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XLFI vs. EUFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XLFI vs. EUFN

Last updated Jul 12, 2026
Documentation

XLFI (State Street Financial Select Sector SPDR Premium Income ETF) and EUFN (iShares MSCI Europe Financials ETF) are both exchange-traded funds - XLFI is a Derivative Income fund actively managed by State Street, while EUFN is a Financials Equities fund tracking the MSCI Europe Financials Index (Net). XLFI is actively managed, while EUFN is passively managed. A 0.57 correlation means they provide meaningful diversification when combined. XLFI charges 0.35%/yr vs 0.49%/yr for EUFN.

Performance

XLFI vs. EUFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Financial Select Sector SPDR Premium Income ETF (XLFI) and iShares MSCI Europe Financials ETF (EUFN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XLFI achieves a 1.39% return, which is significantly lower than EUFN's 11.40% return.

XLFI

1D
0.28%
1M
3.02%
6M
-0.05%
YTD
1.39%
1Y
—
3Y*
—
5Y*
—
10Y*
—

EUFN

1D
0.75%
1M
6.36%
6M
11.49%
YTD
11.40%
1Y
31.84%
3Y*
34.21%
5Y*
21.07%
10Y*
14.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLFI vs. EUFN - Yearly Performance Comparison

2026 (YTD)2025
XLFI
State Street Financial Select Sector SPDR Premium Income ETF		1.39%5.40%
EUFN
iShares MSCI Europe Financials ETF		11.40%15.79%

Correlation

The correlation between XLFI and EUFN is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.57

XLFI vs. EUFN - Sectors Allocation Comparison

Sectors
XLFI
EUFN

Financial Services

99.9%
97.9%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

0.2%

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

0.4%

Real Estate

-

-

Technology

-

1.0%

Utilities

-

-

Financial Services

XLFI
99.9%
EUFN
97.9%

Basic Materials

XLFI

-

EUFN

-

Communication Services

XLFI

-

EUFN

-

Consumer Cyclical

XLFI

-

EUFN
0.2%

Consumer Defensive

XLFI

-

EUFN

-

Energy

XLFI

-

EUFN

-

Healthcare

XLFI

-

EUFN

-

Industrials

XLFI

-

EUFN
0.4%

Real Estate

XLFI

-

EUFN

-

Technology

XLFI

-

EUFN
1.0%

Utilities

XLFI

-

EUFN

-

Compare stocks, funds, or ETFs

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State Street Financial Select Sector SPDR Premium Income ETF

iShares MSCI Europe Financials ETF

Often compared with XLFI:
XLFI vs. PBPXLFI vs. XLFXLFI vs. XLUXLFI vs. CHPYXLFI vs. FYEEXLFI vs. IVVWXLFI vs. SPYM
Often compared with EUFN:
EUFN vs. XLFEUFN vs. FDDEUFN vs. GSIBEUFN vs. SPYEUFN vs. EURLEUFN vs. EIRLEUFN vs. IEUR

Return for Risk

XLFI vs. EUFN — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EUFN
EUFN Risk / Return Rank: 5252
Overall Rank
EUFN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EUFN Sortino Ratio Rank: 5555
Sortino Ratio Rank
EUFN Omega Ratio Rank: 5050
Omega Ratio Rank
EUFN Calmar Ratio Rank: 5050
Calmar Ratio Rank
EUFN Martin Ratio Rank: 5252
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.

XLFI vs. EUFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Financial Select Sector SPDR Premium Income ETF (XLFI) and iShares MSCI Europe Financials ETF (EUFN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

XLFIEUFNDifference
Sharpe ratioReturn per unit of total volatility

—

1.50

—

Sortino ratioReturn per unit of downside risk

—

2.16

—

Omega ratioGain probability vs. loss probability

—

1.26

—

Calmar ratioReturn relative to maximum drawdown

—

2.04

—

Martin ratioReturn relative to average drawdown

—

7.14

—

XLFI vs. EUFN - Sharpe Ratio Comparison

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Drawdowns

XLFI vs. EUFN - Drawdown Comparison

The maximum XLFI drawdown since its inception was -11.89%, smaller than the maximum EUFN drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for XLFI and EUFN.

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Drawdown Indicators

XLFIEUFNDifference

Max Drawdown

Largest peak-to-trough decline

-11.89%

-53.25%

+41.36%

Max Drawdown (1Y)

Largest decline over 1 year

—

-14.77%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-15.95%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-35.15%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-53.25%

—

Current Drawdown

Current decline from peak

-0.32%

-0.96%

+0.64%

Average Drawdown

Average peak-to-trough decline

-3.19%

-14.47%

+11.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

4.22%

—

Volatility

XLFI vs. EUFN - Volatility Comparison

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Volatility by Period

XLFIEUFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

5.93%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

17.29%

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

20.16%

-8.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.04%

21.83%

-9.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.04%

23.71%

-11.67%

XLFI vs. EUFN - Expense Ratio Comparison

XLFI has a 0.35% expense ratio, which is lower than EUFN's 0.49% expense ratio.

Dividends

XLFI vs. EUFN - Dividend Comparison

XLFI's dividend yield for the trailing twelve months is around 11.49%, more than EUFN's 4.12% yield.

PositionTTM20252024202320222021202020192018201720162015
EUFN
iShares MSCI Europe Financials ETF		4.12%3.57%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%
XLFI
State Street Financial Select Sector SPDR Premium Income ETF		11.49%5.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XLFI and EUFN have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLFI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLFI is cheaper with a 0.35% expense ratio, compared with 0.49% for EUFN.

XLFI has the higher dividend yield at 11.49%, compared with 4.12% for EUFN.

XLFI is categorized as Derivative Income, while EUFN is Financials Equities. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for XLFI and 0.49% for EUFN.

Portfolio Optimizer

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