State Street Financial Select Sector SPDR ETF (XLF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
State Street Financial Select Sector SPDR ETF (XLF): 1Y return 4.3%, Sharpe ratio 0.35, volatility 14.6%, max drawdown -14.8%. A ETF in the Equity asset class. Compare XLF with other assets and invest through your own broker with pfolio.
State Street Financial Select Sector SPDR ETF (XLF) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
XLF Performance
- MTD
- Return: 2.5%, Sharpe: 10.82, Volatility: 8.2%, Max Drawdown: -0.5%
- YTD
- Return: 1.1%, Sharpe: 0.17, Volatility: 14.7%, Max Drawdown: -14.8%
- 1Y
- Return: 4.3%, Sharpe: 0.35, Volatility: 14.6%, Max Drawdown: -14.8%
- 5Y
- Return: 52.8%, Sharpe: 0.55, Volatility: 17.9%, Max Drawdown: -25.8%
- 10Y
- Return: 235.3%, Sharpe: 0.65, Volatility: 21.7%, Max Drawdown: -42.9%
Frequently Asked Questions
- What is State Street Financial Select Sector SPDR ETF (XLF)?
- State Street Financial Select Sector SPDR ETF (XLF) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does XLF compare to other assets?
- You can compare XLF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in XLF through pfolio?
- pfolio helps you build diversified portfolios that may include XLF. You invest through your own broker — pfolio provides the analytics.