
| XLF | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.69% | 0.00% | -82.69% |
Max Drawdown (1Y)Largest decline over 1 year | -14.79% | 0.00% | -14.79% |
Max Drawdown (3Y)Largest decline over 3 years | -15.54% | 0.00% | -15.54% |
Max Drawdown (5Y)Largest decline over 5 years | -25.81% | 0.00% | -25.81% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | 0.00% | -42.86% |
Current DrawdownCurrent decline from peak | -7.38% | 0.00% | -7.38% |
Average DrawdownAverage peak-to-trough decline | -20.02% | 0.00% | -20.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.71% | 0.00% | +5.71% |
Volatility
XLF vs. USD=X - Volatility Comparison
State Street Financial Select Sector SPDR ETF (XLF) has a higher volatility of 4.20% compared to USD Cash (USD=X) at 0.00%. This indicates that XLF's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLF | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 0.00% | +4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 0.00% | +11.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 0.00% | +14.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.66% | 0.00% | +18.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.18% | 0.00% | +22.18% |
Frequently Asked Questions
XLF has higher volatility (4.20%) compared to USD=X (0.00%). In terms of maximum drawdown, XLF dropped -82.69% vs USD=X's 0.00%.
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