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ISIN
US81369Y5069
CUSIP
81369Y506
Inception Date
Dec 16, 1998
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Energy Select Sector Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$39B

Share Price Chart


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Performance

XLE Performance Chart

State Street Energy Select Sector SPDR ETF (XLE) is up 24.6% since the beginning of the year. XLE is currently trading at $55 per share. Investors who bought $1,000 worth of XLE shares 5 years ago would now be looking at an investment worth $2,468.


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S&P 500 Index

Returns By Period

State Street Energy Select Sector SPDR ETF (XLE) has returned 24.63% so far this year and 30.09% over the past 12 months. Over the last ten years, XLE has returned 9.45% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


State Street Energy Select Sector SPDR ETF

1D
-0.34%
1M
-6.86%
YTD
24.63%
6M
28.27%
1Y
30.09%
3Y*
14.72%
5Y*
19.80%
10Y*
9.45%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLE Monthly Returns History

Based on dividend-adjusted daily data since Dec 22, 1998, XLE's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Apr 2020 with a return of +30.8%, while the worst month was Mar 2020 at -34.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, XLE closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +20.0%, while the worst single day was Mar 9, 2020 at -20.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202614.18%9.54%10.27%-2.63%-5.63%-1.65%24.63%
20252.31%3.83%3.49%-13.86%1.28%4.87%2.83%3.65%-0.32%-1.35%2.63%-0.30%7.88%
2024-0.51%3.27%10.49%-0.94%-0.34%-1.41%2.26%-2.07%-3.02%0.90%7.83%-9.58%5.56%
20232.81%-6.94%0.01%2.78%-10.03%6.91%7.77%1.65%2.40%-5.75%-0.72%0.08%-0.63%
202218.77%7.07%9.34%-1.69%16.03%-17.07%9.66%2.65%-9.56%24.97%1.28%-3.05%64.32%
20213.75%22.46%2.97%0.67%5.71%4.23%-8.32%-2.00%8.93%10.33%-5.01%2.98%53.28%

Benchmark Metrics

State Street Energy Select Sector SPDR ETF has an annualized alpha of 4.19%, beta of 0.97, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since December 22, 1998.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.19%) than losses (89.98%) - typical of diversified or defensive assets.
  • R2 of 0.42 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
4.19%
Beta
0.97
0.42
Upside Capture
97.19%
Downside Capture
89.98%

Expense Ratio

XLE has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

XLE ranks 43 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


XLE Risk / Return Rank: 4343
Overall Rank
XLE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 4040
Sortino Ratio Rank
XLE Omega Ratio Rank: 3838
Omega Ratio Rank
XLE Calmar Ratio Rank: 5353
Calmar Ratio Rank
XLE Martin Ratio Rank: 4444
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for State Street Energy Select Sector SPDR ETF (XLE) and compare them to S&P 500 Index.

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.


XLEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

2.51

2.71

-0.20

Martin ratioReturn relative to average drawdown

6.80

12.15

-5.35

Dividends

Dividend History

State Street Energy Select Sector SPDR ETF provided a 2.69% dividend yield over the last twelve months, with an annual payout of $1.49 per share.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.49$1.46$1.44$1.49$1.61$1.17$1.07$2.02$1.02$1.10$0.85$1.02

Dividend yield

2.69%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Monthly Dividends

The table displays the monthly dividend distributions for State Street Energy Select Sector SPDR ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.39$0.00$0.00$0.00$0.39
2025$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.37$0.00$0.00$0.37$1.46
2024$0.00$0.00$0.37$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.35$1.44
2023$0.00$0.00$0.40$0.00$0.00$0.35$0.00$0.00$0.34$0.00$0.00$0.40$1.49
2022$0.00$0.00$0.35$0.00$0.00$0.41$0.00$0.00$0.42$0.00$0.00$0.43$1.61
2021$0.00$0.00$0.26$0.00$0.00$0.27$0.00$0.00$0.30$0.00$0.00$0.35$1.17

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the State Street Energy Select Sector SPDR ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the State Street Energy Select Sector SPDR ETF was 71.26%, occurring on Mar 18, 2020. Recovery took 495 trading sessions.

The current State Street Energy Select Sector SPDR ETF drawdown is 11.51%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-71.26%Mar 2020
5y 8mo1y 11mo
7y 8moJun 2014 - Mar 2022
Financial crisis2007–2009
-57.36%Mar 2009
9mo 15d4y 2mo
5yMay 2008 - May 2013
Dot-com crash2000–2002
-41.53%Jul 2002
1y 2mo1y 11mo
3y 1moMay 2001 - Jul 2004
Bear market2022
-26.04%Jul 2022
1mo 5d3mo 20d
4mo 25dJun 2022 - Nov 2022
2025 selloff2025
-20.14%Apr 2025
4mo 14d9mo 2d
1y 1moNov 2024 - Jan 2026

Drawdown Indicators


XLEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-71.26%

-56.78%

-14.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-9.10%

-2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

-18.90%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-25.43%

-0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

-33.92%

-32.89%

Current Drawdown

Current decline from peak

-11.51%

-1.29%

-10.22%

Average Drawdown

Average peak-to-trough decline

-17.97%

-10.72%

-7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

2.02%

+2.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XLE

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