XLO vs. XLF
XLO (Xilio Therapeutics, Inc.) is a stock, while XLF (State Street Financial Select Sector SPDR ETF) is Financials Equities fund tracking the Financial Select Sector Index. Over the past 3 years, XLO returned -37.08%/yr vs 19.74%/yr for XLF. At a 0.16 correlation, their price movements are largely independent.
Performance
XLO vs. XLF - Performance Comparison
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Returns By Period
In the year-to-date period, XLO achieves a 3.09% return, which is significantly lower than XLF's 3.26% return.
XLO
- 1D
- 1.54%
- 1M
- 11.19%
- 6M
- -0.98%
- YTD
- 3.09%
- 1Y
- -10.09%
- 3Y*
- -37.08%
- 5Y*
- —
- 10Y*
- —
XLF
- 1D
- 0.65%
- 1M
- 5.49%
- 6M
- 2.29%
- YTD
- 3.26%
- 1Y
- 9.17%
- 3Y*
- 19.74%
- 5Y*
- 10.87%
- 10Y*
- 13.45%
XLO vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XLO Xilio Therapeutics, Inc. | 3.09% | -32.96% | 73.64% | -79.55% | -83.19% | 6.67% |
XLF State Street Financial Select Sector SPDR ETF | 3.26% | 14.90% | 30.56% | 12.03% | -10.59% | -2.05% |
Correlation
The correlation between XLO and XLF is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2021 | 0.16 |
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Return for Risk
XLO vs. XLF — Risk / Return Rank
XLO
XLF
XLO vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xilio Therapeutics, Inc. (XLO) and State Street Financial Select Sector SPDR ETF (XLF). 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.
| XLO | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.12 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 0.62 | -0.87 |
| Martin ratioReturn relative to average drawdown | -0.42 | 1.58 | -2.00 |
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Drawdowns
XLO vs. XLF - Drawdown Comparison
The maximum XLO drawdown since its inception was -98.01%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for XLO and XLF.
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Drawdown Indicators
| XLO | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.01% | -82.69% | -15.32% |
Max Drawdown (1Y)Largest decline over 1 year | -40.90% | -14.79% | -26.11% |
Max Drawdown (3Y)Largest decline over 3 years | -82.74% | -15.54% | -67.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.81% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.86% | — |
Current DrawdownCurrent decline from peak | -97.37% | -0.12% | -97.25% |
Average DrawdownAverage peak-to-trough decline | -88.84% | -19.96% | -68.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.06% | 5.81% | +18.25% |
Volatility
XLO vs. XLF - Volatility Comparison
Xilio Therapeutics, Inc. (XLO) has a higher volatility of 10.17% compared to State Street Financial Select Sector SPDR ETF (XLF) at 4.27%. This indicates that XLO's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLO | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 4.27% | +5.90% |
Volatility (6M)Calculated over the trailing 6-month period | 34.80% | 11.42% | +23.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.31% | 14.77% | +32.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 120.66% | 18.53% | +102.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 120.66% | 22.07% | +98.59% |
Dividends
XLO vs. XLF - Dividend Comparison
XLO has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLF State Street Financial Select Sector SPDR ETF | 1.44% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
XLO Xilio Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XLO and XLF have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLO has higher volatility (10.17%) compared to XLF (4.27%). In terms of maximum drawdown, XLO dropped -98.01% vs XLF's -82.69%.
XLF currently has the higher Sharpe Ratio (0.62 vs -0.21), 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.
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