BCS vs. XLE
BCS (Barclays PLC) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, BCS returned 16.82%/yr vs 9.47%/yr for XLE. At a 0.39 correlation, their price movements are largely independent.
Performance
BCS vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, BCS achieves a 12.25% return, which is significantly lower than XLE's 29.29% return. Over the past 10 years, BCS has outperformed XLE with an annualized return of 16.82%, while XLE has yielded a comparatively lower 9.47% annualized return.
BCS
- 1D
- -0.42%
- 1M
- 8.66%
- 6M
- 10.30%
- YTD
- 12.25%
- 1Y
- 53.77%
- 3Y*
- 56.01%
- 5Y*
- 29.71%
- 10Y*
- 16.82%
XLE
- 1D
- 0.92%
- 1M
- 3.74%
- 6M
- 21.42%
- YTD
- 29.29%
- 1Y
- 36.53%
- 3Y*
- 15.59%
- 5Y*
- 22.95%
- 10Y*
- 9.47%
BCS vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCS Barclays PLC | 12.25% | 96.49% | 76.26% | 6.01% | -21.90% | 31.71% | -12.84% | 31.90% | -29.25% | 0.44% |
XLE State Street Energy Select Sector SPDR ETF | 29.29% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between BCS and XLE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.39 |
The correlation between BCS and XLE shifts across timeframes, from -0.08 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BCS vs. XLE — Risk / Return Rank
BCS
XLE
BCS vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barclays PLC (BCS) and State Street Energy Select Sector SPDR ETF (XLE). 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.
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.
| BCS | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.45 | -0.39 |
| Martin ratioReturn relative to average drawdown | 5.82 | 6.58 | -0.76 |
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Drawdowns
BCS vs. XLE - Drawdown Comparison
The maximum BCS drawdown since its inception was -94.36%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for BCS and XLE.
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Drawdown Indicators
| BCS | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.36% | -71.26% | -23.10% |
Max Drawdown (1Y)Largest decline over 1 year | -26.20% | -14.98% | -11.22% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -20.14% | -6.06% |
Max Drawdown (5Y)Largest decline over 5 years | -48.14% | -26.04% | -22.10% |
Max Drawdown (10Y)Largest decline over 10 years | -66.10% | -66.81% | +0.71% |
Current DrawdownCurrent decline from peak | -16.52% | -8.20% | -8.32% |
Average DrawdownAverage peak-to-trough decline | -38.38% | -17.95% | -20.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.26% | 5.57% | +3.69% |
Volatility
BCS vs. XLE - Volatility Comparison
Barclays PLC (BCS) has a higher volatility of 8.57% compared to State Street Energy Select Sector SPDR ETF (XLE) at 6.10%. This indicates that BCS's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCS | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 6.10% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 25.00% | 16.65% | +8.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.69% | 20.96% | +8.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.05% | 25.87% | +8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.33% | 29.58% | +6.75% |
Dividends
BCS vs. XLE - Dividend Comparison
BCS's dividend yield for the trailing twelve months is around 1.65%, less than XLE's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCS Barclays PLC | 1.65% | 1.70% | 3.13% | 4.86% | 4.18% | 1.61% | 3.91% | 3.68% | 3.21% | 1.37% | 2.26% | 2.95% |
XLE State Street Energy Select Sector SPDR ETF | 2.66% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
BCS and XLE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCS has higher volatility (8.57%) compared to XLE (6.10%). In terms of maximum drawdown, BCS dropped -94.36% vs XLE's -71.26%.
BCS currently has the higher Sharpe Ratio (1.82 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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