{"schemaVersion":1,"ticker":"XLFI","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xlfi/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, XLFI against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/xlfi/"},"benchmark":{"ticker":"XLF","name":"Financials sector (XLF)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":63.43,"date":"2026-10-05","url":"https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/xlfi-19a-1-notice.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":63.4,"from":"2026-10-05","to":"2026-10-05","notices":1,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":47.1,"fiscalYearEnd":"2025-12-31","filed":"2026-03-06","url":"https://www.sec.gov/Archives/edgar/data/1064641/000119312526096539/d75600dncsr.htm"}},"kind":"benchmark","a":"XLFI","b":"XLF","window":{"from":"2025-08-08","to":"2026-10-30","firstReturn":"2025-08-15","weeklyReturns":64,"years":1.23,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03836461,"perWeek":0.000737781,"days":308,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.10463097,"b":0.11057164,"edge":"XLF (slight)","lead":"XLF"},"annualised":{"a":0.08421145,"b":0.08894663,"edge":"XLF (slight)","lead":"XLF"},"price":{"a":-0.03688939,"b":0.08987464,"edge":"XLF","lead":"XLF"},"volatility":{"a":0.10919697,"b":0.13029747,"edge":"XLFI","lead":"XLFI"},"downsideDeviation":{"a":0.07976126,"b":0.09227207,"edge":"XLFI","lead":"XLFI"},"maxDrawdown":{"a":-0.1168524,"b":-0.1377348,"edge":"XLFI","lead":"XLFI","aPeak":"2026-01-09","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.04844401,"b":0.05529186,"edge":"XLF","lead":"XLF"},"sharpe":{"a":0.44363877,"b":0.42435096,"edge":"XLFI (slight)","lead":"XLFI"},"sortino":{"a":0.60736269,"b":0.59922635,"edge":"Tie"},"calmar":{"a":0.72066512,"b":0.64578183,"edge":"XLFI","lead":"XLFI"}},"relative":{"XLFI":{"on":"XLF","beta":0.81279176,"r2":0.94060948,"alpha":0.00350324,"alphaT":0.14462809,"alphaLow":-0.04491672,"alphaHigh":0.05192321,"upsideCapture":0.76246566,"downsideCapture":0.85257548,"treynor":0.059602,"trackingError":0.03609956,"informationRatio":-0.18969336,"upWeeks":38,"downWeeks":25,"treynorReference":0.05529186,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"XLF","lead":"XLF"},"downsideCapture":{"edge":"XLFI","lead":"XLFI"},"treynor":{"edge":"XLFI (slight)","lead":"XLFI"},"informationRatio":{"edge":null,"lead":"XLF","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XLFI":{"kept":"2026-11-01","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":64,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.10463097}},"XLF":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":64,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.11057164}}}}