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XLSR vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLSR vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA US Sector Rotation ETF (XLSR) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLSR achieves a 2.67% return, which is significantly lower than FAAR's 19.14% return.


XLSR

1D
-1.63%
1M
-2.30%
YTD
2.67%
6M
1.98%
1Y
20.16%
3Y*
15.52%
5Y*
9.34%
10Y*

FAAR

1D
-0.91%
1M
-5.21%
YTD
19.14%
6M
18.06%
1Y
28.33%
3Y*
10.57%
5Y*
7.72%
10Y*
4.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLSR vs. FAAR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XLSR
SPDR SSGA US Sector Rotation ETF
2.67%17.34%17.60%18.95%-15.70%20.47%20.23%13.86%
FAAR
First Trust Alternative Absolute Return Strategy ETF
19.14%8.07%5.97%-5.63%10.15%12.34%8.60%-2.43%

Correlation

The correlation between XLSR and FAAR is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2019

0.06

The correlation between XLSR and FAAR shifts across timeframes, from -0.09 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XLSR vs. FAAR — Risk / Return Rank

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

XLSR
XLSR Risk / Return Rank: 4545
Overall Rank
XLSR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XLSR Sortino Ratio Rank: 4646
Sortino Ratio Rank
XLSR Omega Ratio Rank: 4747
Omega Ratio Rank
XLSR Calmar Ratio Rank: 3939
Calmar Ratio Rank
XLSR Martin Ratio Rank: 4949
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7575
Overall Rank
FAAR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 7474
Sortino Ratio Rank
FAAR Omega Ratio Rank: 6565
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8686
Calmar Ratio Rank
FAAR Martin Ratio Rank: 8181
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.

XLSR vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Sector Rotation ETF (XLSR) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.


XLSRFAARDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

1.83

4.52

-2.69

Martin ratioReturn relative to average drawdown

7.89

15.18

-7.29

XLSR vs. FAAR - Sharpe Ratio Comparison

The current XLSR Sharpe Ratio is 1.54, which is comparable to the FAAR Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of XLSR and FAAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XLSR vs. FAAR - Drawdown Comparison

The maximum XLSR drawdown since its inception was -32.94%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for XLSR and FAAR.


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Drawdown Indicators


XLSRFAARDifference

Max Drawdown

Largest peak-to-trough decline

-32.94%

-18.03%

-14.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-6.29%

-4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-20.57%

-11.54%

-9.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-18.03%

-5.29%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

Current Drawdown

Current decline from peak

-4.05%

-6.29%

+2.24%

Average Drawdown

Average peak-to-trough decline

-5.31%

-7.82%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

1.87%

+0.69%

Volatility

XLSR vs. FAAR - Volatility Comparison

SPDR SSGA US Sector Rotation ETF (XLSR) has a higher volatility of 5.38% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.55%. This indicates that XLSR's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLSRFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

2.55%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

9.68%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

13.38%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

12.96%

+4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

11.54%

+8.52%

XLSR vs. FAAR - Expense Ratio Comparison

XLSR has a 0.70% expense ratio, which is lower than FAAR's 0.95% expense ratio.


Dividends

XLSR vs. FAAR - Dividend Comparison

XLSR's dividend yield for the trailing twelve months is around 0.54%, less than FAAR's 9.66% yield.


PositionTTM202520242023202220212020201920182017
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.66%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%
XLSR
SPDR SSGA US Sector Rotation ETF
0.54%0.58%0.66%1.04%1.80%3.44%1.25%0.94%0.00%0.00%

Frequently Asked Questions


XLSR and FAAR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLSR has higher volatility (5.38%) compared to FAAR (2.55%). In terms of maximum drawdown, XLSR dropped -32.94% vs FAAR's -18.03%.

On 5-year performance, XLSR leads with 9.34% vs 7.72% for FAAR. On fees, XLSR is cheaper at 0.70% per year. On volatility, FAAR has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XLSR has performed better with a 9.34% return vs 7.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLSR is cheaper with a 0.70% expense ratio, compared with 0.95% for FAAR.

FAAR has the higher dividend yield at 9.66%, compared with 0.54% for XLSR.

XLSR is categorized as Large Cap Growth Equities, while FAAR is Commodities. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.70% for XLSR and 0.95% for FAAR.

FAAR currently has the higher Sharpe Ratio (2.15 vs 1.54), 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.

Portfolio Optimizer

Find the right allocation for XLSR and FAAR

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