XLG vs. SFYF

Last updated Jun 24, 2026

XLG (Invesco S&P 500 Top 50 ETF) and SFYF (SoFi Social 50 ETF) are both exchange-traded funds - XLG is a S&P 500 fund tracking the S&P 500 Top 50 Index, while SFYF is a Large Cap Growth Equities fund tracking the SoFi Social 50 Index. Both are passively managed. Over the past 5 years, XLG returned 14.28%/yr vs 9.95%/yr for SFYF. Their correlation of 0.82 suggests significant overlap in exposure. XLG charges 0.20%/yr vs 0.29%/yr for SFYF.

Performance

XLG vs. SFYF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Top 50 ETF (XLG) and SoFi Social 50 ETF (SFYF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XLG achieves a 1.60% return, which is significantly lower than SFYF's 8.48% return.

XLG

• 1D: -1.88%
• 1M: -5.41%
• YTD: 1.60%
• 6M: 0.73%
• 1Y: 19.95%
• 3Y*: 21.35%
• 5Y*: 14.28%
• 10Y*: 16.94%

SFYF

• 1D: -2.42%
• 1M: -2.98%
• YTD: 8.48%
• 6M: 6.33%
• 1Y: 34.24%
• 3Y*: 32.23%
• 5Y*: 9.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XLG vs. SFYF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XLG Invesco S&P 500 Top 50 ETF	1.60%	19.51%	33.49%	38.16%	-24.29%	30.77%	24.15%	13.69%
SFYF SoFi Social 50 ETF	8.48%	30.00%	44.62%	56.80%	-47.73%	35.83%	33.65%	5.50%

Correlation

The correlation between XLG and SFYF is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since May 8, 2019	0.82

The correlation between XLG and SFYF has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

XLG vs. SFYF - Sectors Allocation Comparison

Sectors	XLG	SFYF
Technology	46.8%	34.9%
Communication Services	16.0%	16.7%
Consumer Cyclical	11.2%	24.6%
Financial Services	9.0%	7.5%
Healthcare	7.0%	6.8%
Consumer Defensive	5.2%	6.0%
Energy	2.4%	0.7%
Industrials	1.9%	1.2%
Basic Materials	0.6%	-
Real Estate	-	1.1%
Utilities	-	-

Return for Risk

XLG vs. SFYF — Risk / Return Rank

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

XLG

XLG Risk / Return Rank: 39
XLG Sharpe Ratio Rank: 42
XLG Sortino Ratio Rank: 40
XLG Omega Ratio Rank: 41
XLG Calmar Ratio Rank: 33
XLG Martin Ratio Rank: 38

SFYF

SFYF Risk / Return Rank: 50
SFYF Sharpe Ratio Rank: 55
SFYF Sortino Ratio Rank: 49
SFYF Omega Ratio Rank: 50
SFYF Calmar Ratio Rank: 48
SFYF Martin Ratio Rank: 46

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.

XLG vs. SFYF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Top 50 ETF (XLG) and SoFi Social 50 ETF (SFYF). 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.

	XLG	SFYF	Difference
Sharpe ratio: Return per unit of total volatility	1.44	1.75	-0.31
Sortino ratio: Return per unit of downside risk	1.98	2.29	-0.31
Omega ratio: Gain probability vs. loss probability	1.26	1.30	-0.04
Calmar ratio: Return relative to maximum drawdown	1.61	2.27	-0.65
Martin ratio: Return relative to average drawdown	5.77	7.28	-1.50

XLG vs. SFYF - Sharpe Ratio Comparison

The current XLG Sharpe Ratio is 1.44, which is comparable to the SFYF Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of XLG and SFYF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XLG vs. SFYF - Drawdown Comparison

The maximum XLG drawdown since its inception was -52.39%, smaller than the maximum SFYF drawdown of -56.09%. Use the drawdown chart below to compare losses from any high point for XLG and SFYF.

Drawdown Indicators

	XLG	SFYF	Difference
Max Drawdown Largest peak-to-trough decline	-52.39%	-56.09%	+3.70%
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	-15.18%	+2.77%
Max Drawdown (3Y) Largest decline over 3 years	-20.70%	-26.45%	+5.75%
Max Drawdown (5Y) Largest decline over 5 years	-28.02%	-56.09%	+28.07%
Max Drawdown (10Y) Largest decline over 10 years	-30.46%	—	—
Current Drawdown Current decline from peak	-6.91%	-7.13%	+0.22%
Average Drawdown Average peak-to-trough decline	-7.63%	-16.49%	+8.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	4.72%	-1.26%

Volatility

XLG vs. SFYF - Volatility Comparison

The current volatility for Invesco S&P 500 Top 50 ETF (XLG) is 5.04%, while SoFi Social 50 ETF (SFYF) has a volatility of 8.20%. This indicates that XLG experiences smaller price fluctuations and is considered to be less risky than SFYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLG	SFYF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.04%	8.20%	-3.16%
Volatility (6M) Calculated over the trailing 6-month period	10.74%	14.97%	-4.23%
Volatility (1Y) Calculated over the trailing 1-year period	13.98%	19.70%	-5.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.79%	29.37%	-10.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.88%	30.69%	-11.81%

XLG vs. SFYF - Expense Ratio Comparison

XLG has a 0.20% expense ratio, which is lower than SFYF's 0.29% expense ratio.

Dividends

XLG vs. SFYF - Dividend Comparison

XLG's dividend yield for the trailing twelve months is around 0.66%, more than SFYF's 0.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SFYF SoFi Social 50 ETF	0.30%	0.33%	0.31%	1.71%	1.19%	0.26%	0.40%	0.73%	0.00%	0.00%	0.00%	0.00%
XLG Invesco S&P 500 Top 50 ETF	0.66%	0.64%	0.72%	0.97%	1.34%	0.94%	1.25%	1.58%	2.00%	1.85%	2.00%	2.09%

Frequently Asked Questions

Can I hold both XLG and SFYF in my portfolio?

XLG and SFYF have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XLG or SFYF?

SFYF has higher volatility (8.20%) compared to XLG (5.04%). In terms of maximum drawdown, XLG dropped -52.39% vs SFYF's -56.09%.

Which ETF is better, XLG or SFYF?

On 5-year performance, XLG leads with 14.28% vs 9.95% for SFYF. On fees, XLG is cheaper at 0.20% per year. On volatility, XLG has been the lower-risk option at 5.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XLG or SFYF?

Over the 5-year period, XLG has performed better with a 14.28% return vs 9.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XLG or SFYF?

XLG is cheaper with a 0.20% expense ratio, compared with 0.29% for SFYF.

Which ETF pays a higher dividend yield, XLG or SFYF?

XLG has the higher dividend yield at 0.66%, compared with 0.30% for SFYF.

What is the main difference between XLG and SFYF?

XLG is categorized as S&P 500, while SFYF is Large Cap Growth Equities. XLG tracks S&P 500 Top 50 Index, while SFYF tracks SoFi Social 50 Index. They also come from different issuers: Invesco and Toroso Investments. Their fees differ too: 0.20% for XLG and 0.29% for SFYF.

Which has better risk-adjusted returns?

SFYF currently has the higher Sharpe Ratio (1.75 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.