^SIXE vs. ^SIXM

Last updated Apr 2, 2026

Compare and contrast key facts about Energy Select Sector Index (^SIXE) and Financial Select Sector Index (^SIXM).

Performance

^SIXE vs. ^SIXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Energy Select Sector Index (^SIXE) and Financial Select Sector Index (^SIXM). The values are adjusted to include any dividend payments, if applicable.

^SIXE vs. ^SIXM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SIXE Energy Select Sector Index	31.78%	4.38%	2.25%	-4.12%	58.40%	46.21%	-36.46%	7.95%	-20.48%	-3.56%
^SIXM Financial Select Sector Index	-9.80%	13.32%	28.43%	9.94%	-12.35%	32.55%	-4.10%	29.17%	-14.66%	20.03%

Returns By Period

In the year-to-date period, ^SIXE achieves a 31.78% return, which is significantly higher than ^SIXM's -9.80% return. Over the past 10 years, ^SIXE has underperformed ^SIXM with an annualized return of 7.33%, while ^SIXM has yielded a comparatively higher 10.38% annualized return.

^SIXE

• 1D: -3.71%
• 1M: 3.97%
• YTD: 31.78%
• 6M: 31.92%
• 1Y: 25.32%
• 3Y*: 12.50%
• 5Y*: 18.68%
• 10Y*: 7.33%

^SIXM

• 1D: 2.13%
• 1M: -3.42%
• YTD: -9.80%
• 6M: -7.47%
• 1Y: -0.71%
• 3Y*: 15.38%
• 5Y*: 7.49%
• 10Y*: 10.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SIXE vs. ^SIXM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SIXE

^SIXE Risk / Return Rank: 55
^SIXE Sharpe Ratio Rank: 67
^SIXE Sortino Ratio Rank: 58
^SIXE Omega Ratio Rank: 58
^SIXE Calmar Ratio Rank: 54
^SIXE Martin Ratio Rank: 39

^SIXM

^SIXM Risk / Return Rank: 12
^SIXM Sharpe Ratio Rank: 11
^SIXM Sortino Ratio Rank: 12
^SIXM Omega Ratio Rank: 12
^SIXM Calmar Ratio Rank: 12
^SIXM Martin Ratio Rank: 11

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.

^SIXE vs. ^SIXM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Select Sector Index (^SIXE) and Financial Select Sector Index (^SIXM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	^SIXE	^SIXM	Difference
Sharpe ratio Return per unit of total volatility	1.01	-0.05	+1.06
Sortino ratio Return per unit of downside risk	1.39	0.07	+1.33
Omega ratio Gain probability vs. loss probability	1.20	1.01	+0.19
Calmar ratio Return relative to maximum drawdown	1.39	-0.11	+1.50
Martin ratio Return relative to average drawdown	3.32	-0.34	+3.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SIXE vs. ^SIXM - Sharpe Ratio Comparison

The current ^SIXE Sharpe Ratio is 1.01, which is higher than the ^SIXM Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of ^SIXE and ^SIXM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SIXE	^SIXM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	-0.05	+1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.40	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	0.47	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.35	-0.16

Correlation

The correlation between ^SIXE and ^SIXM is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^SIXE vs. ^SIXM - Drawdown Comparison

The maximum ^SIXE drawdown since its inception was -75.97%, which is greater than ^SIXM's maximum drawdown of -52.30%. Use the drawdown chart below to compare losses from any high point for ^SIXE and ^SIXM.

Drawdown Indicators

	^SIXE	^SIXM	Difference
Max Drawdown Largest peak-to-trough decline	-75.97%	-52.30%	-23.67%
Max Drawdown (1Y) Largest decline over 1 year	-18.78%	-15.06%	-3.72%
Max Drawdown (5Y) Largest decline over 5 years	-26.25%	-26.95%	+0.70%
Max Drawdown (10Y) Largest decline over 10 years	-69.16%	-43.13%	-26.03%
Current Drawdown Current decline from peak	-5.78%	-12.30%	+6.52%
Average Drawdown Average peak-to-trough decline	-21.40%	-8.60%	-12.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.85%	4.72%	+3.13%

Volatility

^SIXE vs. ^SIXM - Volatility Comparison

Energy Select Sector Index (^SIXE) has a higher volatility of 6.45% compared to Financial Select Sector Index (^SIXM) at 4.75%. This indicates that ^SIXE's price experiences larger fluctuations and is considered to be riskier than ^SIXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SIXE	^SIXM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.45%	4.75%	+1.70%
Volatility (6M) Calculated over the trailing 6-month period	14.49%	11.36%	+3.13%
Volatility (1Y) Calculated over the trailing 1-year period	25.08%	19.22%	+5.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.15%	18.68%	+7.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.72%	22.29%	+7.43%