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State Street Energy Select Sector SPDR ETF (XLE) Sharpe Ratio: 1.45

ETF · Currency in USD · Last updated Jun 17, 2026

The ETF seeks to provide investment results that correspond generally to the price and yield performance of the Energy Select Sector Index, offering precise exposure to companies in the oil, gas and consumable fuel, energy equipment and services industries.

XLE's Sharpe Ratio of 1.45 indicates that for each unit of volatility, it generates 1.45 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 17, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XLE Sharpe Ratio Rank

XLE Sharpe Ratio Rank: 42.242
Average

XLE ranks above 42.2% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

XLE Sharpe Ratio Market Positioning

The chart shows XLE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.22
  • Green zone (top 25%): 2.22 or higher
  • Top 1%: 7.44+
  • Median: 1.63 — half of all investments score higher

How it compares to other similar ETFs

The table compares State Street Energy Select Sector SPDR ETF's Sharpe Ratio with other ETFs in the Energy Equities category across multiple time periods, showing how XLE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VOLTTema Electrification ETF2.98
CRAKVanEck Oil Refiners ETF2.58
PXJInvesco Dynamic Oil & Gas Services ETF2.55
USNGAmplify Samsung U.S. Natural Gas Infrastructure ETF2.52
MGNRAmerican Beacon GLG Natural Resources ETF2.47
HAPVanEck Natural Resources ETF2.42
XESSPDR S&P Oil & Gas Equipment & Services ETF2.39
EIPXFT Energy Income Partners Strategy ETF2.32
OIHVanEck Oil Services ETF2.27
BESFBastion Energy ETF2.23
XLEState Street Energy Select Sector SPDR ETF1.45

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XLE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XLE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XLE fit in your portfolio?

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