BGR vs. XLE
Compare and contrast key facts about BlackRock Energy and Resources Trust (BGR) and Energy Select Sector SPDR Fund (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGR or XLE.
Key characteristics
| BGR | XLE | |
|---|---|---|
| YTD Return | 14.64% | 15.94% |
| 1Y Return | 13.08% | 16.00% |
| 3Y Return (Ann) | 16.54% | 22.47% |
| 5Y Return (Ann) | 10.37% | 15.03% |
| 10Y Return (Ann) | 1.97% | 5.05% |
| Sharpe Ratio | 0.84 | 0.89 |
| Sortino Ratio | 1.23 | 1.29 |
| Omega Ratio | 1.15 | 1.16 |
| Calmar Ratio | 1.24 | 1.19 |
| Martin Ratio | 4.49 | 2.76 |
| Ulcer Index | 2.91% | 5.71% |
| Daily Std Dev | 15.64% | 17.79% |
| Max Drawdown | -72.56% | -71.54% |
| Current Drawdown | -0.22% | -1.69% |
Correlation
The correlation between BGR and XLE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BGR vs. XLE - Performance Comparison
In the year-to-date period, BGR achieves a 14.64% return, which is significantly lower than XLE's 15.94% return. Over the past 10 years, BGR has underperformed XLE with an annualized return of 1.97%, while XLE has yielded a comparatively higher 5.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BGR vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy and Resources Trust (BGR) and Energy Select Sector SPDR Fund (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.
Dividends
BGR vs. XLE - Dividend Comparison
BGR's dividend yield for the trailing twelve months is around 5.98%, more than XLE's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGR BlackRock Energy and Resources Trust | 5.98% | 6.25% | 4.64% | 4.81% | 9.28% | 7.88% | 8.96% | 6.60% | 6.93% | 11.93% | 13.83% | 16.95% |
XLE Energy Select Sector SPDR Fund | 3.14% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
BGR vs. XLE - Drawdown Comparison
The maximum BGR drawdown since its inception was -72.56%, roughly equal to the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for BGR and XLE. For additional features, visit the drawdowns tool.
Volatility
BGR vs. XLE - Volatility Comparison
The current volatility for BlackRock Energy and Resources Trust (BGR) is 4.55%, while Energy Select Sector SPDR Fund (XLE) has a volatility of 4.83%. This indicates that BGR experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.