XLF vs. XLV
Compare and contrast key facts about Financial Select Sector SPDR Fund (XLF) and Health Care Select Sector SPDR Fund (XLV).
XLF and XLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. It was launched on Dec 16, 1998. Both XLF and XLV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLF or XLV.
Performance
XLF vs. XLV - Performance Comparison
Returns By Period
In the year-to-date period, XLF achieves a 34.14% return, which is significantly higher than XLV's 5.18% return. Over the past 10 years, XLF has outperformed XLV with an annualized return of 11.94%, while XLV has yielded a comparatively lower 9.30% annualized return.
XLF
34.14%
5.03%
18.26%
45.53%
13.12%
11.94%
XLV
5.18%
-7.46%
-2.31%
12.12%
9.67%
9.30%
Key characteristics
| XLF | XLV | |
|---|---|---|
| Sharpe Ratio | 3.35 | 1.17 |
| Sortino Ratio | 4.71 | 1.65 |
| Omega Ratio | 1.61 | 1.21 |
| Calmar Ratio | 3.56 | 1.33 |
| Martin Ratio | 23.90 | 4.96 |
| Ulcer Index | 1.93% | 2.54% |
| Daily Std Dev | 13.75% | 10.78% |
| Max Drawdown | -82.69% | -39.18% |
| Current Drawdown | -0.04% | -9.46% |
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XLF vs. XLV - Expense Ratio Comparison
XLF has a 0.13% expense ratio, which is higher than XLV's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between XLF and XLV is 0.61, 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.
Risk-Adjusted Performance
XLF vs. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Financial Select Sector SPDR Fund (XLF) and Health Care Select Sector SPDR Fund (XLV). 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. XLV - Dividend Comparison
XLF's dividend yield for the trailing twelve months is around 1.33%, less than XLV's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLF Financial Select Sector SPDR Fund | 1.33% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
XLV Health Care Select Sector SPDR Fund | 1.60% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
Drawdowns
XLF vs. XLV - Drawdown Comparison
The maximum XLF drawdown since its inception was -82.69%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for XLF and XLV. For additional features, visit the drawdowns tool.
Volatility
XLF vs. XLV - Volatility Comparison
Financial Select Sector SPDR Fund (XLF) has a higher volatility of 7.04% compared to Health Care Select Sector SPDR Fund (XLV) at 3.52%. This indicates that XLF's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.