ETF · Financial

State Street Financial Select Sector SPDR ETF(XLF)

$51.46
+0.06%
Expense Ratio
$47.8B
Total AUM
Holdings
Inception
Active Share vs VOO
Truly Active
0%20%60%100%
88.1%

AI Look-Through Summary

AI Generated

The State Street Financial Select Sector SPDR ETF (XLF) presents a highly concentrated exposure to the financial services industry, which accounts for 95.1% of its portfolio weightings. This singular sector focus means that the fund's performance will be almost entirely dictated by macroeconomic factors influencing banks and other financial institutions, with minimal diversification from other industries like technology or healthcare. The top ten holdings alone comprise a significant portion of assets under management, dominated heavily by Berkshire Hathaway at 11.9% and JPMorgan Chase at 11.1%, creating substantial concentration risk within the largest positions. Even when excluding these two giants, the next six largest holdings are also major financial players, reinforcing that over half of the fund's total assets are tied to just a handful of large-cap equities rather than being broadly distributed across hundreds of smaller companies.

Geographically and sectorially, the portfolio exhibits an extreme tilt toward domestic or globally integrated US-based financial giants, with virtually no meaningful exposure outside this narrow scope aside from a marginal 1.1% allocation to technology. This structure implies that volatility in the broader market may have a dampened effect on the fund compared to a diversified index, as the lack of sector balancing prevents gains in unrelated industries from offsetting losses within finance. The heavy reliance on mega-cap institutions like Visa and Mastercard alongside traditional banking titans suggests the ETF is designed for investors seeking direct leverage to specific leaders in lending, payments, and insurance rather than broad financial system exposure. With assets under management nearing $48 billion, this fund represents a massive vehicle for sector-specific capital flows, meaning its price movements could significantly impact overall market indices given its sheer size relative to the total equity universe it tracks.

Generated by Qwen-32B from constituent-level data. Not investment advice. Updated: 2026-05-24 00:27:59.381856+00

🔍 Theme Alignment Audit

AI GeneratedPurity: 98/100

The investment theme implied by the name "Financial Select Sector SPDR" is executed with exceptional precision, as nearly every significant holding operates within the financial services industry. The top fifteen positions are exclusively classified under this sector, creating a coherent portfolio that strictly adheres to its stated objective of isolating specific industries rather than broad market exposure. There are no holdings unrelated to finance or technology present in the provided data, ensuring that capital is not diverted into divergent themes such as healthcare, energy, or consumer discretionary sectors. The concentration within financial services stands at 96.4%, which indicates a highly focused strategy where the fund's performance will be almost entirely driven by the fortunes of banks, insurance companies, and other financial institutions without dilution from unrelated assets.

Sector weights demonstrate strong internal consistency with the thematic mandate, as the overwhelming majority of assets are allocated to financial services while technology exposure remains minimal at 1.2%. This distribution confirms that the fund is genuinely differentiated from a broad market index like the S&P 500, which typically features more balanced representation across various industries including healthcare and industrials. The high top-ten concentration of 56.4% reflects significant reliance on mega-cap leaders such as Berkshire Hathaway and JPMorgan Chase, suggesting that returns will be heavily influenced by these dominant players rather than a diversified array of mid-sized firms within the sector. While this approach provides stability through established market participants, it also means the fund's risk profile is tightly coupled with the performance of large financial institutions rather than capturing the full breadth of smaller entities in the theme.

AI analysis of holdings alignment vs fund theme. Not investment advice. Updated: 2026-05-22 23:05:08.080118+00

🏢 Sector Analysis

AI Generated

The State Street Financial Select Sector SPDR ETF (XLF) exhibits an extremely concentrated portfolio structure, with financial services comprising 96.4% of total assets across sixty-five holdings. This near-exclusive allocation indicates a singular investment thesis focused entirely on the performance and valuation dynamics of the banking, insurance, and consumer finance industries, effectively isolating the fund from broader market movements in other economic sectors. The presence of only 1.1% exposure to technology serves as a negligible diversifier rather than a meaningful hedge against sector-specific downturns or regulatory shifts that might impact traditional financial institutions differently than tech firms.

Concentration risk is further amplified by the dominance of large-cap entities within the top ten holdings, which collectively account for more than half of the fund's assets. The five largest positions alone represent over 40% of the portfolio, with Berkshire Hathaway and JPMorgan Chase each exceeding a 10% weighting. This heavy reliance on mega-caps suggests that the fund's returns will be disproportionately influenced by the earnings reports and strategic decisions of these specific giants rather than being driven by the aggregate performance of smaller financial firms or mid-cap players. Such a structure implies high correlation among holdings, as all major constituents operate within tightly regulated environments subject to similar interest rate cycles and macroeconomic pressures.

From a factor tilt perspective, the portfolio leans heavily into large-capitalization value characteristics typical of established banking conglomerates like Visa and Mastercard, which are included despite their tech-adjacent business models due to their regulatory classification. The lack of small-cap or emerging market exposure reinforces a defensive yet cyclical approach that benefits from periods of economic expansion but may face heightened volatility during credit crunches or systemic financial stress. Ultimately, the fund functions as a pure-play vehicle for investors seeking direct exposure to the financial sector's idiosyncratic risks and rewards without any material dilution from other industry verticals.

AI-generated sector analysis from constituent-level data. Not investment advice. Updated: 2026-05-20 06:06:32.767543+00

Flow Driver Analysis

2-Step Circle

Which larger ETFs share XLF's holdings — and mechanically drive its price through index rebalancing flows?

Approximately 100% of XLF's weight flows through these larger ETFs

Driver ETFAUMExpenseShared StocksWeight Overlap
SPYState Street SPDR S&P 500 ETF Trust$640B0.09%7799.9%
SPTMSPTM$12B7799.9%
QUSQUS$1B7299.1%
VFHVFH$13B7598.6%
VOOVanguard S&P 500 ETF$1.5T0.03%7598.6%

100% of XLF's portfolio by weight is also held by SPY, which commands 13× more assets under management. When SPY receives inflows, it mechanically buys these shared stocks — dragging XLF's NAV along regardless of any thematic or sector catalyst. Combined, the top 5 overlapping ETFs control exposure to 100% ofXLF's weight.

Overlap computed from constituent-level holdings data across 5 ETFs. Price co-movement with driver ETFs is structural, not coincidental. Not investment advice.

ETF Look-Through Dashboard

Replaces $249/yr Morningstar

Peer through the ETF wrapper to see exactly what you own. Every metric is computed from constituent-level data.

16.4x
Weighted P/E
7.16x
Weighted P/B
1.60%
Dividend Yield
$380B
Wtd Avg Market Cap

Weighted metrics calculated based on 99% of fund assets with available data.

Herfindahl-Hirschman Concentration Index

01000200030004000479
Well Diversified
Top 5: 41.1%Top 10: 56.8%

Morningstar-Style Box

Value
Blend
Growth
Large
Mid
Small
Large Blend

Sector & Cap Explorer

Financial Services95.2%
Visualization Mode

ETF Fundamental Radar

Total Analysis
87% Weight
Market Cap
Mega
Risk Profile
High Distress

Caution: 27% of fund weight scores below 4 — indicating weak profitability or deteriorating fundamentals.

Piotroski F-Score (Operational Health)

Score 0-9: Measures Profitability, Leverage, and Efficiency

↑ Weight (%)100%80%60%40%20%
27%
0–3 Weak
42%
4–6 Average
17%
7–9 Strong

Based on 87% of fund weight with Piotroski data.

Computed by rolling up individual stock Piotroski F-Scores, Altman Z-Scores, and Beneish M-Scores weighted by each constituent's allocation. Data that Vanguard and BlackRock don't surface.

Dividend Safety True-Up

Deterministic
35%
Wtd FCF Payout Ratio
1.16%
TTM Yield
Very Safe
Dividend Durability
35% of FCF
0% (retains all cash)50%100% (pays out everything)

The dividend-paying companies inside XLF collectively pay out 35% of their Free Cash Flow to maintain the current yield. This leaves a substantial cash buffer, making dividend cuts unlikely even in a downturn. Based on 45% of fund weight in dividend-paying stocks.

FCF Payout Ratio = Dividends Paid / Free Cash Flow, weighted by constituent allocation. Not investment advice.

Earnings vs. Price Decomposition

Proprietary
+1.8%
ETF 1Y Return
+11.2%
Wtd Earnings Growth
-9.4%
Multiple Contraction
Earnings

XLF is up 1.8% over the last 12 months. The underlying weighted earnings growth of its constituents is +11.2%. Despite earnings growth, valuations have contracted by 9.4% — the market is paying less per dollar of earnings than a year ago.

Earnings growth = weighted average YoY EPS growth of all constituents (capped at ±500% to limit outlier distortion). Based on 86% of fund weight with earnings data. Not investment advice.

Value Creation Map

ROIC vs WACC

What percentage of XLF's weight is allocated to companies that create economic value (ROIC > WACC) vs. destroy it?

56% Creators
44% Destroyers
Value Creators (ROIC > WACC)22.6%
Value Destroyers17.7%

Of XLF's analyzed weight, 56% is invested in companies earning more than their cost of capital — genuine value creators. The remaining 44% consists of companies whose ROIC falls below their WACC, effectively destroying shareholder value with every dollar invested.

ROIC-WACC spread for 40% of fund weight with available data. Not investment advice.

Concentration Risk Monitor

ELEVATED
11.9%
Largest Holding
BRK.B
30.6%
Top 3 Weight
21
Effective # of Stocks
30%
Top Stock Var. Share
Portfolio weight concentration
BRK.B
JPM
V
Other 45 stocks

XLF's top holding BRK.B at 11.9% is above the 8% elevated-concentration threshold. The effective number of stocks is 21 vs. the actual count of 50.

Effective # of Stocks = 1 / HHI (Herfindahl-Hirschman Index). Variance share approximated as w² / Σw². Not investment advice.

Passive Crowding Score

MODERATE

How much of each constituent's market cap is structurally locked in passive ETFs — a proxy for liquidity fragility during sell-offs.

37/ 100
Wtd Avg Passive Ownership11.1%
Most Crowded HoldingCINF (21.0%)
Least CrowdedBNY (1.8%)
Coverage99% of fund weight
0 — Low255075100 — Extreme

XLF has a Passive Crowding Score of 37/100. On average, 11.1% of the market capitalization of XLF's underlying holdings is structurally locked in passive ETF vehicles. This indicates moderate passive ownership density. Index rebalances and ETF creation/redemption activity can amplify short-term volatility in the underlying holdings.

Passive $ = Σ(ETF AUM × holding weight) across all 17 tracked ETFs. Actual passive ownership is higher (includes mutual funds, pension funds). Not investment advice.

Under the Hood — Top 15 Constituents

Top 10 Concentration56.4%
#TickerCompanyWeightP/EF-Score
1BRK.B
BERKSHIRE HATHAWAY INC CL B
Financial Services
11.94%
14.1x
2JPM
JPMORGAN CHASE + CO
Financial Services
11.08%
14.3x3/9
3V
VISA INC CLASS A SHARES
Financial Services
7.55%
28.5x6/9
4MA
MASTERCARD INC A
Financial Services
5.52%
28.6x8/9
5BAC
BANK OF AMERICA CORP
Financial Services
4.63%
12.8x5/9
6GS
GOLDMAN SACHS GROUP INC
Financial Services
4.02%
18.7x3/9
7MS
MORGAN STANLEY
Financial Services
3.27%
18.8x3/9
8WFC
WELLS FARGO + CO
Financial Services
3.18%
12.0x3/9
9C
CITIGROUP INC
Financial Services
2.97%
15.5x2/9
10AXP
AMERICAN EXPRESS CO
Financial Services
2.25%
19.8x4/9
11BLK
BLACKROCK INC
Financial Services
2.08%
26.3x3/9
12SCHW
SCHWAB (CHARLES) CORP
Financial Services
2.05%
17.4x7/9
13SPGI
S+P GLOBAL INC
Financial Services
1.73%
26.8x7/9
14CB
CHUBB LTD
Financial Services
1.63%
11.0x6/9
15COF
CAPITAL ONE FINANCIAL CORP
Financial Services
1.58%
57.8x5/9
The bottom 63 stocks in XLF account for only 34.5% of the total fund weight.

Historical Holdings Snapshots

Browse how XLF’s holdings have changed across SEC filing dates. Showing top holdings per snapshot.

2026-05-24

15 holdings · 65.5% tracked weight
#TickerWeightSharesMarket Value
1BRK.B11.94%12,383,648
2JPM11.08%18,208,120
3V7.55%11,352,631
4MA5.52%5,499,853
5BAC4.63%44,810,402
6GS4.02%2,025,598
7MS3.27%8,124,546
8WFC3.18%20,884,811
9C2.97%11,801,175
10AXP2.25%3,616,804
11BLK2.08%974,309
12SCHW2.05%11,279,990
13SPGI1.73%2,066,315
14CB1.63%2,456,246
15COF1.58%4,221,281

2026-05-23

15 holdings · 65.5% tracked weight
#TickerWeightSharesMarket Value
1BRK.B11.94%12,383,648
2JPM11.08%18,208,120
3V7.55%11,352,631
4MA5.52%5,499,853
5BAC4.63%44,810,402
6GS4.02%2,025,598
7MS3.27%8,124,546
8WFC3.18%20,884,811
9C2.97%11,801,175
10AXP2.25%3,616,804
11BLK2.08%974,309
12SCHW2.05%11,279,990
13SPGI1.73%2,066,315
14CB1.63%2,456,246
15COF1.58%4,221,281

2026-05-22

15 holdings · 65.5% tracked weight
#TickerWeightSharesMarket Value
1BRK.B11.98%12,431,304
2JPM11.07%18,278,272
3V7.56%11,396,365
4MA5.51%5,521,017
5BAC4.62%44,982,970
6GS4.00%2,033,368
7MS3.23%8,155,848
8WFC3.19%20,965,249
9C2.96%11,846,611
10AXP2.25%3,630,716
11BLK2.06%978,083
12SCHW2.05%11,323,428
13SPGI1.73%2,074,307
14CB1.62%2,465,718
15PGR1.61%3,973,272

2026-05-21

15 holdings · 65.3% tracked weight
#TickerWeightSharesMarket Value
1BRK.B12.10%12,339,856
2JPM10.95%18,143,656
3V7.62%11,312,443
4MA5.59%5,480,405
5BAC4.62%44,651,826
6GS3.83%2,018,458
7WFC3.17%20,810,895
8MS3.13%8,095,782
9C2.88%11,759,423
10AXP2.28%3,604,020
11SCHW2.11%11,240,074
12BLK2.05%970,841
13SPGI1.72%2,058,971
14CB1.65%2,447,542
15PGR1.63%3,944,020

2026-05-20

15 holdings · 65.4% tracked weight
#TickerWeightSharesMarket Value
1BRK.B12.15%12,438,388
2JPM11.00%18,288,547
3V7.59%11,402,866
4MA5.59%5,524,163
5BAC4.56%45,008,622
6GS3.85%2,034,523
7MS3.15%8,160,501
8WFC3.12%20,977,206
9C2.90%11,853,365
10AXP2.27%3,632,784
11BLK2.13%978,644
12SCHW2.09%11,329,885
13SPGI1.73%2,075,495
14CB1.63%2,467,126
15PGR1.62%3,975,538

2026-05-19

15 holdings · 65.4% tracked weight
#TickerWeightSharesMarket Value
1BRK.B12.15%12,559,460
2JPM11.03%18,466,583
3V7.52%11,513,974
4MA5.53%5,577,931
5BAC4.53%45,447,038
6GS3.91%2,054,263
7MS3.18%8,240,025
8WFC3.12%21,181,562
9C2.96%11,968,797
10AXP2.31%3,668,128
11BLK2.14%988,232
12SCHW2.08%11,440,241
13SPGI1.69%2,095,799
14CB1.62%2,491,190
15PGR1.61%4,014,266

Source: SEC filings and fund provider disclosures. Shows last 6 snapshot dates, top 15 holdings per date by weight.

Risk Profile

19.2%
Annual Volatility
0.40
Sharpe (1Y)
-15.2%
Max Drawdown (5Y)

Sharpe = risk-adjusted return (higher is better). Computed from 1,200+ trading days with 5% risk-free rate.

Fama-French 5-Factor Exposure

Academic factor model decomposition — what's really driving this ETF's returns.

0.98
Market β
-0.121
Size (SMB)
Large-cap tilt
+0.634
Value (HML)
Value tilt
-0.148
Profit (RMW)
Weak
+0.071
Invest (CMA)
Neutral
Alpha (annual): -19.74%
R²: 82.1%of variance explained by 5 factors

Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.

Price Chart with Moving Averages

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What Drove XLF Today?

Daily return attribution — which holdings contributed most (and least) to the fund's move.

Fund move:+0.06%(2026-06-02)

Top Contributors

+0.159%
+0.124%
+0.035%

Top Detractors

-0.024%
-0.026%
-0.051%

Attribution = holding weight × stock daily return. Only the top contributors and detractors are shown.

Technical Setup

AI Generated

The XLF is trading below both its 50-day and 200-day simple moving averages, indicating a current downtrend in the security. With an RSI of 29.7, the ETF appears to be in oversold territory, suggesting it may be approaching a potential bottom within this trend cycle.

Underwater (Drawdown from Peak)

How far below the all-time high the price has been over time. Deeper = more pain for holders.

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Rolling 60-Day Beta vs S&P 500 (VOO)

How the ETF's sensitivity to market moves changes over time. β > 1 = more volatile than the market.

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Rolling Beta Market (β = 1.0)

Yield & Income

1.16%
TTM Yield
30-Day SEC Yield
5Y Div CAGR

Sector Drift Over Time

How XLF’s sector allocation has shifted across snapshots. Use the slider to travel through time.

2026-05-2457 snapshots
Financial Services95.2%
Other3.7%
Technology1.1%
Change since 2026-03-26
Financial Services
-1.3%
Other
+1.3%
2026-03-262026-05-24

Active Conviction Tracker

Shares bought and sold between the latest two data snapshots — reveals what the fund manager is actually doing.

No position changes detected between snapshots.

Explore More

Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.

SecuritiesDB is for informational purposes only. Not investment advice.